Day 0 is the signal bar. High/close performance columns are measured vs the signal close; classic exit return is measured vs the next session's open.
| day | date | open | high | low | close | SMA5 | classic | volume | high vs signal | close vs signal |
|---|---|---|---|---|---|---|---|---|---|---|
| -5 | 2026-05-08 | 112.57 | 112.57 | 110.74 | 111.59 | — | — | 211,906 | +3.2% | +2.3% |
| -4 | 2026-05-11 | 112.00 | 113.31 | 111.77 | 112.98 | — | — | 164,329 | +3.9% | +3.6% |
| -3 | 2026-05-12 | 112.71 | 113.16 | 112.02 | 112.90 | — | — | 236,179 | +3.8% | +3.5% |
| -2 | 2026-05-13 | 112.27 | 112.98 | 111.72 | 112.36 | — | — | 169,952 | +3.6% | +3.1% |
| -1 | 2026-05-14 | 112.43 | 112.97 | 111.99 | 112.88 | 112.54 | — | 156,511 | +3.6% | +3.5% |
| 0 | 2026-05-15 | 111.57 | 111.75 | 108.99 | 109.03 | 112.03 | — | 5,005,319 | +2.5% | +0.0% |
| 1 | 2026-05-18 | 109.79 | 110.49 | 108.28 | 109.58 | 111.35 | — | 2,985,722 | +1.3% | +0.5% |
| 2 | 2026-05-19 | 108.94 | 110.73 | 108.83 | 110.55 | 110.88 | — | 2,432,593 | +1.6% | +1.4% |
| 3 | 2026-05-20 | 111.31 | 112.38 | 110.90 | 111.93 | 110.79 | exit | 2,355,901 | +3.1% | +2.7% |
| 4 | 2026-05-21 | 111.66 | 112.43 | 110.96 | 112.27 | 110.67 | — | 2,290,271 | +3.1% | +3.0% |
| 5 | 2026-05-22 | 112.44 | 112.87 | 111.42 | 112.40 | 111.35 | — | 1,293,241 | +3.5% | +3.1% |
| 6 | 2026-05-26 | 113.06 | 113.22 | 111.88 | 111.97 | 111.82 | — | 3,177,502 | +3.8% | +2.7% |
| 7 | 2026-05-27 | 111.46 | 111.83 | 110.29 | 111.51 | 112.02 | — | 2,249,516 | +2.6% | +2.3% |
| 8 | 2026-05-28 | 111.14 | 111.67 | 109.41 | 109.62 | 111.55 | — | 2,307,566 | +2.4% | +0.5% |
| 9 | 2026-05-29 | 109.69 | 110.08 | 108.34 | 109.05 | 110.91 | — | 1,580,282 | +1.0% | +0.0% |