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 | 2026-06-10 | 115.20 | 116.51 | 115.11 | 115.31 | — | — | 46,116 | +6.5% | +5.5% |
| -4 | 2026-06-11 | 115.34 | 116.57 | 114.00 | 114.36 | — | — | 67,961 | +6.6% | +4.6% |
| -3 | 2026-06-12 | 115.14 | 116.07 | 114.42 | 114.91 | — | — | 66,574 | +6.1% | +5.1% |
| -2 | 2026-06-15 | 114.33 | 115.47 | 113.28 | 113.54 | — | — | 57,087 | +5.6% | +3.8% |
| -1 | 2026-06-16 | 114.16 | 114.16 | 111.65 | 112.31 | 114.09 | — | 72,941 | +4.4% | +2.7% |
| 0 | 2026-06-17 | 112.07 | 112.07 | 108.56 | 109.38 | 112.90 | — | 82,154 | +2.5% | +0.0% |
| 1 | 2026-06-18 | 110.73 | 110.87 | 108.92 | 109.00 | 111.83 | — | 70,658 | +1.4% | -0.3% |
| 2 | 2026-06-22 | 109.14 | 109.67 | 108.12 | 108.97 | 110.64 | — | 61,572 | +0.3% | -0.3% |
| 3 | 2026-06-23 | 109.69 | 110.61 | 109.14 | 110.50 | 110.03 | exit | 46,316 | +1.2% | +1.1% |
| 4 | 2026-06-24 | 110.28 | 111.81 | 110.28 | 111.25 | 109.82 | — | 47,655 | +2.2% | +1.7% |
| 5 | 2026-06-25 | 111.95 | 113.64 | 111.95 | 113.61 | 110.67 | — | 64,690 | +3.9% | +3.9% |
| 6 | 2026-06-26 | 114.50 | 116.33 | 114.50 | 116.32 | 112.13 | — | 47,828 | +6.4% | +6.4% |
| 7 | 2026-06-29 | 115.94 | 116.71 | 115.39 | 116.69 | 113.67 | — | 45,357 | +6.7% | +6.7% |
| 8 | 2026-06-30 | 114.64 | 115.61 | 113.91 | 114.53 | 114.48 | — | 39,360 | +5.7% | +4.7% |
| 9 | 2026-07-01 | 115.42 | 117.40 | 115.06 | 115.66 | 115.36 | — | 62,873 | +7.4% | +5.8% |