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 | 426.98 | 426.98 | 401.71 | 404.50 | — | — | 155,255 | +9.1% | +3.4% |
| -4 | 2026-06-11 | 406.46 | 406.46 | 395.26 | 399.21 | — | — | 104,315 | +3.9% | +2.0% |
| -3 | 2026-06-12 | 397.77 | 403.90 | 393.60 | 403.85 | — | — | 98,714 | +3.2% | +3.2% |
| -2 | 2026-06-15 | 401.36 | 405.43 | 395.92 | 401.79 | — | — | 58,255 | +3.6% | +2.7% |
| -1 | 2026-06-16 | 401.24 | 401.30 | 393.81 | 397.85 | 401.44 | — | 40,338 | +2.6% | +1.7% |
| 0 | 2026-06-17 | 396.89 | 396.89 | 388.44 | 391.26 | 398.79 | — | 78,775 | +1.4% | -0.0% |
| 1 | 2026-06-18 | 393.57 | 393.57 | 387.15 | 388.60 | 396.67 | — | 82,799 | +0.6% | -0.7% |
| 2 | 2026-06-22 | 389.88 | 396.76 | 389.88 | 394.86 | 394.87 | — | 52,837 | +1.4% | +0.9% |
| 3 | 2026-06-23 | 398.80 | 398.81 | 393.38 | 395.05 | 393.53 | exit | 42,684 | +1.9% | +1.0% |
| 4 | 2026-06-24 | 393.92 | 394.82 | 381.77 | 383.96 | 390.75 | — | 118,405 | +0.9% | -1.9% |
| 5 | 2026-06-25 | 385.98 | 389.84 | 383.53 | 387.32 | 389.96 | — | 80,020 | -0.4% | -1.0% |
| 6 | 2026-06-26 | 386.02 | 395.58 | 385.19 | 395.20 | 391.28 | — | 102,012 | +1.1% | +1.0% |
| 7 | 2026-06-29 | 391.11 | 394.26 | 386.82 | 387.92 | 389.89 | — | 55,403 | +0.8% | -0.9% |
| 8 | 2026-06-30 | 389.37 | 390.27 | 384.66 | 386.98 | 388.28 | — | 52,236 | -0.3% | -1.1% |
| 9 | 2026-07-01 | 391.48 | 416.20 | 388.78 | 415.95 | 394.67 | — | 133,484 | +6.4% | +6.3% |