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 | 113.47 | 117.28 | 113.03 | 116.97 | — | — | 117,418 | +3.8% | +3.5% |
| -4 | 2026-06-11 | 116.55 | 117.21 | 115.80 | 116.73 | — | — | 52,273 | +3.8% | +3.3% |
| -3 | 2026-06-12 | 117.74 | 117.74 | 114.83 | 116.41 | — | — | 75,368 | +4.2% | +3.1% |
| -2 | 2026-06-15 | 114.99 | 116.00 | 113.76 | 115.94 | — | — | 56,289 | +2.7% | +2.6% |
| -1 | 2026-06-16 | 115.18 | 116.75 | 115.18 | 115.97 | 116.40 | — | 42,099 | +3.4% | +2.7% |
| 0 | 2026-06-17 | 115.61 | 116.04 | 112.67 | 112.94 | 115.60 | — | 56,457 | +2.7% | -0.0% |
| 1 | 2026-06-18 | 112.35 | 113.78 | 110.70 | 110.85 | 114.42 | — | 71,274 | +0.7% | -1.9% |
| 2 | 2026-06-22 | 109.87 | 110.11 | 107.12 | 107.12 | 112.57 | — | 97,092 | -2.5% | -5.2% |
| 3 | 2026-06-23 | 109.61 | 110.60 | 108.32 | 110.43 | 111.46 | — | 83,350 | -2.1% | -2.2% |
| 4 | 2026-06-24 | 111.06 | 112.55 | 110.72 | 111.62 | 110.59 | exit | 84,800 | -0.4% | -1.2% |
| 5 | 2026-06-25 | 112.62 | 112.98 | 111.51 | 112.54 | 110.51 | — | 68,689 | +0.0% | -0.4% |
| 6 | 2026-06-26 | 113.62 | 116.07 | 113.62 | 115.62 | 111.47 | — | 96,794 | +2.8% | +2.4% |
| 7 | 2026-06-29 | 116.10 | 117.24 | 115.73 | 115.91 | 113.22 | — | 83,213 | +3.8% | +2.6% |
| 8 | 2026-06-30 | 115.23 | 115.23 | 112.59 | 112.59 | 113.66 | — | 63,945 | +2.0% | -0.3% |
| 9 | 2026-07-01 | 114.55 | 115.39 | 113.24 | 114.86 | 114.31 | — | 105,306 | +2.1% | +1.7% |