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 | 2026-06-11 | 110.92 | 112.17 | 106.26 | 106.36 | — | — | 175,623 | +9.0% | +3.3% |
| -4 | 2026-06-12 | 106.72 | 109.91 | 106.71 | 109.43 | — | — | 96,204 | +6.8% | +6.3% |
| -3 | 2026-06-15 | 102.65 | 107.42 | 101.75 | 106.91 | — | — | 278,065 | +4.4% | +3.9% |
| -2 | 2026-06-16 | 105.52 | 106.83 | 104.86 | 105.62 | — | — | 127,589 | +3.8% | +2.6% |
| -1 | 2026-06-17 | 105.65 | 108.75 | 104.88 | 105.84 | 106.83 | — | 160,256 | +5.6% | +2.8% |
| 0 | 2026-06-18 | 104.27 | 104.45 | 101.47 | 102.99 | 106.16 | — | 239,074 | +1.5% | +0.1% |
| 1 | 2026-06-22 | 103.10 | 103.94 | 102.12 | 103.58 | 104.99 | — | 136,484 | +1.0% | +0.6% |
| 2 | 2026-06-23 | 102.92 | 103.53 | 101.64 | 102.16 | 104.04 | — | 91,952 | +0.6% | -0.8% |
| 3 | 2026-06-24 | 101.04 | 103.26 | 100.80 | 103.09 | 103.53 | — | 190,341 | +0.3% | +0.2% |
| 4 | 2026-06-25 | 101.38 | 105.72 | 101.38 | 105.48 | 103.46 | exit | 196,733 | +2.7% | +2.5% |
| 5 | 2026-06-26 | 105.55 | 108.05 | 105.30 | 105.69 | 104.00 | — | 116,202 | +5.0% | +2.7% |
| 6 | 2026-06-29 | 106.27 | 106.52 | 104.58 | 105.40 | 104.36 | — | 111,122 | +3.5% | +2.4% |
| 7 | 2026-06-30 | 108.17 | 110.22 | 107.80 | 108.19 | 105.57 | — | 168,520 | +7.1% | +5.1% |
| 8 | 2026-07-01 | 108.98 | 110.27 | 107.56 | 108.19 | 106.59 | — | 176,229 | +7.1% | +5.1% |
| 9 | 2026-07-02 | 108.63 | 111.77 | 108.61 | 110.59 | 107.61 | — | 94,978 | +8.6% | +7.4% |