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 | 97.67 | 98.44 | 96.97 | 97.10 | — | — | 99,568 | +2.9% | +1.5% |
| -4 | 2026-06-12 | 97.24 | 97.61 | 96.17 | 97.56 | — | — | 73,601 | +2.1% | +2.0% |
| -3 | 2026-06-15 | 97.45 | 98.77 | 96.67 | 98.33 | — | — | 165,605 | +3.3% | +2.8% |
| -2 | 2026-06-16 | 98.93 | 99.99 | 98.00 | 98.39 | — | — | 100,518 | +4.6% | +2.9% |
| -1 | 2026-06-17 | 97.99 | 98.73 | 96.47 | 97.41 | 97.76 | — | 90,937 | +3.2% | +1.9% |
| 0 | 2026-06-18 | 97.98 | 97.98 | 95.60 | 95.62 | 97.46 | — | 112,762 | +2.5% | -0.0% |
| 1 | 2026-06-22 | 94.97 | 95.72 | 93.69 | 93.74 | 96.70 | — | 142,680 | +0.1% | -2.0% |
| 2 | 2026-06-23 | 95.38 | 96.83 | 95.05 | 96.47 | 96.33 | exit | 104,709 | +1.3% | +0.9% |
| 3 | 2026-06-24 | 97.11 | 99.41 | 96.91 | 98.65 | 96.38 | — | 114,000 | +4.0% | +3.2% |
| 4 | 2026-06-25 | 98.33 | 99.92 | 97.09 | 98.12 | 96.52 | — | 150,412 | +4.5% | +2.6% |
| 5 | 2026-06-26 | 99.05 | 99.69 | 98.22 | 99.44 | 97.29 | — | 103,308 | +4.2% | +4.0% |
| 6 | 2026-06-29 | 98.23 | 98.36 | 96.07 | 97.86 | 98.11 | — | 191,437 | +2.9% | +2.3% |
| 7 | 2026-06-30 | 96.88 | 97.47 | 96.02 | 96.80 | 98.17 | — | 82,985 | +1.9% | +1.2% |
| 8 | 2026-07-01 | 97.05 | 97.76 | 96.33 | 97.22 | 97.89 | — | 78,794 | +2.2% | +1.7% |
| 9 | 2026-07-02 | 97.72 | 98.92 | 96.74 | 98.56 | 97.98 | — | 75,983 | +3.4% | +3.1% |