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 | 121.50 | 121.50 | 115.32 | 115.39 | — | — | 548,128 | +12.8% | +7.1% |
| -4 | 2026-06-12 | 114.33 | 118.50 | 113.81 | 116.97 | — | — | 604,669 | +10.0% | +8.6% |
| -3 | 2026-06-15 | 111.71 | 113.63 | 110.76 | 112.21 | — | — | 775,909 | +5.5% | +4.1% |
| -2 | 2026-06-16 | 110.14 | 111.35 | 109.79 | 111.33 | — | — | 673,325 | +3.4% | +3.3% |
| -1 | 2026-06-17 | 110.83 | 111.86 | 109.99 | 111.19 | 113.42 | — | 391,422 | +3.8% | +3.2% |
| 0 | 2026-06-18 | 109.41 | 109.85 | 106.99 | 107.73 | 111.89 | — | 903,138 | +2.0% | -0.0% |
| 1 | 2026-06-22 | 109.52 | 109.81 | 108.12 | 109.69 | 110.43 | — | 497,026 | +1.9% | +1.8% |
| 2 | 2026-06-23 | 109.48 | 110.57 | 108.86 | 109.98 | 109.98 | — | 430,753 | +2.6% | +2.1% |
| 3 | 2026-06-24 | 107.31 | 107.98 | 106.25 | 106.89 | 109.10 | — | 418,748 | +0.2% | -0.8% |
| 4 | 2026-06-25 | 105.49 | 107.19 | 105.30 | 106.38 | 108.13 | — | 765,323 | -0.5% | -1.3% |
| 5 | 2026-06-26 | 106.17 | 106.73 | 104.64 | 105.80 | 107.75 | — | 603,434 | -0.9% | -1.8% |
| 6 | 2026-06-29 | 106.00 | 106.55 | 104.13 | 104.25 | 106.66 | exit | 504,269 | -1.1% | -3.2% |
| 7 | 2026-06-30 | 104.64 | 105.10 | 103.67 | 103.85 | 105.43 | — | 391,293 | -2.5% | -3.6% |
| 8 | 2026-07-01 | 103.62 | 104.71 | 102.75 | 103.22 | 104.70 | — | 402,711 | -2.8% | -4.2% |
| 9 | 2026-07-02 | 104.18 | 104.75 | 103.48 | 104.75 | 104.38 | — | 386,937 | -2.8% | -2.8% |