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 | 202.84 | 203.37 | 202.81 | 203.05 | — | — | 63,450 | +0.6% | +0.4% |
| -4 | 2026-06-12 | 202.78 | 203.23 | 202.50 | 203.23 | — | — | 80,084 | +0.5% | +0.5% |
| -3 | 2026-06-15 | 203.00 | 203.31 | 202.79 | 203.05 | — | — | 42,205 | +0.6% | +0.4% |
| -2 | 2026-06-16 | 203.06 | 203.36 | 202.88 | 203.04 | — | — | 41,897 | +0.6% | +0.4% |
| -1 | 2026-06-17 | 202.99 | 204.07 | 202.87 | 203.02 | 203.08 | — | 154,421 | +1.0% | +0.4% |
| 0 | 2026-06-18 | 203.02 | 203.35 | 201.84 | 202.21 | 202.91 | — | 176,519 | +0.6% | +0.0% |
| 1 | 2026-06-22 | 202.34 | 202.99 | 202.34 | 202.96 | 202.86 | exit | 79,857 | +0.4% | +0.4% |
| 2 | 2026-06-23 | 203.10 | 203.65 | 203.10 | 203.54 | 202.95 | — | 115,653 | +0.7% | +0.7% |
| 3 | 2026-06-24 | 204.58 | 204.88 | 204.40 | 204.53 | 203.25 | — | 165,946 | +1.4% | +1.2% |
| 4 | 2026-06-25 | 204.55 | 205.20 | 204.51 | 204.76 | 203.60 | — | 199,111 | +1.5% | +1.3% |
| 5 | 2026-06-26 | 204.87 | 205.66 | 204.87 | 205.20 | 204.20 | — | 124,623 | +1.7% | +1.5% |
| 6 | 2026-06-29 | 205.22 | 205.26 | 204.93 | 205.00 | 204.60 | — | 113,246 | +1.5% | +1.4% |
| 7 | 2026-06-30 | 205.28 | 205.50 | 204.96 | 205.00 | 204.90 | — | 60,200 | +1.7% | +1.4% |
| 8 | 2026-07-01 | 205.79 | 206.00 | 205.32 | 205.48 | 205.09 | — | 134,396 | +1.9% | +1.6% |
| 9 | 2026-07-02 | 205.57 | 205.97 | 205.00 | 205.13 | 205.16 | — | 110,858 | +1.9% | +1.5% |