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 | 2026-05-08 | 273.80 | 275.73 | 269.25 | 270.49 | — | — | 212,708 | +5.9% | +3.9% |
| -4 | 2026-05-11 | 269.19 | 275.05 | 267.36 | 273.48 | — | — | 168,788 | +5.6% | +5.0% |
| -3 | 2026-05-12 | 273.92 | 273.92 | 266.93 | 269.85 | — | — | 110,099 | +5.2% | +3.6% |
| -2 | 2026-05-13 | 271.94 | 276.25 | 268.17 | 273.16 | — | — | 96,142 | +6.1% | +4.9% |
| -1 | 2026-05-14 | 274.00 | 274.53 | 267.32 | 272.37 | 271.87 | — | 98,740 | +5.4% | +4.6% |
| 0 | 2026-05-15 | 266.22 | 268.34 | 260.00 | 260.35 | 269.84 | — | 2,389,693 | +3.1% | +0.0% |
| 1 | 2026-05-18 | 260.00 | 263.82 | 255.82 | 256.99 | 266.54 | — | 1,755,150 | +1.3% | -1.3% |
| 2 | 2026-05-19 | 254.71 | 256.00 | 250.86 | 253.12 | 263.20 | — | 1,913,994 | -1.7% | -2.8% |
| 3 | 2026-05-20 | 256.26 | 262.70 | 255.33 | 261.21 | 260.81 | exit | 2,483,333 | +0.9% | +0.3% |
| 4 | 2026-05-21 | 259.50 | 262.07 | 257.52 | 259.89 | 258.31 | — | 1,584,657 | +0.7% | -0.2% |
| 5 | 2026-05-22 | 261.88 | 261.89 | 255.45 | 256.55 | 257.55 | — | 1,690,932 | +0.6% | -1.5% |
| 6 | 2026-05-26 | 260.71 | 263.19 | 258.93 | 261.89 | 258.53 | — | 1,777,272 | +1.1% | +0.6% |
| 7 | 2026-05-27 | 262.50 | 263.48 | 255.50 | 258.02 | 259.51 | — | 1,999,684 | +1.2% | -0.9% |
| 8 | 2026-05-28 | 260.00 | 262.48 | 255.53 | 259.89 | 259.25 | — | 1,652,553 | +0.8% | -0.2% |
| 9 | 2026-05-29 | 258.84 | 259.58 | 254.34 | 258.25 | 258.92 | — | 6,622,632 | -0.3% | -0.8% |