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 | 124.47 | 125.86 | 124.43 | 124.65 | — | — | 60,157 | +4.5% | +3.5% |
| -4 | 2026-06-12 | 126.16 | 126.31 | 125.25 | 125.83 | — | — | 35,629 | +4.9% | +4.5% |
| -3 | 2026-06-15 | 125.47 | 125.60 | 124.34 | 124.71 | — | — | 41,518 | +4.3% | +3.6% |
| -2 | 2026-06-16 | 125.31 | 125.31 | 123.06 | 123.32 | — | — | 63,639 | +4.1% | +2.4% |
| -1 | 2026-06-17 | 123.32 | 123.39 | 120.11 | 120.57 | 123.82 | — | 59,969 | +2.5% | +0.1% |
| 0 | 2026-06-18 | 121.44 | 121.44 | 120.25 | 120.43 | 122.97 | — | 32,479 | +0.9% | +0.0% |
| 1 | 2026-06-22 | 120.61 | 122.51 | 120.61 | 121.72 | 122.15 | — | 31,777 | +1.8% | +1.1% |
| 2 | 2026-06-23 | 122.70 | 123.68 | 122.70 | 123.64 | 121.94 | exit | 13,284 | +2.7% | +2.7% |
| 3 | 2026-06-24 | 124.47 | 125.23 | 123.75 | 124.64 | 122.20 | — | 46,874 | +4.0% | +3.5% |
| 4 | 2026-06-25 | 125.39 | 125.63 | 124.00 | 124.52 | 122.99 | — | 29,123 | +4.4% | +3.4% |
| 5 | 2026-06-26 | 125.39 | 125.39 | 124.28 | 125.08 | 123.92 | — | 63,302 | +4.2% | +3.9% |
| 6 | 2026-06-29 | 125.15 | 125.47 | 124.45 | 125.47 | 124.67 | — | 35,298 | +4.2% | +4.2% |
| 7 | 2026-06-30 | 124.04 | 124.61 | 123.45 | 123.49 | 124.64 | — | 31,408 | +3.5% | +2.6% |
| 8 | 2026-07-01 | 121.58 | 122.05 | 119.98 | 120.43 | 123.80 | — | 69,317 | +1.4% | +0.0% |
| 9 | 2026-07-02 | 120.94 | 121.89 | 120.94 | 121.73 | 123.24 | — | 50,956 | +1.2% | +1.1% |