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 | 1141.88 | 1170.02 | 1126.44 | 1160.58 | — | — | 114,059 | +6.5% | +5.6% |
| -4 | 2026-06-12 | 1166.19 | 1169.53 | 1132.99 | 1132.99 | — | — | 190,029 | +6.5% | +3.1% |
| -3 | 2026-06-15 | 1129.41 | 1137.03 | 1112.82 | 1129.67 | — | — | 107,904 | +3.5% | +2.8% |
| -2 | 2026-06-16 | 1137.45 | 1146.68 | 1117.38 | 1122.43 | — | — | 96,678 | +4.4% | +2.2% |
| -1 | 2026-06-17 | 1114.25 | 1120.47 | 1106.64 | 1112.10 | 1131.55 | — | 108,224 | +2.0% | +1.2% |
| 0 | 2026-06-18 | 1121.42 | 1121.42 | 1089.85 | 1098.76 | 1119.19 | — | 111,474 | +2.1% | +0.0% |
| 1 | 2026-06-22 | 1107.93 | 1119.45 | 1093.90 | 1103.15 | 1113.22 | — | 169,165 | +1.9% | +0.4% |
| 2 | 2026-06-23 | 1110.94 | 1117.03 | 1093.09 | 1107.83 | 1108.85 | — | 134,593 | +1.7% | +0.8% |
| 3 | 2026-06-24 | 1125.58 | 1128.26 | 1101.03 | 1117.35 | 1107.84 | exit | 111,729 | +2.7% | +1.7% |
| 4 | 2026-06-25 | 1128.57 | 1144.68 | 1115.60 | 1127.63 | 1110.94 | — | 117,335 | +4.2% | +2.6% |
| 5 | 2026-06-26 | 1132.07 | 1214.59 | 1132.07 | 1206.57 | 1132.51 | — | 305,625 | +10.6% | +9.8% |
| 6 | 2026-06-29 | 1220.01 | 1237.55 | 1203.34 | 1229.06 | 1157.69 | — | 214,289 | +12.7% | +11.9% |
| 7 | 2026-06-30 | 1226.47 | 1229.60 | 1190.76 | 1199.36 | 1175.99 | — | 142,946 | +11.9% | +9.2% |
| 8 | 2026-07-01 | 1211.52 | 1213.29 | 1174.16 | 1192.14 | 1190.95 | — | 106,070 | +10.4% | +8.5% |
| 9 | 2026-07-02 | 1186.78 | 1231.26 | 1186.50 | 1210.79 | 1207.58 | — | 109,367 | +12.1% | +10.2% |