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 | 91.01 | 92.08 | 89.16 | 89.16 | — | — | 170,576 | +8.3% | +4.9% |
| -4 | 2026-06-12 | 88.89 | 91.55 | 88.66 | 90.56 | — | — | 164,181 | +7.7% | +6.5% |
| -3 | 2026-06-15 | 87.42 | 88.92 | 87.39 | 87.44 | — | — | 126,608 | +4.6% | +2.8% |
| -2 | 2026-06-16 | 86.40 | 87.22 | 85.48 | 86.31 | — | — | 152,135 | +2.6% | +1.5% |
| -1 | 2026-06-17 | 86.11 | 86.43 | 85.19 | 85.57 | 87.81 | — | 132,074 | +1.6% | +0.6% |
| 0 | 2026-06-18 | 84.48 | 85.24 | 83.12 | 85.07 | 86.99 | — | 174,471 | +0.2% | +0.0% |
| 1 | 2026-06-22 | 85.28 | 86.38 | 84.19 | 86.30 | 86.14 | exit | 178,013 | +1.6% | +1.5% |
| 2 | 2026-06-23 | 86.09 | 88.15 | 85.76 | 88.06 | 86.26 | — | 106,153 | +3.7% | +3.6% |
| 3 | 2026-06-24 | 87.28 | 87.55 | 86.14 | 87.24 | 86.45 | — | 125,423 | +3.0% | +2.6% |
| 4 | 2026-06-25 | 87.04 | 89.90 | 86.98 | 89.51 | 87.24 | — | 111,260 | +5.7% | +5.3% |
| 5 | 2026-06-26 | 89.67 | 90.47 | 89.05 | 89.22 | 88.07 | — | 147,916 | +6.4% | +4.9% |
| 6 | 2026-06-29 | 90.00 | 90.00 | 88.33 | 88.72 | 88.55 | — | 184,134 | +5.8% | +4.3% |
| 7 | 2026-06-30 | 89.08 | 89.59 | 86.94 | 87.03 | 88.34 | — | 175,365 | +5.4% | +2.4% |
| 8 | 2026-07-01 | 86.61 | 86.94 | 85.46 | 85.71 | 88.04 | — | 108,233 | +2.2% | +0.8% |
| 9 | 2026-07-02 | 86.35 | 88.03 | 86.19 | 87.86 | 87.71 | — | 109,638 | +3.5% | +3.3% |