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 | 97.86 | 99.77 | 97.49 | 98.51 | — | — | 51,131 | +4.7% | +3.4% |
| -4 | 2026-05-11 | 99.21 | 102.97 | 99.21 | 100.32 | — | — | 64,884 | +8.0% | +5.3% |
| -3 | 2026-05-12 | 100.72 | 101.14 | 99.03 | 99.12 | — | — | 70,488 | +6.1% | +4.0% |
| -2 | 2026-05-13 | 98.39 | 98.92 | 97.25 | 98.86 | — | — | 98,358 | +3.8% | +3.7% |
| -1 | 2026-05-14 | 98.69 | 99.14 | 97.34 | 97.58 | 98.88 | — | 51,687 | +4.0% | +2.4% |
| 0 | 2026-05-15 | 97.44 | 97.70 | 94.31 | 95.31 | 98.24 | — | 1,641,918 | +2.5% | +0.0% |
| 1 | 2026-05-18 | 95.47 | 96.60 | 94.63 | 95.19 | 97.21 | — | 990,770 | +1.4% | -0.1% |
| 2 | 2026-05-19 | 95.19 | 96.36 | 94.10 | 95.60 | 96.51 | — | 1,026,258 | +1.1% | +0.3% |
| 3 | 2026-05-20 | 98.40 | 98.40 | 96.04 | 97.08 | 96.15 | exit | 909,495 | +3.2% | +1.9% |
| 4 | 2026-05-21 | 95.90 | 97.93 | 95.15 | 97.41 | 96.12 | — | 731,405 | +2.8% | +2.2% |
| 5 | 2026-05-22 | 97.30 | 98.01 | 96.04 | 97.16 | 96.49 | — | 855,496 | +2.8% | +1.9% |
| 6 | 2026-05-26 | 97.35 | 98.07 | 96.64 | 97.10 | 96.87 | — | 1,041,276 | +2.9% | +1.9% |
| 7 | 2026-05-27 | 97.52 | 98.79 | 96.93 | 97.34 | 97.22 | — | 913,296 | +3.7% | +2.1% |
| 8 | 2026-05-28 | 97.32 | 97.79 | 96.57 | 97.50 | 97.30 | — | 1,151,443 | +2.6% | +2.3% |
| 9 | 2026-05-29 | 97.75 | 97.99 | 96.23 | 96.74 | 97.17 | — | 2,315,600 | +2.8% | +1.5% |