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 | 92.09 | 94.72 | 92.09 | 93.73 | — | — | 50,318 | +5.9% | +4.8% |
| -4 | 2026-06-12 | 94.11 | 94.11 | 92.24 | 92.78 | — | — | 81,668 | +5.2% | +3.7% |
| -3 | 2026-06-15 | 94.32 | 94.98 | 92.70 | 93.77 | — | — | 71,688 | +6.2% | +4.8% |
| -2 | 2026-06-16 | 94.38 | 94.70 | 93.56 | 93.64 | — | — | 35,458 | +5.8% | +4.7% |
| -1 | 2026-06-17 | 94.00 | 95.00 | 92.22 | 92.69 | 93.32 | — | 34,944 | +6.2% | +3.6% |
| 0 | 2026-06-18 | 94.47 | 94.47 | 87.19 | 89.44 | 92.46 | — | 155,349 | +5.6% | -0.0% |
| 1 | 2026-06-22 | 88.48 | 88.48 | 85.98 | 86.89 | 91.29 | — | 99,952 | -1.1% | -2.9% |
| 2 | 2026-06-23 | 86.63 | 87.41 | 86.42 | 86.43 | 89.82 | — | 49,382 | -2.3% | -3.4% |
| 3 | 2026-06-24 | 86.66 | 87.66 | 86.14 | 86.52 | 88.39 | — | 88,094 | -2.0% | -3.3% |
| 4 | 2026-06-25 | 86.53 | 89.06 | 86.53 | 89.06 | 87.67 | exit | 159,693 | -0.5% | -0.5% |
| 5 | 2026-06-26 | 88.91 | 91.38 | 88.91 | 91.13 | 88.01 | — | 136,619 | +2.1% | +1.9% |
| 6 | 2026-06-29 | 91.30 | 91.93 | 88.84 | 90.22 | 88.67 | — | 98,668 | +2.7% | +0.8% |
| 7 | 2026-06-30 | 90.11 | 92.60 | 90.11 | 91.77 | 89.74 | — | 73,799 | +3.5% | +2.6% |
| 8 | 2026-07-01 | 92.06 | 92.67 | 91.31 | 91.90 | 90.82 | — | 69,670 | +3.6% | +2.7% |
| 9 | 2026-07-02 | 92.81 | 92.89 | 90.95 | 92.52 | 91.51 | — | 58,936 | +3.8% | +3.4% |