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 | 267.55 | 269.67 | 264.57 | 268.30 | — | — | 101,111 | +5.0% | +4.4% |
| -4 | 2026-06-12 | 268.67 | 273.69 | 268.09 | 272.63 | — | — | 78,896 | +6.5% | +6.1% |
| -3 | 2026-06-15 | 271.51 | 272.61 | 267.17 | 267.45 | — | — | 124,862 | +6.1% | +4.1% |
| -2 | 2026-06-16 | 268.92 | 270.18 | 266.30 | 267.45 | — | — | 122,276 | +5.2% | +4.1% |
| -1 | 2026-06-17 | 263.62 | 264.08 | 255.50 | 257.99 | 266.76 | — | 172,623 | +2.8% | +0.4% |
| 0 | 2026-06-18 | 259.21 | 263.68 | 256.16 | 256.98 | 264.50 | — | 147,473 | +2.6% | +0.0% |
| 1 | 2026-06-22 | 257.77 | 262.54 | 257.77 | 259.89 | 261.95 | — | 106,484 | +2.2% | +1.2% |
| 2 | 2026-06-23 | 261.04 | 262.12 | 258.19 | 258.63 | 260.19 | — | 97,736 | +2.0% | +0.7% |
| 3 | 2026-06-24 | 260.34 | 263.17 | 258.69 | 260.08 | 258.71 | exit | 123,825 | +2.4% | +1.2% |
| 4 | 2026-06-25 | 262.01 | 267.72 | 262.01 | 267.68 | 260.65 | — | 167,576 | +4.2% | +4.2% |
| 5 | 2026-06-26 | 268.95 | 270.56 | 267.35 | 268.34 | 262.92 | — | 174,938 | +5.3% | +4.5% |
| 6 | 2026-06-29 | 269.25 | 273.42 | 268.84 | 272.99 | 265.54 | — | 113,518 | +6.4% | +6.3% |
| 7 | 2026-06-30 | 272.86 | 272.93 | 268.94 | 271.68 | 268.15 | — | 128,061 | +6.2% | +5.8% |
| 8 | 2026-07-01 | 270.97 | 278.54 | 270.97 | 277.73 | 271.68 | — | 107,887 | +8.4% | +8.1% |
| 9 | 2026-07-02 | 279.38 | 282.69 | 278.78 | 282.22 | 274.59 | — | 114,936 | +10.0% | +9.9% |