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 | 16.06 | 16.31 | 15.89 | 16.31 | — | — | 1,009,213 | +6.1% | +6.1% |
| -4 | 2026-06-12 | 16.57 | 16.62 | 16.32 | 16.48 | — | — | 755,124 | +8.1% | +7.2% |
| -3 | 2026-06-15 | 16.60 | 16.60 | 16.29 | 16.32 | — | — | 840,249 | +8.0% | +6.2% |
| -2 | 2026-06-16 | 16.39 | 16.41 | 16.01 | 16.04 | — | — | 787,353 | +6.8% | +4.4% |
| -1 | 2026-06-17 | 16.03 | 16.22 | 15.64 | 15.74 | 16.18 | — | 995,704 | +5.5% | +2.4% |
| 0 | 2026-06-18 | 16.15 | 16.15 | 14.97 | 15.37 | 15.99 | — | 1,239,525 | +5.1% | +0.0% |
| 1 | 2026-06-22 | 15.39 | 15.51 | 15.07 | 15.37 | 15.77 | — | 1,132,935 | +0.9% | +0.0% |
| 2 | 2026-06-23 | 15.30 | 15.79 | 15.23 | 15.74 | 15.65 | exit | 910,969 | +2.8% | +2.4% |
| 3 | 2026-06-24 | 15.91 | 16.09 | 15.81 | 15.92 | 15.63 | — | 980,505 | +4.7% | +3.6% |
| 4 | 2026-06-25 | 16.00 | 16.39 | 15.97 | 16.08 | 15.70 | — | 996,484 | +6.7% | +4.6% |
| 5 | 2026-06-26 | 16.05 | 16.43 | 16.02 | 16.33 | 15.89 | — | 920,404 | +6.9% | +6.2% |
| 6 | 2026-06-29 | 16.36 | 16.52 | 16.09 | 16.21 | 16.06 | — | 696,278 | +7.5% | +5.5% |
| 7 | 2026-06-30 | 16.25 | 16.25 | 15.81 | 15.89 | 16.09 | — | 763,044 | +5.8% | +3.4% |
| 8 | 2026-07-01 | 15.99 | 16.34 | 15.92 | 16.18 | 16.14 | — | 920,170 | +6.3% | +5.3% |
| 9 | 2026-07-02 | 16.35 | 16.73 | 16.29 | 16.69 | 16.26 | — | 422,311 | +8.9% | +8.6% |