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 | 2026-06-12 | 133.50 | 134.12 | 130.34 | 133.50 | — | — | 150,475 | +7.4% | +6.9% |
| -4 | 2026-06-15 | 135.30 | 136.56 | 133.12 | 134.26 | — | — | 123,404 | +9.3% | +7.5% |
| -3 | 2026-06-16 | 133.44 | 137.84 | 131.87 | 132.31 | — | — | 103,100 | +10.4% | +5.9% |
| -2 | 2026-06-17 | 131.69 | 133.40 | 127.55 | 127.81 | — | — | 224,257 | +6.8% | +2.3% |
| -1 | 2026-06-18 | 129.60 | 129.60 | 122.77 | 124.94 | 130.56 | — | 220,646 | +3.8% | +0.0% |
| 0 | 2026-06-22 | 124.13 | 124.44 | 118.98 | 120.75 | 128.01 | — | 303,059 | -0.4% | -3.3% |
| 1 | 2026-06-23 | 120.17 | 123.19 | 119.86 | 119.89 | 125.14 | — | 138,445 | -1.4% | -4.0% |
| 2 | 2026-06-24 | 119.13 | 121.94 | 118.30 | 119.44 | 122.56 | — | 365,950 | -2.4% | -4.4% |
| 3 | 2026-06-25 | 120.23 | 120.23 | 112.23 | 112.88 | 119.58 | — | 253,425 | -3.7% | -9.6% |
| 4 | 2026-06-26 | 113.45 | 114.78 | 108.84 | 113.21 | 117.23 | — | 198,487 | -8.1% | -9.4% |
| 5 | 2026-06-29 | 115.31 | 115.35 | 112.92 | 113.81 | 115.84 | — | 110,473 | -7.7% | -8.9% |
| 6 | 2026-06-30 | 114.56 | 119.22 | 114.25 | 118.20 | 115.51 | exit | 208,912 | -4.6% | -5.4% |
| 7 | 2026-07-01 | 117.58 | 117.58 | 112.49 | 112.81 | 114.18 | — | 273,588 | -5.9% | -9.7% |
| 8 | 2026-07-02 | 112.76 | 115.01 | 109.64 | 113.23 | 114.25 | — | 187,273 | -7.9% | -9.4% |
| 9 | 2026-07-06 | 113.00 | 116.55 | 112.33 | 112.74 | 114.16 | — | 140,352 | -6.7% | -9.7% |