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 | 125.36 | 127.86 | 124.87 | 127.11 | — | — | 71,664 | +10.1% | +9.4% |
| -4 | 2026-06-15 | 123.47 | 123.94 | 121.20 | 123.04 | — | — | 103,051 | +6.7% | +5.9% |
| -3 | 2026-06-16 | 122.56 | 122.56 | 119.40 | 119.40 | — | — | 63,516 | +5.5% | +2.8% |
| -2 | 2026-06-17 | 117.87 | 117.87 | 114.93 | 116.13 | — | — | 149,090 | +1.5% | -0.0% |
| -1 | 2026-06-18 | 116.55 | 116.55 | 111.56 | 112.43 | 119.62 | — | 99,793 | +0.4% | -3.2% |
| 0 | 2026-06-22 | 112.70 | 112.91 | 110.48 | 111.46 | 116.49 | — | 149,120 | -2.8% | -4.0% |
| 1 | 2026-06-23 | 111.11 | 112.51 | 110.66 | 110.71 | 114.03 | — | 73,521 | -3.1% | -4.7% |
| 2 | 2026-06-24 | 109.68 | 109.68 | 106.05 | 108.97 | 111.94 | — | 231,726 | -5.6% | -6.2% |
| 3 | 2026-06-25 | 108.95 | 111.53 | 108.59 | 111.50 | 111.01 | exit | 88,925 | -4.0% | -4.0% |
| 4 | 2026-06-26 | 111.90 | 112.66 | 109.73 | 110.48 | 110.62 | — | 67,717 | -3.0% | -4.9% |
| 5 | 2026-06-29 | 110.97 | 111.10 | 108.35 | 109.16 | 110.16 | — | 75,369 | -4.3% | -6.0% |
| 6 | 2026-06-30 | 109.46 | 110.05 | 106.49 | 106.61 | 109.34 | — | 117,372 | -5.2% | -8.2% |
| 7 | 2026-07-01 | 106.19 | 106.79 | 104.22 | 104.86 | 108.52 | — | 130,654 | -8.1% | -9.7% |
| 8 | 2026-07-02 | 105.47 | 106.83 | 104.75 | 106.47 | 107.52 | — | 60,680 | -8.0% | -8.3% |
| 9 | 2026-07-06 | 106.18 | 108.89 | 106.11 | 108.78 | 107.18 | — | 47,373 | -6.2% | -6.3% |