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 | 116.43 | 116.43 | 113.73 | 113.83 | — | — | 73,624 | +10.1% | +7.7% |
| -4 | 2026-06-15 | 114.98 | 116.02 | 112.29 | 112.51 | — | — | 92,709 | +9.7% | +6.4% |
| -3 | 2026-06-16 | 113.00 | 114.80 | 110.12 | 110.16 | — | — | 69,201 | +8.6% | +4.2% |
| -2 | 2026-06-17 | 110.14 | 111.65 | 105.66 | 105.66 | — | — | 82,083 | +5.6% | -0.1% |
| -1 | 2026-06-18 | 108.38 | 110.53 | 107.70 | 109.10 | 110.25 | — | 158,570 | +4.5% | +3.2% |
| 0 | 2026-06-22 | 107.72 | 108.40 | 103.69 | 105.56 | 108.60 | — | 129,830 | +2.5% | -0.2% |
| 1 | 2026-06-23 | 104.28 | 104.87 | 102.97 | 103.66 | 106.83 | — | 130,828 | -0.8% | -1.9% |
| 2 | 2026-06-24 | 103.50 | 106.95 | 103.50 | 105.75 | 105.95 | — | 89,292 | +1.2% | +0.0% |
| 3 | 2026-06-25 | 105.06 | 105.86 | 101.15 | 102.64 | 105.34 | — | 118,292 | +0.1% | -2.9% |
| 4 | 2026-06-26 | 102.11 | 104.91 | 102.11 | 104.49 | 104.42 | exit | 75,048 | -0.8% | -1.2% |
| 5 | 2026-06-29 | 105.01 | 105.24 | 100.70 | 101.28 | 103.56 | — | 136,864 | -0.5% | -4.2% |
| 6 | 2026-06-30 | 100.76 | 100.87 | 98.83 | 99.31 | 102.69 | — | 112,819 | -4.6% | -6.1% |
| 7 | 2026-07-01 | 100.07 | 101.69 | 99.61 | 100.34 | 101.61 | — | 146,964 | -3.8% | -5.1% |
| 8 | 2026-07-02 | 101.94 | 106.15 | 101.94 | 104.63 | 102.01 | — | 132,377 | +0.4% | -1.0% |
| 9 | 2026-07-06 | 104.99 | 106.16 | 102.17 | 105.65 | 102.24 | — | 151,094 | +0.4% | -0.1% |