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 | 82.70 | 82.89 | 81.88 | 82.61 | — | — | 833,887 | +4.4% | +4.1% |
| -4 | 2026-06-15 | 81.01 | 81.19 | 80.25 | 80.93 | — | — | 974,022 | +2.3% | +1.9% |
| -3 | 2026-06-16 | 81.08 | 81.39 | 79.84 | 80.31 | — | — | 1,081,128 | +2.5% | +1.2% |
| -2 | 2026-06-17 | 79.89 | 80.31 | 79.00 | 79.94 | — | — | 1,090,453 | +1.2% | +0.7% |
| -1 | 2026-06-18 | 79.91 | 79.91 | 78.74 | 79.36 | 80.63 | — | 2,014,730 | +0.7% | -0.0% |
| 0 | 2026-06-22 | 79.48 | 80.06 | 79.06 | 79.56 | 80.02 | — | 1,435,997 | +0.8% | +0.2% |
| 1 | 2026-06-23 | 81.06 | 81.07 | 79.83 | 80.32 | 79.90 | exit | 1,349,946 | +2.1% | +1.2% |
| 2 | 2026-06-24 | 81.06 | 81.56 | 80.56 | 80.62 | 79.96 | — | 1,483,674 | +2.7% | +1.5% |
| 3 | 2026-06-25 | 80.68 | 81.38 | 79.97 | 80.45 | 80.06 | — | 1,382,301 | +2.5% | +1.3% |
| 4 | 2026-06-26 | 81.15 | 82.77 | 80.70 | 82.61 | 80.71 | — | 1,674,672 | +4.3% | +4.1% |
| 5 | 2026-06-29 | 82.82 | 83.61 | 82.21 | 82.62 | 81.32 | — | 725,936 | +5.3% | +4.1% |
| 6 | 2026-06-30 | 82.40 | 82.40 | 81.02 | 81.24 | 81.51 | — | 942,476 | +3.8% | +2.3% |
| 7 | 2026-07-01 | 81.70 | 81.96 | 80.96 | 81.32 | 81.65 | — | 1,614,295 | +3.2% | +2.4% |
| 8 | 2026-07-02 | 81.47 | 84.01 | 81.39 | 83.96 | 82.35 | — | 1,605,182 | +5.8% | +5.8% |
| 9 | 2026-07-06 | 84.00 | 84.54 | 82.33 | 82.97 | 82.42 | — | 1,036,478 | +6.5% | +4.5% |