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 | 2026-05-08 | 105.75 | 105.78 | 96.86 | 99.17 | — | — | 1,199,565 | +12.7% | +5.7% |
| -4 | 2026-05-11 | 98.25 | 101.08 | 96.63 | 99.03 | — | — | 836,495 | +7.7% | +5.5% |
| -3 | 2026-05-12 | 97.33 | 98.11 | 94.45 | 97.70 | — | — | 764,022 | +4.5% | +4.1% |
| -2 | 2026-05-13 | 99.58 | 99.78 | 96.15 | 96.66 | — | — | 635,628 | +6.3% | +3.0% |
| -1 | 2026-05-14 | 96.39 | 97.22 | 95.31 | 97.03 | 97.92 | — | 310,813 | +3.6% | +3.4% |
| 0 | 2026-05-15 | 94.10 | 95.59 | 93.72 | 93.85 | 96.85 | — | 9,443,247 | +1.9% | +0.0% |
| 1 | 2026-05-18 | 95.82 | 95.82 | 91.13 | 92.76 | 95.60 | — | 10,148,025 | +2.1% | -1.2% |
| 2 | 2026-05-19 | 90.45 | 93.59 | 90.00 | 91.81 | 94.42 | — | 7,342,945 | -0.3% | -2.2% |
| 3 | 2026-05-20 | 92.69 | 94.34 | 91.81 | 94.02 | 93.89 | exit | 10,868,620 | +0.5% | +0.2% |
| 4 | 2026-05-21 | 93.00 | 93.28 | 89.19 | 91.11 | 92.71 | — | 8,593,037 | -0.6% | -2.9% |
| 5 | 2026-05-22 | 90.67 | 94.90 | 90.64 | 93.43 | 92.63 | — | 8,706,155 | +1.1% | -0.4% |
| 6 | 2026-05-26 | 95.83 | 99.97 | 95.22 | 98.05 | 93.68 | — | 13,084,694 | +6.5% | +4.5% |
| 7 | 2026-05-27 | 99.38 | 100.24 | 94.72 | 96.85 | 94.69 | — | 12,754,282 | +6.8% | +3.2% |
| 8 | 2026-05-28 | 96.86 | 97.99 | 93.64 | 96.04 | 95.10 | — | 7,694,208 | +4.4% | +2.3% |
| 9 | 2026-05-29 | 96.89 | 97.94 | 94.07 | 94.65 | 95.80 | — | 11,360,578 | +4.4% | +0.9% |