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 | 110.09 | 110.13 | 107.13 | 108.59 | — | — | 162,443 | +4.9% | +3.5% |
| -4 | 2026-06-15 | 109.25 | 111.06 | 108.64 | 109.25 | — | — | 250,683 | +5.8% | +4.1% |
| -3 | 2026-06-16 | 109.00 | 111.43 | 109.00 | 109.22 | — | — | 147,193 | +6.2% | +4.1% |
| -2 | 2026-06-17 | 108.78 | 109.53 | 107.52 | 107.87 | — | — | 126,503 | +4.4% | +2.8% |
| -1 | 2026-06-18 | 108.77 | 109.86 | 107.17 | 108.23 | 108.63 | — | 189,037 | +4.7% | +3.1% |
| 0 | 2026-06-22 | 106.76 | 107.48 | 104.88 | 104.92 | 107.90 | — | 168,704 | +2.4% | -0.0% |
| 1 | 2026-06-23 | 105.44 | 109.57 | 105.44 | 108.99 | 107.85 | exit | 194,925 | +4.4% | +3.9% |
| 2 | 2026-06-24 | 109.28 | 111.82 | 108.60 | 109.48 | 107.90 | — | 126,552 | +6.6% | +4.3% |
| 3 | 2026-06-25 | 109.34 | 110.08 | 107.52 | 108.00 | 107.92 | — | 137,548 | +4.9% | +2.9% |
| 4 | 2026-06-26 | 107.72 | 109.52 | 107.28 | 107.91 | 107.86 | — | 102,959 | +4.4% | +2.8% |
| 5 | 2026-06-29 | 109.06 | 111.38 | 108.50 | 110.80 | 109.03 | — | 97,357 | +6.1% | +5.6% |
| 6 | 2026-06-30 | 110.66 | 111.83 | 109.30 | 111.76 | 109.59 | — | 93,415 | +6.6% | +6.5% |
| 7 | 2026-07-01 | 111.61 | 113.55 | 110.86 | 111.28 | 109.95 | — | 139,892 | +8.2% | +6.0% |
| 8 | 2026-07-02 | 111.63 | 115.94 | 111.51 | 114.86 | 111.32 | — | 128,768 | +10.5% | +9.4% |
| 9 | 2026-07-06 | 114.12 | 114.43 | 112.66 | 113.73 | 112.49 | — | 125,731 | +9.0% | +8.4% |