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 | 399.39 | 402.85 | 397.11 | 402.46 | — | — | 64,119 | +4.9% | +4.8% |
| -4 | 2026-06-15 | 406.99 | 410.51 | 399.33 | 400.59 | — | — | 95,815 | +6.9% | +4.3% |
| -3 | 2026-06-16 | 391.50 | 400.32 | 388.16 | 399.00 | — | — | 147,237 | +4.2% | +3.9% |
| -2 | 2026-06-17 | 397.00 | 403.63 | 393.84 | 394.70 | — | — | 82,496 | +5.1% | +2.7% |
| -1 | 2026-06-18 | 398.00 | 403.19 | 395.10 | 396.11 | 398.57 | — | 73,988 | +4.9% | +3.1% |
| 0 | 2026-06-22 | 394.40 | 394.99 | 383.23 | 384.26 | 394.93 | — | 139,909 | +2.8% | +0.0% |
| 1 | 2026-06-23 | 383.18 | 390.23 | 381.86 | 386.89 | 392.19 | — | 114,223 | +1.6% | +0.7% |
| 2 | 2026-06-24 | 390.12 | 392.27 | 382.17 | 383.56 | 389.10 | — | 120,318 | +2.1% | -0.2% |
| 3 | 2026-06-25 | 386.81 | 388.25 | 378.00 | 378.67 | 385.90 | — | 112,493 | +1.1% | -1.4% |
| 4 | 2026-06-26 | 380.11 | 380.17 | 372.88 | 377.06 | 382.09 | — | 120,438 | -1.0% | -1.9% |
| 5 | 2026-06-29 | 378.14 | 382.21 | 373.85 | 374.80 | 380.19 | — | 90,032 | -0.5% | -2.4% |
| 6 | 2026-06-30 | 373.81 | 373.81 | 367.58 | 370.49 | 376.91 | exit | 90,503 | -2.7% | -3.6% |
| 7 | 2026-07-01 | 370.14 | 373.23 | 365.69 | 368.38 | 373.88 | — | 86,695 | -2.9% | -4.1% |
| 8 | 2026-07-02 | 370.30 | 374.02 | 367.13 | 372.94 | 372.73 | — | 97,990 | -2.6% | -2.9% |
| 9 | 2026-07-06 | 373.63 | 379.81 | 371.76 | 379.81 | 373.28 | — | 64,118 | -1.1% | -1.1% |