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 | 120.59 | 121.61 | 119.53 | 121.05 | — | — | 641,143 | +3.8% | +3.3% |
| -4 | 2026-06-15 | 119.84 | 121.49 | 118.64 | 120.80 | — | — | 738,956 | +3.7% | +3.1% |
| -3 | 2026-06-16 | 121.14 | 122.93 | 119.91 | 121.07 | — | — | 1,267,204 | +4.9% | +3.3% |
| -2 | 2026-06-17 | 119.66 | 121.00 | 117.45 | 118.19 | — | — | 1,327,819 | +3.3% | +0.9% |
| -1 | 2026-06-18 | 118.04 | 118.47 | 116.80 | 117.19 | 119.66 | — | 1,319,798 | +1.1% | +0.0% |
| 0 | 2026-06-22 | 116.94 | 118.33 | 116.94 | 117.15 | 118.88 | — | 707,827 | +1.0% | -0.0% |
| 1 | 2026-06-23 | 119.66 | 120.24 | 118.58 | 119.41 | 118.60 | exit | 1,234,135 | +2.6% | +1.9% |
| 2 | 2026-06-24 | 119.56 | 120.38 | 118.94 | 119.01 | 118.19 | — | 786,174 | +2.7% | +1.6% |
| 3 | 2026-06-25 | 117.53 | 118.57 | 115.39 | 115.78 | 117.71 | — | 799,887 | +1.2% | -1.2% |
| 4 | 2026-06-26 | 117.22 | 117.86 | 115.13 | 115.30 | 117.33 | — | 764,078 | +0.6% | -1.6% |
| 5 | 2026-06-29 | 116.37 | 116.73 | 114.20 | 114.52 | 116.80 | — | 794,616 | -0.4% | -2.3% |
| 6 | 2026-06-30 | 113.97 | 114.60 | 112.95 | 113.20 | 115.56 | — | 603,064 | -2.2% | -3.4% |
| 7 | 2026-07-01 | 110.13 | 110.69 | 107.26 | 108.84 | 113.53 | — | 2,008,922 | -5.5% | -7.1% |
| 8 | 2026-07-02 | 109.37 | 112.44 | 109.18 | 111.72 | 112.72 | — | 1,096,167 | -4.0% | -4.7% |
| 9 | 2026-07-06 | 111.42 | 112.37 | 109.38 | 110.64 | 111.78 | — | 1,228,262 | -4.1% | -5.6% |