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 | 2026-06-17 | 1099.95 | 1120.84 | 1095.76 | 1098.77 | — | — | 88,183 | +5.2% | +3.2% |
| -4 | 2026-06-18 | 1120.02 | 1124.55 | 1093.87 | 1096.99 | — | — | 78,685 | +5.6% | +3.0% |
| -3 | 2026-06-22 | 1114.02 | 1115.26 | 1092.49 | 1106.21 | — | — | 89,525 | +4.7% | +3.9% |
| -2 | 2026-06-23 | 1077.68 | 1103.54 | 1069.63 | 1094.66 | — | — | 87,470 | +3.6% | +2.8% |
| -1 | 2026-06-24 | 1087.24 | 1088.63 | 1069.46 | 1076.27 | 1094.58 | — | 84,831 | +2.2% | +1.0% |
| 0 | 2026-06-25 | 1094.74 | 1104.88 | 1062.61 | 1064.76 | 1087.78 | — | 65,589 | +3.7% | -0.0% |
| 1 | 2026-06-26 | 1055.08 | 1055.08 | 1014.00 | 1018.74 | 1072.13 | — | 130,740 | -0.9% | -4.4% |
| 2 | 2026-06-29 | 1025.81 | 1035.63 | 1017.00 | 1020.73 | 1055.03 | — | 75,692 | -2.8% | -4.2% |
| 3 | 2026-06-30 | 1016.88 | 1025.36 | 1006.41 | 1012.08 | 1038.52 | — | 73,332 | -3.7% | -5.0% |
| 4 | 2026-07-01 | 1009.65 | 1032.99 | 1003.47 | 1019.55 | 1027.17 | — | 54,465 | -3.0% | -4.3% |
| 5 | 2026-07-02 | 1037.87 | 1039.23 | 1010.36 | 1020.89 | 1018.40 | exit | 49,325 | -2.4% | -4.1% |
| 6 | 2026-07-06 | 1031.59 | 1055.04 | 1031.03 | 1054.92 | 1025.63 | — | 65,283 | -0.9% | -1.0% |
| 7 | 2026-07-07 | 1048.50 | 1053.32 | 1035.34 | 1041.77 | 1029.84 | — | 49,142 | -1.1% | -2.2% |
| 8 | 2026-07-08 | 1029.28 | 1039.28 | 1012.32 | 1028.74 | 1033.17 | — | 53,810 | -2.4% | -3.4% |
| 9 | 2026-07-09 | 1051.67 | 1063.80 | 1044.00 | 1056.07 | 1040.48 | — | 31,317 | -0.1% | -0.8% |