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 | 2026-06-18 | 109.41 | 109.85 | 106.99 | 107.73 | — | — | 903,138 | +3.7% | +1.7% |
| -4 | 2026-06-22 | 109.52 | 109.81 | 108.12 | 109.69 | — | — | 497,026 | +3.6% | +3.5% |
| -3 | 2026-06-23 | 109.48 | 110.57 | 108.86 | 109.98 | — | — | 430,753 | +4.4% | +3.8% |
| -2 | 2026-06-24 | 107.31 | 107.98 | 106.25 | 106.89 | — | — | 418,748 | +1.9% | +0.9% |
| -1 | 2026-06-25 | 105.49 | 107.19 | 105.30 | 106.38 | 108.13 | — | 765,323 | +1.2% | +0.4% |
| 0 | 2026-06-26 | 106.17 | 106.73 | 104.64 | 105.80 | 107.75 | — | 603,434 | +0.7% | -0.2% |
| 1 | 2026-06-29 | 106.00 | 106.55 | 104.13 | 104.25 | 106.66 | — | 504,269 | +0.6% | -1.6% |
| 2 | 2026-06-30 | 104.64 | 105.10 | 103.67 | 103.85 | 105.43 | — | 391,293 | -0.8% | -2.0% |
| 3 | 2026-07-01 | 103.62 | 104.71 | 102.75 | 103.22 | 104.70 | — | 402,711 | -1.2% | -2.6% |
| 4 | 2026-07-02 | 104.18 | 104.75 | 103.48 | 104.75 | 104.38 | exit | 386,937 | -1.1% | -1.1% |
| 5 | 2026-07-06 | 104.48 | 104.59 | 103.42 | 103.58 | 103.93 | — | 225,198 | -1.3% | -2.2% |
| 6 | 2026-07-07 | 104.70 | 108.78 | 104.58 | 108.43 | 104.77 | — | 581,334 | +2.7% | +2.3% |
| 7 | 2026-07-08 | 109.64 | 111.32 | 109.13 | 110.72 | 106.14 | — | 527,580 | +5.1% | +4.5% |
| 8 | 2026-07-09 | 110.02 | 110.26 | 107.81 | 107.98 | 107.09 | — | 358,590 | +4.1% | +1.9% |
| 9 | 2026-07-10 | 108.35 | 109.29 | 107.62 | 109.03 | 107.95 | — | 411,662 | +3.1% | +2.9% |