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 | 118.59 | 120.31 | 117.30 | 119.42 | — | — | 1,197,357 | +5.7% | +5.0% |
| -4 | 2026-06-22 | 119.91 | 122.09 | 119.82 | 121.54 | — | — | 808,735 | +7.3% | +6.8% |
| -3 | 2026-06-23 | 118.66 | 122.31 | 117.64 | 121.20 | — | — | 984,787 | +7.5% | +6.5% |
| -2 | 2026-06-24 | 120.64 | 122.89 | 119.04 | 119.72 | — | — | 722,245 | +8.0% | +5.2% |
| -1 | 2026-06-25 | 120.19 | 121.07 | 117.58 | 118.92 | 120.16 | — | 950,242 | +6.4% | +4.5% |
| 0 | 2026-06-26 | 116.95 | 117.08 | 112.90 | 113.45 | 118.97 | — | 1,357,134 | +2.9% | -0.3% |
| 1 | 2026-06-29 | 115.08 | 118.15 | 114.72 | 117.65 | 118.19 | — | 929,078 | +3.8% | +3.4% |
| 2 | 2026-06-30 | 116.75 | 119.10 | 116.35 | 117.46 | 117.44 | exit | 676,300 | +4.7% | +3.2% |
| 3 | 2026-07-01 | 116.80 | 117.43 | 115.00 | 117.03 | 116.90 | — | 1,431,617 | +3.2% | +2.9% |
| 4 | 2026-07-02 | 117.03 | 117.13 | 111.92 | 112.69 | 115.66 | — | 1,207,231 | +3.0% | -0.9% |
| 5 | 2026-07-06 | 112.80 | 115.48 | 112.68 | 114.01 | 115.77 | — | 875,694 | +1.5% | +0.2% |
| 6 | 2026-07-07 | 112.79 | 114.03 | 111.68 | 111.74 | 114.59 | — | 612,905 | +0.2% | -1.8% |
| 7 | 2026-07-08 | 111.95 | 114.05 | 111.44 | 113.83 | 113.86 | — | 576,319 | +0.2% | +0.1% |
| 8 | 2026-07-09 | 115.64 | 119.47 | 115.38 | 118.28 | 114.11 | — | 1,013,937 | +5.0% | +4.0% |
| 9 | 2026-07-10 | 117.62 | 121.44 | 117.06 | 121.24 | 115.82 | — | 1,100,412 | +6.7% | +6.6% |