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 | 97.02 | 97.72 | 95.33 | 96.01 | — | — | 213,299 | +8.8% | +6.9% |
| -4 | 2026-06-22 | 97.66 | 97.68 | 96.05 | 96.83 | — | — | 122,559 | +8.8% | +7.8% |
| -3 | 2026-06-23 | 92.98 | 96.57 | 92.63 | 94.71 | — | — | 195,098 | +7.5% | +5.4% |
| -2 | 2026-06-24 | 93.82 | 95.23 | 92.40 | 92.77 | — | — | 165,812 | +6.0% | +3.3% |
| -1 | 2026-06-25 | 94.50 | 95.22 | 91.81 | 92.16 | 94.50 | — | 231,251 | +6.0% | +2.6% |
| 0 | 2026-06-26 | 91.56 | 91.63 | 89.56 | 89.77 | 93.25 | — | 230,472 | +2.0% | -0.1% |
| 1 | 2026-06-29 | 90.06 | 90.33 | 87.68 | 88.17 | 91.52 | — | 219,249 | +0.6% | -1.8% |
| 2 | 2026-06-30 | 88.07 | 90.11 | 86.68 | 87.04 | 89.98 | — | 368,119 | +0.3% | -3.1% |
| 3 | 2026-07-01 | 87.94 | 95.55 | 87.58 | 93.26 | 90.08 | exit | 297,980 | +6.4% | +3.8% |
| 4 | 2026-07-02 | 93.33 | 96.60 | 89.53 | 91.31 | 89.91 | — | 219,922 | +7.5% | +1.7% |
| 5 | 2026-07-06 | 92.25 | 96.08 | 91.83 | 95.97 | 91.15 | — | 169,747 | +7.0% | +6.8% |
| 6 | 2026-07-07 | 95.36 | 96.42 | 91.86 | 94.58 | 92.43 | — | 355,452 | +7.3% | +5.3% |
| 7 | 2026-07-08 | 92.41 | 94.02 | 92.27 | 93.39 | 93.70 | — | 225,988 | +4.7% | +4.0% |
| 8 | 2026-07-09 | 95.01 | 96.68 | 94.23 | 95.27 | 94.10 | — | 148,652 | +7.6% | +6.1% |
| 9 | 2026-07-10 | 96.39 | 97.20 | 93.70 | 94.05 | 94.65 | — | 85,821 | +8.2% | +4.7% |