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 | 2026-06-22 | 1114.02 | 1115.26 | 1092.49 | 1106.21 | — | — | 89,525 | +9.3% | +8.4% |
| -4 | 2026-06-23 | 1077.68 | 1103.54 | 1069.63 | 1094.66 | — | — | 87,470 | +8.2% | +7.3% |
| -3 | 2026-06-24 | 1087.24 | 1088.63 | 1069.46 | 1076.27 | — | — | 84,831 | +6.7% | +5.5% |
| -2 | 2026-06-25 | 1094.74 | 1104.88 | 1062.61 | 1064.76 | — | — | 65,589 | +8.3% | +4.4% |
| -1 | 2026-06-26 | 1055.08 | 1055.08 | 1014.00 | 1018.74 | 1072.13 | — | 130,740 | +3.4% | -0.1% |
| 0 | 2026-06-29 | 1025.81 | 1035.63 | 1017.00 | 1020.73 | 1055.03 | — | 75,692 | +1.5% | +0.1% |
| 1 | 2026-06-30 | 1016.88 | 1025.36 | 1006.41 | 1012.08 | 1038.52 | — | 73,332 | +0.5% | -0.8% |
| 2 | 2026-07-01 | 1009.65 | 1032.99 | 1003.47 | 1019.55 | 1027.17 | — | 54,465 | +1.3% | -0.1% |
| 3 | 2026-07-02 | 1037.87 | 1039.23 | 1010.36 | 1020.89 | 1018.40 | exit | 49,325 | +1.9% | +0.1% |
| 4 | 2026-07-06 | 1031.59 | 1055.04 | 1031.03 | 1054.92 | 1025.63 | — | 65,283 | +3.4% | +3.4% |
| 5 | 2026-07-07 | 1048.50 | 1053.32 | 1035.34 | 1041.77 | 1029.84 | — | 49,142 | +3.2% | +2.1% |
| 6 | 2026-07-08 | 1029.28 | 1039.28 | 1012.32 | 1028.74 | 1033.17 | — | 53,810 | +1.9% | +0.8% |
| 7 | 2026-07-09 | 1051.67 | 1063.80 | 1044.00 | 1056.07 | 1040.48 | — | 31,317 | +4.3% | +3.5% |
| 8 | 2026-07-10 | 1063.21 | 1065.90 | 1049.69 | 1055.08 | 1047.32 | — | 51,645 | +4.5% | +3.4% |
| 9 | 2026-07-13 | 1056.34 | 1056.38 | 1037.11 | 1046.18 | 1045.57 | — | 58,378 | +3.5% | +2.5% |