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 | 1586.99 | 1587.13 | 1507.97 | 1537.85 | — | — | 64,405 | +20.9% | +17.1% |
| -4 | 2026-06-23 | 1442.40 | 1485.30 | 1404.13 | 1424.65 | — | — | 51,906 | +13.1% | +8.5% |
| -3 | 2026-06-24 | 1414.95 | 1446.96 | 1393.72 | 1436.42 | — | — | 46,066 | +10.2% | +9.4% |
| -2 | 2026-06-25 | 1504.25 | 1504.25 | 1373.82 | 1438.76 | — | — | 53,968 | +14.6% | +9.6% |
| -1 | 2026-06-26 | 1361.99 | 1361.99 | 1301.87 | 1310.70 | 1429.68 | — | 85,020 | +3.7% | -0.2% |
| 0 | 2026-06-29 | 1328.39 | 1342.12 | 1277.12 | 1313.26 | 1384.76 | — | 58,769 | +2.2% | +0.0% |
| 1 | 2026-06-30 | 1322.39 | 1388.42 | 1322.39 | 1382.87 | 1376.40 | exit | 66,417 | +5.8% | +5.3% |
| 2 | 2026-07-01 | 1359.62 | 1386.44 | 1328.99 | 1331.49 | 1355.41 | — | 56,278 | +5.6% | +1.4% |
| 3 | 2026-07-02 | 1343.63 | 1381.48 | 1259.74 | 1289.34 | 1325.53 | — | 34,868 | +5.2% | -1.8% |
| 4 | 2026-07-06 | 1327.46 | 1371.33 | 1311.00 | 1344.19 | 1332.23 | — | 33,424 | +4.5% | +2.4% |
| 5 | 2026-07-07 | 1276.57 | 1296.90 | 1232.87 | 1272.31 | 1324.04 | — | 56,513 | -1.2% | -3.1% |
| 6 | 2026-07-08 | 1264.23 | 1329.15 | 1261.43 | 1315.90 | 1310.65 | — | 51,628 | +1.2% | +0.2% |
| 7 | 2026-07-09 | 1392.50 | 1403.49 | 1361.39 | 1373.80 | 1319.11 | — | 37,341 | +6.9% | +4.6% |
| 8 | 2026-07-10 | 1338.95 | 1361.77 | 1322.50 | 1353.06 | 1331.85 | — | 14,500 | +3.7% | +3.1% |
| 9 | 2026-07-13 | 1311.09 | 1316.75 | 1277.73 | 1289.63 | 1320.94 | — | 36,786 | +0.3% | -1.8% |