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 | 2026-05-11 | 232.11 | 234.01 | 231.25 | 232.03 | — | — | 47,253 | +3.7% | +2.8% |
| -4 | 2026-05-12 | 231.29 | 233.06 | 229.53 | 231.03 | — | — | 56,620 | +3.3% | +2.4% |
| -3 | 2026-05-13 | 232.71 | 233.19 | 230.40 | 231.48 | — | — | 43,668 | +3.3% | +2.6% |
| -2 | 2026-05-14 | 232.92 | 232.92 | 230.78 | 232.09 | — | — | 36,860 | +3.2% | +2.8% |
| -1 | 2026-05-15 | 229.92 | 229.92 | 226.99 | 227.88 | 230.90 | — | 43,342 | +1.9% | +1.0% |
| 0 | 2026-05-18 | 227.28 | 227.94 | 225.15 | 225.66 | 229.63 | — | 715,836 | +1.0% | +0.0% |
| 1 | 2026-05-19 | 222.01 | 223.52 | 220.00 | 221.28 | 227.68 | — | 683,788 | -0.9% | -1.9% |
| 2 | 2026-05-20 | 222.42 | 224.82 | 220.51 | 224.71 | 226.32 | — | 1,102,620 | -0.4% | -0.4% |
| 3 | 2026-05-21 | 223.40 | 224.71 | 221.01 | 223.17 | 224.54 | — | 663,511 | -0.4% | -1.1% |
| 4 | 2026-05-22 | 224.52 | 225.57 | 221.68 | 224.52 | 223.87 | exit | 891,685 | -0.0% | -0.5% |
| 5 | 2026-05-26 | 225.95 | 230.37 | 224.25 | 229.44 | 224.62 | — | 861,392 | +2.1% | +1.7% |
| 6 | 2026-05-27 | 228.81 | 228.71 | 226.25 | 226.38 | 225.64 | — | 1,102,311 | +1.4% | +0.3% |
| 7 | 2026-05-28 | 224.44 | 226.16 | 221.42 | 225.45 | 225.79 | — | 903,425 | +0.2% | -0.1% |
| 8 | 2026-05-29 | 225.01 | 227.30 | 223.14 | 225.85 | 226.33 | — | 852,547 | +0.7% | +0.1% |
| 9 | 2026-06-01 | 222.59 | 224.72 | 220.10 | 223.36 | 226.10 | — | 938,542 | -0.4% | -1.0% |