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 | 2026-06-23 | 79.34 | 80.20 | 78.66 | 78.97 | — | — | 356,138 | +4.0% | +2.5% |
| -4 | 2026-06-24 | 79.15 | 80.55 | 78.97 | 78.99 | — | — | 472,956 | +4.5% | +2.5% |
| -3 | 2026-06-25 | 79.23 | 80.42 | 78.44 | 78.55 | — | — | 318,478 | +4.3% | +1.9% |
| -2 | 2026-06-26 | 78.20 | 79.47 | 77.82 | 78.13 | — | — | 196,835 | +3.1% | +1.4% |
| -1 | 2026-06-29 | 77.84 | 78.45 | 77.06 | 77.36 | 78.40 | — | 272,719 | +1.8% | +0.4% |
| 0 | 2026-06-30 | 77.18 | 77.25 | 75.91 | 77.08 | 78.02 | — | 376,738 | +0.2% | -0.0% |
| 1 | 2026-07-01 | 77.19 | 77.52 | 75.20 | 75.53 | 77.33 | — | 293,282 | +0.6% | -2.0% |
| 2 | 2026-07-02 | 76.89 | 77.00 | 74.22 | 75.98 | 76.82 | — | 324,554 | -0.1% | -1.4% |
| 3 | 2026-07-06 | 76.98 | 78.06 | 76.19 | 77.81 | 76.75 | exit | 226,706 | +1.3% | +1.0% |
| 4 | 2026-07-07 | 77.21 | 77.21 | 75.65 | 76.00 | 76.48 | — | 304,210 | +0.2% | -1.4% |
| 5 | 2026-07-08 | 75.05 | 76.30 | 74.69 | 76.25 | 76.32 | — | 239,300 | -1.0% | -1.1% |
| 6 | 2026-07-09 | 76.69 | 76.89 | 75.46 | 76.64 | 76.54 | — | 262,736 | -0.2% | -0.6% |
| 7 | 2026-07-10 | 76.99 | 78.65 | 76.90 | 77.83 | 76.91 | — | 232,718 | +2.0% | +1.0% |
| 8 | 2026-07-13 | 78.28 | 78.28 | 76.44 | 76.77 | 76.70 | — | 146,537 | +1.6% | -0.4% |
| 9 | 2026-07-14 | 76.73 | 77.27 | 75.99 | 76.86 | 76.87 | — | 178,343 | +0.2% | -0.3% |