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 | 2026-06-24 | 114.59 | 114.70 | 113.29 | 114.66 | — | — | 143,264 | +1.6% | +1.6% |
| -4 | 2026-06-25 | 115.53 | 115.87 | 114.08 | 115.37 | — | — | 125,708 | +2.7% | +2.2% |
| -3 | 2026-06-26 | 115.61 | 116.36 | 115.34 | 116.01 | — | — | 171,331 | +3.1% | +2.8% |
| -2 | 2026-06-29 | 116.08 | 116.49 | 115.14 | 116.31 | — | — | 116,652 | +3.2% | +3.1% |
| -1 | 2026-06-30 | 115.53 | 116.39 | 114.74 | 114.83 | 115.44 | — | 114,318 | +3.1% | +1.7% |
| 0 | 2026-07-01 | 113.23 | 114.56 | 112.13 | 112.91 | 115.09 | — | 113,420 | +1.5% | +0.0% |
| 1 | 2026-07-02 | 113.64 | 115.12 | 113.11 | 115.11 | 115.03 | exit | 100,297 | +2.0% | +2.0% |
| 2 | 2026-07-06 | 115.03 | 115.10 | 113.50 | 113.82 | 114.60 | — | 84,016 | +2.0% | +0.9% |
| 3 | 2026-07-07 | 114.30 | 116.88 | 114.21 | 115.05 | 114.34 | — | 71,601 | +3.6% | +1.9% |
| 4 | 2026-07-08 | 115.19 | 115.69 | 114.08 | 114.34 | 114.25 | — | 99,225 | +2.5% | +1.3% |
| 5 | 2026-07-09 | 115.28 | 115.28 | 113.73 | 113.97 | 114.46 | — | 97,561 | +2.1% | +1.0% |
| 6 | 2026-07-10 | 113.95 | 115.35 | 113.95 | 115.05 | 114.45 | — | 108,289 | +2.2% | +1.9% |
| 7 | 2026-07-13 | 115.11 | 116.28 | 114.66 | 114.83 | 114.65 | — | 72,276 | +3.0% | +1.7% |
| 8 | 2026-07-14 | 116.36 | 116.44 | 114.88 | 115.46 | 114.73 | — | 97,687 | +3.2% | +2.3% |
| 9 | 2026-07-15 | 115.37 | 115.58 | 114.09 | 114.30 | 114.72 | — | 74,236 | +2.4% | +1.3% |