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 | 86.80 | 87.68 | 86.38 | 87.60 | — | — | 754,042 | +1.5% | +1.4% |
| -4 | 2026-06-25 | 87.69 | 88.47 | 86.84 | 87.71 | — | — | 1,018,143 | +2.4% | +1.6% |
| -3 | 2026-06-26 | 87.99 | 88.38 | 87.65 | 88.26 | — | — | 865,063 | +2.3% | +2.2% |
| -2 | 2026-06-29 | 88.51 | 88.85 | 86.95 | 88.63 | — | — | 798,270 | +2.9% | +2.6% |
| -1 | 2026-06-30 | 88.37 | 88.88 | 87.43 | 87.73 | 87.99 | — | 897,530 | +2.9% | +1.6% |
| 0 | 2026-07-01 | 87.61 | 87.65 | 86.32 | 86.38 | 87.74 | — | 692,579 | +1.5% | +0.0% |
| 1 | 2026-07-02 | 86.78 | 88.37 | 86.37 | 88.36 | 87.87 | exit | 1,449,335 | +2.3% | +2.3% |
| 2 | 2026-07-06 | 88.18 | 88.46 | 87.18 | 87.46 | 87.71 | — | 660,852 | +2.4% | +1.3% |
| 3 | 2026-07-07 | 88.03 | 89.25 | 88.01 | 88.46 | 87.68 | — | 1,020,549 | +3.3% | +2.4% |
| 4 | 2026-07-08 | 88.25 | 88.53 | 87.34 | 87.43 | 87.62 | — | 907,881 | +2.5% | +1.2% |
| 5 | 2026-07-09 | 88.00 | 88.00 | 86.85 | 87.08 | 87.76 | — | 788,830 | +1.9% | +0.8% |
| 6 | 2026-07-10 | 87.19 | 87.97 | 87.08 | 87.96 | 87.68 | — | 730,251 | +1.9% | +1.8% |
| 7 | 2026-07-13 | 87.84 | 88.72 | 87.84 | 88.35 | 87.86 | — | 354,562 | +2.7% | +2.3% |
| 8 | 2026-07-14 | 89.23 | 89.85 | 88.90 | 89.55 | 88.07 | — | 522,539 | +4.0% | +3.7% |
| 9 | 2026-07-15 | 89.40 | 89.96 | 88.45 | 89.07 | 88.40 | — | 701,326 | +4.2% | +3.1% |