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 | 2026-06-25 | 33.85 | 34.89 | 33.75 | 34.66 | — | — | 1,550,355 | +5.9% | +5.2% |
| -4 | 2026-06-26 | 34.38 | 34.49 | 33.80 | 34.18 | — | — | 799,809 | +4.7% | +3.7% |
| -3 | 2026-06-29 | 34.23 | 34.56 | 34.01 | 34.07 | — | — | 854,670 | +4.9% | +3.4% |
| -2 | 2026-06-30 | 34.52 | 34.78 | 33.88 | 33.93 | — | — | 665,241 | +5.5% | +2.9% |
| -1 | 2026-07-01 | 33.82 | 34.05 | 32.98 | 33.01 | 33.97 | — | 828,658 | +3.3% | +0.2% |
| 0 | 2026-07-02 | 33.59 | 33.59 | 32.59 | 32.94 | 33.63 | — | 810,225 | +1.9% | -0.1% |
| 1 | 2026-07-06 | 32.95 | 33.59 | 32.95 | 32.98 | 33.39 | — | 639,825 | +1.9% | +0.1% |
| 2 | 2026-07-07 | 33.20 | 34.06 | 33.20 | 33.78 | 33.33 | exit | 696,804 | +3.3% | +2.5% |
| 3 | 2026-07-08 | 33.91 | 35.10 | 33.81 | 34.96 | 33.53 | — | 1,373,360 | +6.5% | +6.1% |
| 4 | 2026-07-09 | 34.66 | 34.66 | 34.05 | 34.12 | 33.76 | — | 581,968 | +5.2% | +3.5% |
| 5 | 2026-07-10 | 34.20 | 34.53 | 34.13 | 34.38 | 34.05 | — | 513,276 | +4.8% | +4.3% |
| 6 | 2026-07-13 | 34.88 | 35.62 | 34.79 | 35.21 | 34.49 | — | 698,085 | +8.1% | +6.8% |
| 7 | 2026-07-14 | 36.15 | 36.15 | 34.91 | 35.43 | 34.82 | — | 679,967 | +9.7% | +7.5% |
| 8 | 2026-07-15 | 35.61 | 35.72 | 34.48 | 35.25 | 34.88 | — | 759,989 | +8.4% | +6.9% |