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 | 2026-06-29 | 92.39 | 93.27 | 91.73 | 93.14 | — | — | 225,757 | +5.2% | +5.1% |
| -4 | 2026-06-30 | 92.97 | 94.92 | 92.53 | 93.68 | — | — | 292,801 | +7.1% | +5.7% |
| -3 | 2026-07-01 | 94.45 | 94.53 | 92.96 | 93.07 | — | — | 241,554 | +6.7% | +5.0% |
| -2 | 2026-07-02 | 95.13 | 95.64 | 91.99 | 92.78 | — | — | 279,349 | +7.9% | +4.7% |
| -1 | 2026-07-06 | 93.58 | 95.52 | 91.14 | 91.69 | 92.87 | — | 306,006 | +7.8% | +3.4% |
| 0 | 2026-07-07 | 91.60 | 92.05 | 88.17 | 88.64 | 91.97 | — | 622,582 | +3.9% | +0.0% |
| 1 | 2026-07-08 | 86.80 | 87.53 | 85.29 | 87.26 | 90.69 | — | 513,410 | -1.2% | -1.5% |
| 2 | 2026-07-09 | 88.19 | 89.54 | 87.78 | 88.98 | 89.87 | — | 432,525 | +1.0% | +0.4% |
| 3 | 2026-07-10 | 88.05 | 89.14 | 85.42 | 87.34 | 88.78 | — | 603,260 | +0.6% | -1.5% |
| 4 | 2026-07-13 | 88.08 | 88.08 | 85.51 | 86.20 | 87.68 | — | 432,782 | -0.6% | -2.7% |
| 5 | 2026-07-14 | 86.97 | 86.97 | 84.84 | 85.53 | 87.06 | — | 326,907 | -1.9% | -3.5% |
| 6 | 2026-07-15 | 85.89 | 86.41 | 85.33 | 85.96 | 86.80 | exit | 253,791 | -2.5% | -3.0% |