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 | 1127.42 | 1147.03 | 1024.78 | 1145.00 | — | — | 1,170,547 | +22.2% | +22.0% |
| -4 | 2026-06-30 | 1144.80 | 1168.40 | 1125.06 | 1152.16 | — | — | 662,941 | +24.5% | +22.8% |
| -3 | 2026-07-01 | 1082.14 | 1096.73 | 1032.52 | 1032.64 | — | — | 1,083,939 | +16.9% | +10.0% |
| -2 | 2026-07-02 | 1040.21 | 1064.59 | 950.31 | 975.40 | — | — | 1,241,861 | +13.4% | +3.9% |
| -1 | 2026-07-06 | 1003.90 | 1018.86 | 981.33 | 981.80 | 1057.40 | — | 853,496 | +8.6% | +4.6% |
| 0 | 2026-07-07 | 922.28 | 941.32 | 891.75 | 939.66 | 1016.33 | — | 1,721,027 | +0.3% | +0.1% |
| 1 | 2026-07-08 | 902.64 | 958.92 | 902.58 | 949.09 | 975.72 | — | 855,553 | +2.2% | +1.1% |
| 2 | 2026-07-09 | 1013.44 | 1035.38 | 987.80 | 991.12 | 967.41 | exit | 1,093,222 | +10.3% | +5.6% |
| 3 | 2026-07-10 | 965.08 | 997.92 | 954.30 | 979.36 | 968.20 | — | 854,594 | +6.3% | +4.4% |
| 4 | 2026-07-13 | 928.97 | 943.24 | 903.00 | 936.99 | 959.24 | — | 1,040,322 | +0.5% | -0.1% |
| 5 | 2026-07-14 | 987.68 | 994.70 | 950.32 | 982.68 | 967.85 | — | 809,876 | +6.0% | +4.7% |
| 6 | 2026-07-15 | 975.80 | 977.70 | 873.88 | 903.84 | 958.80 | — | 1,375,445 | +4.2% | -3.7% |