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 | 2082.88 | 2086.53 | 1896.00 | 2051.04 | — | — | 324,046 | +29.0% | +26.8% |
| -4 | 2026-06-30 | 2111.90 | 2280.40 | 2073.25 | 2272.05 | — | — | 240,201 | +41.0% | +40.4% |
| -3 | 2026-07-01 | 2086.09 | 2129.96 | 2002.52 | 2034.06 | — | — | 396,715 | +31.7% | +25.7% |
| -2 | 2026-07-02 | 2039.84 | 2050.07 | 1693.96 | 1743.66 | — | — | 473,688 | +26.7% | +7.8% |
| -1 | 2026-07-06 | 1815.05 | 1837.24 | 1715.91 | 1742.58 | 1968.68 | — | 216,964 | +13.6% | +7.7% |
| 0 | 2026-07-07 | 1614.93 | 1638.00 | 1487.07 | 1617.92 | 1882.05 | — | 368,973 | +1.3% | +0.0% |
| 1 | 2026-07-08 | 1596.40 | 1734.18 | 1592.00 | 1727.67 | 1773.18 | — | 319,605 | +7.2% | +6.8% |
| 2 | 2026-07-09 | 1832.92 | 1950.82 | 1801.50 | 1857.02 | 1737.77 | exit | 253,644 | +20.6% | +14.8% |
| 3 | 2026-07-10 | 1784.30 | 1946.09 | 1776.69 | 1916.50 | 1772.34 | — | 256,797 | +20.3% | +18.5% |
| 4 | 2026-07-13 | 1796.74 | 1799.07 | 1647.20 | 1673.32 | 1758.49 | — | 312,631 | +11.2% | +3.4% |
| 5 | 2026-07-14 | 1805.27 | 1810.58 | 1712.35 | 1758.70 | 1786.64 | — | 162,944 | +11.9% | +8.7% |
| 6 | 2026-07-15 | 1715.46 | 1726.34 | 1479.41 | 1613.19 | 1763.75 | — | 495,941 | +6.7% | -0.3% |