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 | 2026-06-30 | 92.97 | 94.92 | 92.53 | 93.68 | — | — | 292,801 | +8.7% | +7.3% |
| -4 | 2026-07-01 | 94.45 | 94.53 | 92.96 | 93.07 | — | — | 241,554 | +8.3% | +6.6% |
| -3 | 2026-07-02 | 95.13 | 95.64 | 91.99 | 92.78 | — | — | 279,349 | +9.6% | +6.3% |
| -2 | 2026-07-06 | 93.58 | 95.52 | 91.14 | 91.69 | — | — | 306,006 | +9.4% | +5.0% |
| -1 | 2026-07-07 | 91.60 | 92.05 | 88.17 | 88.64 | 91.97 | — | 622,582 | +5.5% | +1.5% |
| 0 | 2026-07-08 | 86.80 | 87.53 | 85.29 | 87.26 | 90.69 | — | 513,410 | +0.3% | -0.0% |
| 1 | 2026-07-09 | 88.19 | 89.54 | 87.78 | 88.98 | 89.87 | — | 432,525 | +2.6% | +1.9% |
| 2 | 2026-07-10 | 88.05 | 89.14 | 85.42 | 87.34 | 88.78 | — | 603,260 | +2.1% | +0.1% |
| 3 | 2026-07-13 | 88.08 | 88.08 | 85.51 | 86.20 | 87.68 | — | 432,782 | +0.9% | -1.2% |
| 4 | 2026-07-14 | 86.97 | 86.97 | 84.84 | 85.53 | 87.06 | — | 326,907 | -0.4% | -2.0% |
| 5 | 2026-07-15 | 85.89 | 86.41 | 85.33 | 85.96 | 86.80 | exit | 253,791 | -1.0% | -1.5% |