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 | 279.00 | 280.29 | 276.72 | 278.47 | — | — | 38,407 | +2.2% | +1.6% |
| -4 | 2026-07-01 | 279.36 | 282.82 | 277.98 | 278.61 | — | — | 87,066 | +3.2% | +1.6% |
| -3 | 2026-07-02 | 278.16 | 283.32 | 276.45 | 283.32 | — | — | 41,744 | +3.4% | +3.4% |
| -2 | 2026-07-06 | 283.33 | 283.92 | 278.58 | 283.82 | — | — | 47,917 | +3.6% | +3.5% |
| -1 | 2026-07-07 | 285.72 | 288.10 | 281.80 | 283.13 | 281.47 | — | 40,197 | +5.1% | +3.3% |
| 0 | 2026-07-08 | 278.34 | 278.34 | 272.37 | 274.11 | 280.60 | — | 56,013 | +1.5% | -0.0% |
| 1 | 2026-07-09 | 273.77 | 275.39 | 270.59 | 273.10 | 279.50 | — | 54,695 | +0.5% | -0.4% |
| 2 | 2026-07-10 | 273.66 | 275.52 | 273.29 | 274.24 | 277.68 | — | 26,708 | +0.5% | +0.0% |
| 3 | 2026-07-13 | 274.77 | 275.41 | 269.81 | 271.82 | 275.28 | — | 45,856 | +0.5% | -0.8% |
| 4 | 2026-07-14 | 272.60 | 273.03 | 269.52 | 269.81 | 272.62 | — | 41,452 | -0.4% | -1.6% |
| 5 | 2026-07-15 | 268.81 | 272.82 | 268.70 | 270.23 | 271.84 | exit | 73,953 | -0.5% | -1.4% |