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 | 375.33 | 376.78 | 368.79 | 373.36 | — | — | 216,344 | +5.8% | +4.9% |
| -4 | 2026-07-01 | 374.90 | 376.30 | 371.44 | 374.89 | — | — | 169,614 | +5.7% | +5.3% |
| -3 | 2026-07-02 | 379.94 | 382.69 | 374.46 | 377.49 | — | — | 174,522 | +7.5% | +6.0% |
| -2 | 2026-07-06 | 378.38 | 380.25 | 373.96 | 378.45 | — | — | 186,808 | +6.8% | +6.3% |
| -1 | 2026-07-07 | 376.95 | 377.82 | 363.72 | 366.79 | 374.20 | — | 286,128 | +6.1% | +3.0% |
| 0 | 2026-07-08 | 359.34 | 363.01 | 354.58 | 355.95 | 370.71 | — | 203,247 | +2.0% | -0.0% |
| 1 | 2026-07-09 | 361.24 | 362.20 | 357.88 | 359.01 | 367.54 | — | 150,052 | +1.7% | +0.8% |
| 2 | 2026-07-10 | 357.39 | 360.63 | 354.33 | 359.28 | 363.90 | — | 99,526 | +1.3% | +0.9% |
| 3 | 2026-07-13 | 356.77 | 358.56 | 352.12 | 353.45 | 358.90 | — | 115,049 | +0.7% | -0.7% |
| 4 | 2026-07-14 | 354.94 | 359.16 | 352.63 | 353.53 | 356.24 | — | 191,515 | +0.9% | -0.7% |
| 5 | 2026-07-15 | 356.61 | 360.60 | 353.44 | 360.24 | 357.10 | exit | 236,197 | +1.3% | +1.2% |