This flag became a program pick — the audited trade is in the track record.
| Date | Close $ | 5-day avg. | vs flag close |
|---|---|---|---|
| 12 May | 135.48 | 138.87 | +0.0% |
| 13 May | 132.97 | 137.49 | -1.9% |
| 14 May | 133.67 | 136.13 | -1.3% |
| 15 May | 132.85 | 134.40 | -1.9% |
| 18 May | 134.30 | 133.85 | -0.9% |
| 19 May | 131.16 | 132.99 | -3.2% |
| 20 May | 135.55 | 133.51 | +0.1% |
| 21 May | 134.25 | 133.62 | -0.9% |
| 22 May | 132.35 | 133.52 | -2.3% |
| 26 May | 132.68 | 133.20 | -2.1% |
| 27 May | 132.10 | 133.39 | -2.5% |
The rule flags the close; the strategy's exit is the first close above the 5-day average, or six trading days, whichever comes first. Shown for research — not every flag is traded.
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