This flag became a program pick — the audited trade is in the track record.
| Date | Close $ | 5-day avg. | vs flag close |
|---|---|---|---|
| 01 Jun | 109.33 | 118.04 | +0.0% |
| 02 Jun | 107.93 | 114.92 | -1.3% |
| 03 Jun | 112.71 | 113.11 | +3.1% |
| 04 Jun | 111.78 | 111.29 | +2.2% |
| 05 Jun | 99.17 | 108.18 | -9.3% |
| 08 Jun | 110.27 | 108.37 | +0.9% |
| 09 Jun | 107.92 | 108.37 | -1.3% |
| 10 Jun | 107.04 | 107.24 | -2.1% |
| 11 Jun | 116.96 | 108.27 | +7.0% |
| 12 Jun | 124.57 | 113.35 | +13.9% |
| 15 Jun | 127.86 | 116.87 | +16.9% |
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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