This flag became a program pick — the audited trade is in the track record.
| Date | Close $ | 5-day avg. | vs flag close |
|---|---|---|---|
| 07 Jul | 1617.70 | 1882.62 | +0.0% |
| 08 Jul | 1727.18 | 1773.31 | +6.8% |
| 09 Jul | 1858.27 | 1738.52 | +14.9% |
| 10 Jul | 1915.92 | 1772.70 | +18.4% |
| 13 Jul | 1673.97 | 1758.61 | +3.5% |
| 14 Jul | 1757.82 | 1786.63 | +8.7% |
| 15 Jul | 1615.00 | 1764.20 | -0.2% |
| 16 Jul | 1411.08 | 1674.76 | -12.8% |
| 17 Jul | 1354.82 | 1562.54 | -16.3% |
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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