The one admittedly lagging indicator that I'm watching is hospitalized cases.
So far that's ok, and ideally you could possibly have an increase in positive cases throughout a population without more hospitalizations if high risk people isolate themselves. But yeah, hope it doesn't go sideways.
Here's something to think about - total cases for the world were up about 2% yesterday. US cases were up a little over 20K. If US cases were increasing at the average rate of the whole world, it would have been closer to 40K. Similar story in Europe, but more so; there more than half of the new cases are in Russia. So considering Western Europe, the epidemic has been greatly reduced and is growing elsewhere.
What's happening very quickly is that Asia and South America are now having a disproportionate amount of the new cases, even with China, Japan and S. Korea reporting almost none. And the spread is happening in countries where the testing capacity is relatively low.
If the lockdowns had had no effect, I can't see how to explain the dramatic shift over the last month in where the new cases are.
The general reaction of authorities to the epidemic seems to me very similar to an immune reaction. You have a strong initial reaction to an infection, and then it moderates. Earlier is better, but either too much or too little can kill you. Once it is slowed, you can go back to a relatively normal metabolism.
I don't expect anyone will be able to definitively identify the effect of protests in the context of imminent or continuing reopening of much of the country.
[1] https://www.worldometers.info/coronavirus/
[2] https://forward.ny.gov/
[3] https://www.worldometers.info/coronavirus/country/us/
[4] https://www.worldometers.info/coronavirus/usa/new-york/