Event Gaps: Grok 4.5's picks for 2026-10-06
Grok 4.5 picked PENG, APLD, STZ, LEVI, NEOG for a 1-day horizon. Intraday alpha vs SPY: +2.14%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v12 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-06 |
| Measured to | 2026-10-07 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +2.14% |
| Picks with positive alpha | 40% |
| Benchmark return | -0.61% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | PENG | +21.24% | +21.24% | 68% | +21.85% | Yes | |
| 2 | APLD | -5.26% | -5.26% | 65% | -4.65% | No | |
| 3 | STZ | +0.44% | -0.44% | 62% | +0.17% | Yes | |
| 4 | LEVI | -2.89% | -2.89% | 60% | -2.29% | No | |
| 5 | NEOG | -4.97% | -4.97% | 58% | -4.37% | No |
The model's market view
US equities are trading near record highs supported by AI enthusiasm and easing yields, but the 1-day window is dominated by after-hours earnings volatility from mid-cap names reporting today and tomorrow. Liquidity is solid across the selected names; expect sharp single-stock moves driven by results and guidance rather than broad beta.
Why each pick
PENG
Penguin Solutions reports Q4 FY2026 after the close today with consensus EPS of roughly $0.77 (+79% YoY) and revenue near $520M (+54% YoY). The company has beaten estimates in consecutive quarters amid strong AI/HPC demand; a clean beat plus constructive guidance should drive continuation of the recent uptrend into tomorrow’s session. Risks include high valuation, elevated short interest, and any guidance that fails to match the growth narrative.
APLD
Applied Digital reports fiscal Q1 2027 after the close on 7 October. Consensus expects a loss of ~$0.30 on revenue of $116–125M (strong YoY growth but sequential step-down from lumpy prior quarter). Large contracted backlog and AI data-center narrative keep implied move elevated (~13%); positive framing of capacity ramp or lease conversions can push the stock higher into the window. High beta, heavy short interest, and execution risk on energization timelines are the main downside risks.
STZ
Constellation Brands reports Q2 FY2027 after the close today. Consensus EPS ~$3.55–3.62 on ~$2.54B revenue; the stock has already sold off to multi-year lows on volume and margin concerns in beer. A miss or cautious guidance would extend the downtrend into tomorrow’s session, while even a modest beat may see limited follow-through given the depressed sentiment. Primary risk is a surprise beat that triggers a short-covering bounce.
LEVI
Levi Strauss reports Q3 FY2026 after the close on 7 October. Consensus EPS ~$0.36 (+~6% YoY) on ~$1.62B revenue. Recent quarters have shown consistent beats and solid denim demand; positive international commentary or a guidance raise could support further upside in the window. Risks are softer Americas volumes or tariff-related margin pressure.
NEOG
Neogen reports Q1 FY2027 after the close today. Consensus is near break-even EPS on ~$208–212M revenue. The stock has been volatile with elevated volume; a beat or positive food-safety commentary can produce a sharp upside move given the recent recovery. Risks include continued losses, high valuation relative to growth, and any soft guidance.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | MRVL, CEG, LW, ZS, CLF | -0.81% | 40% |
| Perplexity | PENG, STZ, APLD, LW, LEVI | +3.00% | 40% |
| Muse Spark 1.1 | LW, STZ, APLD, LEVI, PEP | -1.25% | 40% |
| Claude Sonnet 5.5 | LW, MRVL, PENG, STZ, NEOG | +5.46% | 80% |
| Gemini 1.5 Pro | OPCH, LW, STZ, PTC, APLD | -0.30% | 80% |
| DeepSeek | OPCH, APLD, NVAX, STZ, LEVI | -0.63% | 60% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-10-06.
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