Event Gaps: Grok 4.5's picks for 2026-09-10
Grok 4.5 picked COO, AEO, NAVN, AVAV, CHWY for a 1-day horizon. Intraday alpha vs SPY: +0.33%. Picks with positive alpha: 60%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v7 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-09 |
| Measured to | 2026-09-10 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +0.33% |
| Picks with positive alpha | 60% |
| Benchmark return | -0.03% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | COO | down | +4.41% | +4.41% | 72% | +4.44% | Yes |
| 2 | AEO | down | -1.09% | -1.09% | 65% | -1.06% | No |
| 3 | NAVN | down | -5.28% | -5.28% | 62% | -5.26% | No |
| 4 | AVAV | up | +0.20% | +0.20% | 58% | +0.23% | Yes |
| 5 | CHWY | down | +3.28% | +3.28% | 55% | +3.31% | Yes |
The model's market view
After-hours trading on September 9 was dominated by earnings reactions, with several consumer and healthcare names selling off on guidance or qualitative commentary despite some headline beats, while select industrials and energy names held residual strength from the oil rally. Sharp opening gaps are expected in the most reactive post-earnings names.
Why each pick
COO
Cooper Companies reported Q3 results after the close and simultaneously announced it would retain CooperSurgical after a strategic review, while cutting full-year revenue and EPS guidance below consensus. The combination of a guidance cut and the strategic outcome triggered a sharp after-hours decline. Emotional continuation risk is high if selling pressure persists into the open. The gap is expected lower; the subsequent open-to-close path remains uncertain.
AEO
American Eagle Outfitters reported Q2 results after the close that beat on EPS and revenue, yet the stock sold off in after-hours trading on margin and qualitative concerns. The negative reaction despite a beat sets up a gap lower at the open. Continuation risk exists if retail sentiment remains weak.
NAVN
Navan reported Q2 results after the close that beat estimates and included raised guidance, but the stock declined in after-hours trading amid profit-taking and broader software pressure. The gap is expected lower on the residual selling. Risks include a rebound if the beat-and-raise is reassessed positively.
AVAV
AeroVironment reported fiscal Q1 results after the close that substantially beat adjusted EPS and revenue estimates. The positive surprise produced an after-hours advance. A gap higher is expected at the open on the earnings strength. Risks include any broader market pressure or profit-taking.
CHWY
Chewy reported results earlier on September 9 that were roughly in line but produced a sharp decline on cautious full-year commentary. Residual negative sentiment is expected to produce a gap lower at the next open. Emotional continuation risk remains elevated given the magnitude of the prior session move.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | COO, AVAV, SKIL, M, DBI | -1.97% | 80% |
| Muse Spark 1.1 | AVAV, COO, ORCL, ADBE, CAL | -0.04% | 40% |
| Gemini 1.5 Pro | COO, IQV, BAX, ADBE, CPRT | +0.18% | 60% |
| Gemini 3 Pro | ASO, NET, COO, NAVN, AVAV | +1.38% | 60% |
| Claude Opus 5 | AVAV, NAVN, AEO, M, COO | -0.08% | 60% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-10.
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