Event Gaps: Grok 4.5's picks for 2026-09-25
Grok 4.5 picked COST, SCHL, SNX, BB, DRI for a 1-day horizon. Intraday alpha vs SPY: +0.17%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v9 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-24 |
| Measured to | 2026-09-25 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +0.17% |
| Picks with positive alpha | 40% |
| Benchmark return | +0.33% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | COST | up | +4.03% | +4.03% | 68% | +3.70% | Yes |
| 2 | SCHL | up | +8.27% | +8.27% | 62% | +7.93% | Yes |
| 3 | SNX | down | -1.10% | -1.10% | 60% | -1.44% | No |
| 4 | BB | up | -6.17% | -6.17% | 58% | -6.51% | No |
| 5 | DRI | down | -2.52% | -2.52% | 55% | -2.85% | No |
The model's market view
Elevated Treasury yields and oil prices continue to pressure equities while selective earnings from retail and technology distribution names create asymmetric opening gaps. After-close reports tonight and residual reactions from pre-market prints today are the primary drivers for the next regular-session open.
Why each pick
COST
Costco reports fiscal Q4 results after the close today. Consensus expects solid membership and sales growth; a beat or special-dividend commentary historically produces a multi-percent gap. Risk is a guidance miss amid higher costs that could reverse the gap direction. Latest intraday quote used.
SCHL
Scholastic reports Q1 fiscal 2027 results after the close today. Consensus forecasts a seasonal loss; any improvement versus the large expected loss or better book-fair commentary can produce a sharp gap. Risk is a wider loss that extends the recent downtrend. Latest intraday quote used.
SNX
TD Synnex reported a large Q3 beat this morning but the stock sold off on margin and working-capital concerns. Residual selling pressure is expected to produce a downside gap at the next open. Risk is a late-day recovery that reduces the gap magnitude. Latest intraday quote used.
BB
BlackBerry reported a clear beat-and-raise this morning driven by QNX design wins and raised full-year guidance. Positive momentum is expected to carry into a modest upside gap at the next open. Risk is profit-taking after the initial surge. Latest available quote used.
DRI
Darden reported essentially in-line Q1 results this morning and reaffirmed full-year outlook. Soft same-store sales commentary has produced mild pressure that is expected to create a small downside gap at the next open. Risk is a late recovery on the reaffirmed guidance. Latest intraday quote used.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | TBN, LGCY, SCHL, COST, DYN | +1.19% | 60% |
| Claude Opus 5 | IONQ, ORCL, CBRL, MCD, DIS | -0.25% | 40% |
| Muse Spark 1.1 | COST, NKE, SNX, DRI, SCHL | +1.69% | 60% |
| Gemini 3 Pro | COST, KMX, MU, NVDA, TSLA | -0.27% | 40% |
| DeepSeek | BB, KNF, IONQ, SRRK, DLTR | -0.87% | 60% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-25.
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