Event Gaps: Grok 4.5's picks for 2026-09-28
Grok 4.5 picked AKAM, SCHL, WTTR, PRME, MU for a 1-day horizon. Intraday alpha vs SPY: +0.42%. Picks with positive alpha: 60%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v9 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-25 |
| Measured to | 2026-09-28 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +0.42% |
| Picks with positive alpha | 60% |
| Benchmark return | -0.36% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | AKAM | up | -3.42% | -3.42% | 75% | -3.06% | No |
| 2 | SCHL | down | +4.09% | +4.09% | 70% | +4.45% | Yes |
| 3 | WTTR | up | +0.80% | +0.80% | 68% | +1.16% | Yes |
| 4 | PRME | up | +0.88% | +0.88% | 65% | +1.23% | Yes |
| 5 | MU | up | -2.04% | -2.04% | 60% | -1.69% | No |
The model's market view
Markets show mixed tone with elevated yields and oil volatility easing on Middle East peace speculation. Tech and AI infrastructure names react strongly to deal and regulatory news while earnings misses drive downside in select names. Weekend digestion of Thursday after-hours catalysts is expected to drive sharp Monday opening gaps in both directions ahead of next week's larger earnings slate.
Why each pick
AKAM
The $11.6 billion seven-year Anthropic cloud deal announced Thursday after close remains the dominant catalyst, with potential expansion to $20 billion and equity warrants. Shares already surged after-hours and into Friday session; residual positive momentum and analyst target raises support a further upside gap at Monday open as the market digests the scale of AI infrastructure commitment. Risks include profit-taking after the large move and any perception of elevated 2026 capex without near-term revenue impact. Thesis focuses on emotional continuation of the AI deal narrative over the weekend.
SCHL
Scholastic reported a wider-than-expected Q1 fiscal 2027 loss and revenue miss after the close on Thursday, affirming full-year guidance but highlighting education segment weakness. After-hours decline of roughly 12% sets up potential further downside gap Monday as investors reassess seasonal softness and funding volatility. Risks include stabilization if guidance is viewed as intact or any positive commentary on back-to-school trends. Thesis is continuation of negative earnings reaction over the weekend.
WTTR
Select Water Solutions announced a definitive $700 million acquisition of Pilot Water Solutions (plus contingent consideration) after close Thursday, adding significant Delaware Basin water midstream capacity and expected EBITDA. Positive after-hours reaction supports an upside gap Monday as the market prices the strategic scale-up and synergies. Risks include financing details, regulatory approval timing, or broader energy sector weakness. Thesis is positive M&A continuation.
PRME
Prime Medicine received FDA IND clearance for PM647 gene-editing therapy for Alpha-1 Antitrypsin Deficiency on Thursday, enabling clinical trials and marking progress in its liver franchise. Positive regulatory catalyst drove after-hours and premarket strength; further upside gap Monday is expected on continued biotech momentum. Risks include high volatility typical of clinical-stage names and any broader sector rotation. Thesis is positive regulatory continuation.
MU
Micron is scheduled to report fiscal Q4 2026 earnings after close on Wednesday September 30; anticipation of strong AI memory results can drive a positive gap at Monday open as positioning builds ahead of the print. Recent sessions have shown relative strength in memory names. Risks include pre-earnings volatility or any negative sector commentary. Thesis is anticipatory positioning for the confirmed upcoming catalyst rather than an already-released event.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | AKAM, MSFT, NKE, CMCSA, COST | +0.20% | 60% |
| Claude Opus 5.5 | MU, MIRM, AMD, INTC, CCL | -1.56% | 20% |
| Gemini 1.5 Pro | STFS, NKE, WKEY, MRK, WDAY | +1.48% | 80% |
| Muse Spark 1.1 | MIRM, INCY, COST, NKE, KNDI | +7.09% | 80% |
| Perplexity | KNDI, MTN, JEF, POCI, GNS | +5.01% | 40% |
| DeepSeek | AKAM, GRAL, BB, COST, INLF | +6.65% | 80% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-28.
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