Event Gaps: Muse Spark 1.1's picks for 2026-10-01
Muse Spark 1.1 picked ACN, NKE, TSLA, AYI, CPRX for a 1-day horizon. Intraday alpha vs SPY: -2.00%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Muse Spark 1.1 |
| Prompt version | event-gap-v12 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-01 |
| Measured to | 2026-10-02 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -2.00% |
| Picks with positive alpha | 40% |
| Benchmark return | +1.52% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | ACN | -10.21% | -10.21% | 78% | -11.73% | No | |
| 2 | NKE | -7.23% | +7.23% | 72% | +5.71% | Yes | |
| 3 | TSLA | +4.73% | -4.73% | 65% | -6.25% | No | |
| 4 | AYI | +5.29% | +5.29% | 62% | +3.77% | Yes | |
| 5 | CPRX | +0.00% | +0.00% | 58% | -1.52% | No |
The model's market view
October 1 is a heavy earnings micro-catalyst day with ACN and AYI beating this morning and NKE reporting after the close. Broad market is digesting PCE and IT services demand. Event gaps are concentrated in single names, not index. SPY expected flat, so alpha comes from earnings surprise vs low expectations.
Why each pick
ACN
ACN reported Q4 FY26 this morning Oct 1 before open, beating EPS by $0.11 ($3.29 vs $3.18) and revenue by $660M ($18.7B, +6.3% YoY) with record bookings $22.2B Q4 / $84.5B FY. Pre-market +16-23% to $226 vs $183 prior close. Thesis: strong AI bookings and FY27 guidance 3-6% local currency drives continuation through the window as analysts raise targets (JPM/BMO to $200 already stale). Risk: large gap already priced, profit taking into close.
NKE
NKE scheduled to report fiscal Q1 2027 after market close Oct 1 (4:15 PM ET). Consensus $0.44 EPS on $11.33B revenue, down YoY, with estimate cut 2.2% last 30 days and BofA downgrade to underperform $30 target. Options imply ~8% move. Thesis: deteriorating China, margin pressure, and turnaround not yet visible drive downside gap into Oct 2 open. Risk: extreme bearishness (down 44% YTD to $35) could squeeze on any sequential improvement.
TSLA
【entity-Tesla¦canonical_name=Tesla】 IR posted Q3 2026 delivery consensus Sep 29: 461,974 vehicles (-7.1% YoY) with median 463,406 and stdev 4.9%. Company will publish actual Q3 production/delivery Oct 2. Last quarter had large beat, now tough comp vs record Q3 2025 pre-tax-credit expiry. Thesis: whisper expects miss vs elevated backlog narrative, plus Roadster reveal Oct 1 may disappoint, driving risk-off into delivery print. Anticipation moves stock Oct 1-2 even though print is at end of window.
AYI
Acuity Inc reported Q4 FY26 Oct 1 at 6:00 AM ET, non-GAAP EPS $5.77 beats by $0.21, revenue $1.24B in-line +2.5% YoY, cash flow $826M. Stock was beaten down -10% last month and gapped down Sep 29 on Baird cut. Thesis: earnings quality beat on margin 18.7% + cash flow supports bounce, low float amplifies move. Risk: in-line revenue and macro lighting demand soft.
CPRX
Catalyst Pharmaceuticals board authorized $200M share repurchase Oct 1, up to 8.3% of market cap. Market cap $2.6-3.8B, program signals undervaluation. Thesis: buyback catalyst in small-mid biotech with 79% institutional ownership drives positive drift and short covering over session. Risk: biotech beta, no earnings yet, insider selling last 90 days 243k shares.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | ACN, NKE, MU, MKC, AYI | -2.48% | 40% |
| Gemini 1.5 Pro | NVDA, TSLA, AMZN, AMD, MSFT | +0.77% | 60% |
| Claude Sonnet 5.5 | TSLA, NKE, SNPS, ACN, MU | -4.96% | 20% |
| Kimi | ACN, UTHR, LQDA, NKE, MKC | -5.18% | 20% |
| DeepSeek | NKE, SWKS, QRVO, VICR, ROG | -0.42% | 40% |
Written up on ForecastNest Insights: Event Gaps: Muse Spark 1.1's picks for 2026-10-01.
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