Event Gaps: Grok 4.5's picks for 2026-09-09
Grok 4.5 picked AAPL, CASY, TTAN, BRZE, UNFI for a 1-day horizon. Intraday alpha vs SPY: -4.96%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v5 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-08 |
| Measured to | 2026-09-09 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -4.96% |
| Picks with positive alpha | 40% |
| Benchmark return | -0.22% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | AAPL | up | -0.05% | -0.05% | 68% | +0.17% | Yes |
| 2 | CASY | down | +0.25% | +0.25% | 65% | +0.47% | Yes |
| 3 | TTAN | down | -14.75% | -14.75% | 63% | -14.53% | No |
| 4 | BRZE | down | -9.38% | -9.38% | 60% | -9.16% | No |
| 5 | UNFI | up | -1.96% | -1.96% | 55% | -1.74% | No |
The model's market view
After a mixed session on September 8 with semiconductor strength offsetting broader softness, the next open is likely to be driven by residual post-earnings reactions and anticipation of Apple’s product event. Sharp gaps are expected in names that reported results after the prior close and in AAPL ahead of its keynote.
Why each pick
AAPL
Apple’s highly anticipated ‘Surprise and Shine’ event is scheduled for September 9 at 1:00 p.m. ET, expected to feature the first foldable iPhone, iPhone 18 Pro models, and new watches. Anticipation of the product slate and the first keynote under new CEO John Ternus can drive a gap higher at the open even though the event itself occurs after the open. Emotional continuation risk exists if the actual reveals underwhelm relative to elevated expectations.
CASY
Casey’s General Stores reported Q1 results after the close on September 8, beating EPS estimates ($7.37 vs ~$6.78) and slightly beating revenue, yet the stock sold off sharply in after-hours trading (down ~8–11%). The gap down at the next open reflects the market’s negative interpretation of guidance or qualitative commentary despite the headline beat. Emotional continuation risk is high if selling pressure persists into the regular session.
TTAN
ServiceTitan reported earnings on September 8 and the stock fell sharply (approximately 20% in after-hours/closing reaction). The large move indicates a significant negative surprise relative to expectations, setting up a gap lower at the next open. Continuation risk remains elevated given the magnitude of the initial reaction and the stock’s high beta.
BRZE
Braze reported Q2 results on September 8 that beat estimates on revenue and adjusted EPS, yet the stock declined more than 5–12% as investors focused on forward guidance. The post-earnings sell-off is expected to produce a gap lower at the open. Emotional continuation risk exists if the guidance concerns dominate trading.
UNFI
United Natural Foods reported Q4 results on September 8 with an EPS beat and a new $200 million buyback authorization. Shares reacted positively in premarket and early trading. Residual positive sentiment and the buyback news can support a gap higher at the next open. Risks include any fading of the initial enthusiasm or broader market pressure.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | INTC, GLW, QCOM, IONQ, BSX | +0.40% | 60% |
| Muse Spark 1.1 | GME, CASY, CAL, COO, ORCL | -1.67% | 40% |
| Gemini 1.5 Pro | DYN, ECHO, INTC, ORCL, AEO | -0.19% | 20% |
| Gemini 3 Pro | ROIV, CHYM, AVO, TTAN, INNV | -3.56% | 40% |
| Claude Opus 5 | AVO, CHYM, CASY, TTAN, BRZE | -4.44% | 40% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-09.
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