Event Gaps: Grok 4.5's picks for 2026-09-29
Grok 4.5 picked MU, SMMT, KMX, CCL, CNXC for a 1-day horizon. Intraday alpha vs SPY: -1.52%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v10 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-29 |
| Measured to | 2026-09-30 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -1.52% |
| Picks with positive alpha | 40% |
| Benchmark return | +0.39% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | MU | -0.26% | -0.26% | 68% | -0.66% | No | |
| 2 | SMMT | +2.99% | +2.99% | 72% | +2.59% | Yes | |
| 3 | KMX | -8.21% | -8.21% | 65% | -8.61% | No | |
| 4 | CCL | +1.94% | +1.94% | 62% | +1.54% | Yes | |
| 5 | CNXC | +2.07% | -2.07% | 60% | -2.47% | No |
The model's market view
US equities opened firmer after Monday's yield-driven pullback as oil eased and tech stabilized. Near-term catalysts are concentrated in post-earnings follow-through for consumer and biotech names plus anticipation ahead of Micron's large AI-memory print tomorrow after the close. High implied moves and recent large beats raise both continuation and fade risks within a single session.
Why each pick
MU
Micron reports fiscal Q4 after the close on 30 September with Street looking for roughly $31.6 EPS and $51B revenue on extreme YoY growth from AI DRAM/NAND pricing. The stock has already been volatile into the print; positive guidance or a beat would likely extend the session move higher from current levels, while any miss or softer outlook could reverse gains. Risks include elevated expectations after prior large beats and broader semiconductor sentiment.
SMMT
AstraZeneca announced a $2 billion convertible preferred equity investment at an effective ~$18.36 common-share price (premium to prior close) plus clinical collaboration on ivonescimab combinations. Shares jumped sharply in premarket and early trading; further positive flow or analyst upgrades could extend gains, while profit-taking after the large gap-up is the main risk.
KMX
CarMax reported a substantial Q2 fiscal 2027 beat (EPS $1.16 vs ~$0.73 consensus, revenue $7.88B vs ~$7.1B) with strong unit growth. Shares gapped higher and traded up ~7% early; continuation is possible on positive call commentary, but historical post-earnings fades and still-cautious analyst ratings raise risk of partial give-back into the next session.
CCL
Carnival posted a Q3 beat (adjusted EPS $1.43, revenue $8.44B) and shares rose double-digits early. Strong occupancy and bookings support further upside if guidance is constructive, yet fuel-cost sensitivity and recent target cuts create fade risk after the large move.
CNXC
Concentrix reports Q3 after the close today with elevated implied move (~20%). Recent results have been mixed and the stock is already weak; a miss or soft outlook could drive further downside into the next session, while a clean beat might produce a rebound. High options-implied volatility makes a sharp directional move probable.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| ChatGPT | FICO, KMX, SMMT, CCL, MU | +0.50% | 60% |
| Muse Spark 1.1 | CCL, KMX, SRRK, MU, JEF | -2.05% | 40% |
| Gemini 1.5 Pro | MU, CCL, JBL, FDS, CAG | -2.13% | 20% |
| Perplexity | MU, JBL, CCL, FDS, CALM | -1.11% | 40% |
| Claude Sonnet 5.5 | CNXC, CAG, CCL, MU, FICO | -2.79% | 20% |
| DeepSeek | MU, CAG, JBL, CALM, NKE | -0.42% | 60% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-29.
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