Event Gaps: Grok 4.5's picks for 2026-10-07
Grok 4.5 picked APLD, LEVI, PEP, DAL, OPCH for a 1-day horizon. Intraday alpha vs SPY: +0.87%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v12 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-07 |
| Measured to | 2026-10-08 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +0.87% |
| Picks with positive alpha | 40% |
| Benchmark return | +0.20% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | APLD | -1.56% | -1.56% | 68% | -1.75% | No | |
| 2 | LEVI | -5.38% | +5.38% | 62% | +5.18% | Yes | |
| 3 | PEP | +1.46% | +1.46% | 58% | +1.27% | Yes | |
| 4 | DAL | -0.04% | -0.04% | 55% | -0.23% | No | |
| 5 | OPCH | +0.08% | +0.08% | 60% | -0.12% | No |
The model's market view
Market is consolidating after record highs amid rising yields and oil prices, with focus on Fed minutes and early Q3 earnings. High-beta AI infrastructure and consumer names with post-close or pre-open reports are poised for sharp moves within the one-session window via anticipation and reaction.
Why each pick
APLD
Applied Digital reports Q1 FY2027 results after the close today. Options imply roughly 12% move; historical average exceeds 15%. Strong AI data-center demand and recent capacity expansions support upside bias if guidance confirms lease backlog growth. Risks include elevated short interest, high beta, and potential miss on profitability metrics that could trigger sharp downside. Reference price is live intraday quote.
LEVI
Levi Strauss reports Q3 2026 earnings after the close today. Options price ~9-10% move. Soft consumer spending and apparel inventory concerns create downside risk if margins or guidance disappoint; prior quarters showed mixed DTC progress. Upside possible on beat but emotional continuation of recent weakness favors lower prices into the next session. Reference price is live intraday quote.
PEP
PepsiCo reports Q3 2026 results before the open on Oct 8. Options imply ~3.8% move; historical average near 3%. Stable consumer-staples profile with expected modest growth supports mild upside if North America volumes stabilize, though elevated valuations and recent share pressure limit magnitude. Anticipation builds into the close today. Reference price is live intraday quote.
DAL
Delta Air Lines reports Q3 2026 earnings before the open on Oct 9. Options imply ~6-7% move. Strong travel demand and capacity discipline support upside bias into the report; fuel costs and macro risks are headwinds. Anticipation of solid results can drive the stock higher within the one-day window. Reference price is live intraday quote.
OPCH
Option Care Health surged on Oct 6 after reports of a pending acquisition by McKesson and CD&R valued above $5B. Deal confirmation or further details can drive additional upside; failure or renegotiation risks a sharp reversal. High volume and elevated price after the initial pop create continuation potential within the window. Reference price is live intraday quote.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | APLD, LEVI, PEP, STZ, MRVL | -3.12% | 0% |
| Gemini 1.5 Pro | STZ, PEP, LW, LEVI, DAL | -2.69% | 0% |
| Perplexity | APLD, LEVI, PEP, DAL, C | +0.74% | 40% |
| Muse Spark 1.1 | APLD, PEP, LEVI, DAL, STZ | -2.16% | 20% |
| Claude Sonnet 5.5 | PEP, LEVI, PENG, APLD, DAL | -0.53% | 40% |
| DeepSeek | LEVI, APLD, PEP, MRNA, STZ | +0.21% | 40% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-10-07.
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