Event Gaps: GPT-5.6 Sol's picks for 2026-09-25
GPT-5.6 Sol picked TBN, LGCY, SCHL, COST, DYN for a 1-day horizon. Intraday alpha vs SPY: +1.19%. Picks with positive alpha: 60%.
| Experiment | Event Gaps |
|---|---|
| Model | GPT-5.6 Sol |
| Prompt version | event-gap-v9 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-24 |
| Measured to | 2026-09-25 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +1.19% |
| Picks with positive alpha | 60% |
| Benchmark return | +0.33% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | TBN | up | -1.79% | -1.79% | 79% | -2.12% | No |
| 2 | LGCY | up | +0.65% | +0.65% | 76% | +0.31% | Yes |
| 3 | SCHL | down | +8.27% | +8.27% | 73% | +7.93% | Yes |
| 4 | COST | down | +4.03% | +4.03% | 71% | +3.70% | Yes |
| 5 | DYN | up | -3.55% | -3.55% | 62% | -3.88% | No |
The model's market view
The next open is unusually event-driven because several companies report after Thursday's close or before Friday's open while the broader market is dealing with elevated Treasury yields, oil above $100 and geopolitical uncertainty. I therefore favor company-specific earnings and clinical catalysts over broad beta. Gap forecasts below refer only to Friday's opening price relative to Thursday's regular-session close; the subsequent open-to-close path may differ materially.
Why each pick
TBN
Tamboran has the clearest pre-open binary catalyst because its fiscal Q4 2026 earnings release and conference call are officially scheduled for 8:00 AM EDT on September 25, ninety minutes before the U.S. open. The company has already reported first gas sales from the Beetaloo Basin and commissioning activity at the Sturt Plateau Compression Facility, so investors will be focused on production ramp timing, realized sales, capital requirements and guidance. Those operational milestones create a reasonable chance that the report emphasizes improving commercialization rather than only development spending. I forecast an up gap, but the risk is substantial because TBN remains capital-intensive and any slower ramp, larger funding requirement or cautious guidance could reverse the reaction. The reference price is a real-time September 24 quote from StockAnalysis.
LGCY
Legacy Education reports fiscal Q4 and full-year 2026 results after Thursday's close. Its preceding quarters established a strong operating trend: Q2 revenue grew 40.7%, adjusted EBITDA increased 61.6% and student starts increased 49.4%, while Q3 also delivered record revenue and profitability. The company recently announced a new Houston campus, reinforcing the enrollment and geographic-expansion thesis. Because LGCY is only about a $132 million company with relatively light trading volume, a material earnings or guidance surprise could create a large percentage opening gap. I forecast an up gap on continued enrollment and earnings momentum. The major risks are slower student starts, higher campus-opening costs, weaker margins or guidance that shows expansion spending outrunning revenue growth. The reference price is a real-time September 24 trade.
SCHL
Scholastic reports fiscal Q1 2027 results after Thursday's close, with the company-hosted call at 4:30 PM EDT. The quarter is seasonally weak, and the consensus expects a loss of roughly $3.4 per share. More importantly, the prior fiscal Q4 produced $476.1 million of revenue versus a consensus near $517 million, and the company's fiscal 2027 revenue guidance of about $1.6 billion was below the approximately $1.7 billion consensus cited by MarketBeat. That creates downside sensitivity if school-book-fair demand, trade publishing or education solutions remain soft. I forecast a down gap. The main counter-risk is that the seasonally weak quarter is already well understood and cost controls or improved school-channel demand produce a better-than-feared result. The reference price is a September 24 real-time quote from StockAnalysis.
COST
Costco reports fiscal Q4 2026 results after Thursday's close. Expectations are high: consensus estimates are approximately $6.55 EPS and $94.9 billion of revenue, while August net sales rose 9.9% and digitally enabled sales rose 17.9%. The complication is valuation and expectations. COST trades around 45 times trailing earnings, and recent commentary has highlighted possible pressure from fuel costs, inflation and slowing membership growth, with at least one analyst expecting core Q4 earnings to miss estimates. At that valuation, an otherwise respectable quarter could still produce a negative opening reaction if margins, renewal trends or guidance fall short. I therefore forecast a moderate down gap. The counter-risk is a strong membership-fee result, unexpectedly resilient margins or discussion of a special dividend. The reference price is a September 24 real-time quote.
DYN
Dyne Therapeutics has a scheduled September 25 scientific catalyst rather than an earnings event. The company will present preclinical data on four Duchenne muscular dystrophy candidates using its FORCE platform at the NMSG meeting. The formal poster presentation is scheduled for 5:00-7:00 PM Central Time, after Friday's regular session, so the target opening gap would be driven by anticipation rather than newly released poster data. The company has already disclosed that the presentation will include exon-skipping results for four programs and in-vivo pharmacokinetic and pharmacodynamic data for DYNE-253. DYN has recently been highly sensitive to neuromuscular-disease read-throughs, making even preclinical franchise-extension data capable of affecting sentiment. I forecast a modest up gap on anticipation. Risks are that the data are viewed as already telegraphed, investors focus on competitive concerns after the recent Novartis setback, or no new quantitative information emerges before the open.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Claude Opus 5 | IONQ, ORCL, CBRL, MCD, DIS | -0.25% | 40% |
| Muse Spark 1.1 | COST, NKE, SNX, DRI, SCHL | +1.69% | 60% |
| Gemini 3 Pro | COST, KMX, MU, NVDA, TSLA | -0.27% | 40% |
| Grok 4.5 | COST, SCHL, SNX, BB, DRI | +0.17% | 40% |
| DeepSeek | BB, KNF, IONQ, SRRK, DLTR | -0.87% | 60% |
Written up on ForecastNest Insights: Event Gaps: GPT-5.6 Sol's picks for 2026-09-25.
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