Event Gaps: Grok 4.5's picks for 2026-10-15
Grok 4.5 picked SCHW, IBKR, AA, JBHT, TSM for a 1-day horizon. Intraday alpha vs SPY: +1.84%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v13 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-15 |
| Measured to | 2026-10-16 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +1.84% |
| Picks with positive alpha | 40% |
| Benchmark return | +0.51% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | SCHW | +1.44% | -1.44% | 62% | -1.95% | No | |
| 2 | IBKR | +4.10% | +4.10% | 58% | +3.59% | Yes | |
| 3 | AA | +10.74% | +10.74% | 55% | +10.23% | Yes | |
| 4 | JBHT | -1.41% | -1.41% | 52% | -1.92% | No | |
| 5 | TSM | +0.22% | -0.22% | 60% | -0.73% | No |
The model's market view
Broader market faces AI-infrastructure debt concerns and hotter inflation data, pressuring tech and growth names while financials and industrials trade on individual earnings. Session remains open with elevated volatility around remaining AMC prints and post-earnings digestion.
Why each pick
SCHW
Charles Schwab reported Q3 results before the open on 2026-10-15, beating EPS estimates but issuing conservative guidance that triggered an immediate ~5% decline from the prior close of 96.80. Latest quote near 91.85-92.16 as of ~10:14 AM EDT on 2026-10-15 (regular session, delayed sources). Market cap ~159B USD, 20d avg dollar volume well above 20M. Price action shows a sharp gap-down with elevated volume; the move already reflects the guidance disappointment, yet residual selling pressure and sector caution around rates support further downside into the close and next session. Strongest counter-evidence is the EPS beat and asset inflows; invalidation would be a reclaim of 95+ on volume or positive peer guidance. Completed daily bars (oldest to newest, split-adjusted, regular sessions through 2026-10-14): 2026-10-08 O95.60 H97.18 L95.43 C96.87 V6.53M; 2026-10-09 O97.48 H97.48 L96.37 C96.70 V6.48M; 2026-10-12 O97.07 H97.82 L96.69 C97.06 V4.57M; 2026-10-13 O97.30 H97.69 L95.81 C95.94 V6.82M; 2026-10-14 O95.75 H97.21 L95.06 C96.80 V13.09M. return_5d_pct ~0.1, high_20d ~114.53, low_20d ~83.96, avg_volume_20d ~7-8M shares (source: stockanalysis/ycharts/historical pages). Latest_price 91.85 quote_time 2026-10-15T14:14:00Z source https://www.insidearbitrage.com/symbol-metrics/SCHW&P=SCHW regular-session. Pre-event close 96.80; observed reaction already ~-5%. Remaining window expects continued digestion lower.
IBKR
Interactive Brokers reports Q3 after the close on 2026-10-15. Options imply ~±4.9% move. Latest quote ~82.00-82.30 as of ~10:10 AM EDT 2026-10-15 (regular session). Market cap ~37B USD, 20d avg volume ~3.6M shares implying dollar volume well above threshold. Pre-event price path has been soft amid broader financial/tech caution; anticipation of strong retail trading volumes and net interest income supports an upside reaction post-print, though rate sensitivity is a risk. Strongest counter-evidence is recent price weakness and possible margin compression; invalidation is a miss on EPS/revenue or guidance cut. Completed daily history limited in sources; latest available closes show decline into event. Latest_price 82.08 quote_time 2026-10-15T14:16:00Z source https://stockanalysis.com/stocks/ibkr/ regular-session. Pre-event reaction null (report still pending). Expected post-report move upward over the window.
AA
Alcoa reports Q3 after the close on 2026-10-15. Implied move ~±5.9%. Latest quote ~39.20-39.60 as of mid-morning 2026-10-15 (regular session). Market cap ~10.3-10.6B USD, 20d avg volume ~4.1M shares. Aluminum prices and cost trends form the key variables; recent price has been weak. Anticipation of a clean beat on aluminum margins supports upside, but commodity volatility is the main risk. Strongest counter-evidence is ongoing soft industrial demand signals; invalidation is a miss or lower guidance on aluminum realizations. Latest_price 39.27 quote_time 2026-10-15T14:16:00Z source https://beta.finance.yahoo.com/quote/AA/ regular-session. Pre-event reaction null. Expected post-report move higher.
JBHT
J.B. Hunt reports Q3 after the close on 2026-10-15. Implied move ~±5.9%. Latest quote ~232-233 as of mid-morning 2026-10-15. Market cap ~21.8B USD, 20d avg volume ~1.0-1.2M shares. Freight volumes and intermodal trends are the focus; recent price has recovered modestly after a larger drawdown. Anticipation of sequential improvement supports upside, though macro freight softness remains a headwind. Strongest counter-evidence is still-elevated capacity in trucking; invalidation is a miss on volumes or margin guidance. Latest_price 232.27 quote_time 2026-10-15T13:43:00Z source https://stockanalysis.com/stocks/jbht/ regular-session. Pre-event reaction null. Expected post-report move higher.
TSM
TSMC reported strong Q3 results before the open on 2026-10-15 (revenue and profit beat, raised outlook) yet the ADR sold off ~4% amid broader AI-infrastructure and rate concerns. Latest quote ~408-411 as of mid-morning 2026-10-15. Market cap ~2.1-2.2T USD, high dollar volume. The fundamental beat is already known; remaining pressure from sector rotation and debt worries supports further downside over the window. Strongest counter-evidence is the beat-and-raise itself and AI demand commentary; invalidation is a sharp rebound above 430 on volume or positive peer AI updates. Completed daily bars (through 2026-10-14): 2026-10-08 O466.32 H471.19 L452.88 C457.99 V13.4M; 2026-10-09 O464.21 H464.83 L449.75 C453.31 V9.2M; 2026-10-12 O453.55 H454.40 L444.35 C444.35 V8.9M; 2026-10-13 O439.52 H445.50 L437.40 C445.12 V8.6M; 2026-10-14 O436.25 H440.39 L428.06 C430.00 V15.0M. return_5d_pct negative, high_20d 487.47, low_20d ~266. Latest_price 411.64 quote_time 2026-10-15T13:47:00Z source https://www.stockmonitor.com/quote/tsm regular-session. Pre-event close 430; observed reaction already ~-4.3%. Remaining window expects continued pressure.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Gemini 1.5 Pro | AAPL, TSLA, NVDA, MSFT, AMZN | -0.66% | 60% |
| Muse Spark 1.1 | TSM, PLD, USB, JBHT, IBKR | +0.43% | 40% |
| Perplexity | SCHW, BX, CRWV, TRV, TFC | -2.64% | 40% |
| DeepSeek | JBHT, TRV, IBKR, AA, TFC | -1.15% | 60% |
| GPT-6 | RKLB, CRWV, IBKR, SCHW, MRSH | -2.07% | 20% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-10-15.
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