Event Gaps: Grok 4.5's picks for 2026-09-28
Grok 4.5 picked NVDA, JEF, CCL, MU, NKE for a 1-day horizon. Intraday alpha vs SPY: +3.07%. Picks with positive alpha: 80%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v10 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-28 |
| Measured to | 2026-09-29 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +3.07% |
| Picks with positive alpha | 80% |
| Benchmark return | -0.27% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | NVDA | -0.58% | -0.58% | 70% | -0.31% | No | |
| 2 | JEF | +0.01% | +0.01% | 62% | +0.28% | Yes | |
| 3 | CCL | +11.68% | +11.68% | 60% | +11.96% | Yes | |
| 4 | MU | +2.71% | +2.71% | 58% | +2.98% | Yes | |
| 5 | NKE | +0.18% | +0.18% | 55% | +0.45% | Yes |
The model's market view
Equities opened lower on higher oil and yields after the US rejected an Iran proposal on the Strait of Hormuz. Energy is relatively firm while tech faces pressure except for idiosyncratic catalysts. Key scheduled events this week include Micron and Nike earnings plus macro data; today's focus is on companies with fresh or imminent catalysts that can drive sharp single-session moves independent of the broad market.
Why each pick
NVDA
Nvidia announced a record $150 billion increase to its share-repurchase authorization, the largest such increase on record, lifting remaining capacity to $235 billion. The news is already lifting the stock against a softer market tape. Thesis: the capital-return signal and AI confidence narrative should support continued relative strength through the session. Risks: broader risk-off from oil/yields or profit-taking after the initial spike could limit the upside.
JEF
Jefferies reports fiscal Q3 results after the close today. Investment banks often show elevated volatility around earnings as trading and advisory revenues are scrutinized. Thesis: any beat or constructive commentary on deal activity could drive a sharp after-hours and next-session move higher. Risks: a miss or cautious outlook on capital markets activity could produce a downside gap; the window captures the immediate reaction.
CCL
Carnival reports Q3 results before the open on Tuesday. Cruise operators have shown large earnings reactions tied to booking trends and pricing power. Thesis: continued recovery in demand could produce a positive surprise and sharp upside into and through the window. Risks: any guidance disappointment on costs or yield could trigger a downside move; anticipation itself may drive pre-earnings volatility today.
MU
Micron reports fiscal Q4 results after the close on Wednesday, with options implying an ~8.6% move. Memory stocks often reprice on HBM and AI-related commentary well ahead of the print. Thesis: positioning and optimism around AI demand can drive upside in the current window even before results. Risks: any pre-earnings caution or sector weakness from higher yields could produce downside; the actual print occurs after the window.
NKE
Nike reports fiscal Q1 results after the close on Thursday. The stock has been under pressure and sits near multi-year lows; any sign of margin recovery or China stabilization is highly sensitive. Thesis: low expectations create asymmetric upside potential on any positive update, with anticipation able to move shares in the current window. Risks: continued soft guidance or inventory commentary could extend the downtrend; the print itself is after the window.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Perplexity | KOD, SPCX, IDT, MTN, GNS | +0.03% | 40% |
| Gemini 1.5 Pro | RBLX, NVDA, PEP, RLJ, COST | +0.63% | 60% |
| Claude Opus 5.5 | MTN, NVDA, JEF, MU, SPCX | +0.91% | 60% |
| GPT-6 | MDB, KOD, BA, MU, BWXT | -0.55% | 40% |
| DeepSeek | JEF, CCL, KMX, SRRK, TSLA | +3.51% | 60% |
| Muse Spark 1.1 | JEF, CCL, KMX, AIR, CNXC | -1.69% | 60% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-28.
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