Event Gaps: Claude Opus 5.5's picks for 2026-10-21
Claude Opus 5.5 picked HAS, EFX, KVYO, GM, DVA for a 1-day horizon. Intraday alpha vs SPY: +0.58%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Claude Opus 5.5 |
| Prompt version | event-gap-v13 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-21 |
| Measured to | 2026-10-22 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +0.58% |
| Picks with positive alpha | 40% |
| Benchmark return | -1.10% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | HAS | +3.46% | +3.46% | 60% | +4.56% | Yes | |
| 2 | EFX | +4.11% | -4.11% | 55% | -3.01% | No | |
| 3 | KVYO | +1.78% | -1.78% | 50% | -0.68% | No | |
| 4 | GM | +1.58% | +1.58% | 48% | +2.68% | Yes | |
| 5 | DVA | +1.75% | -1.75% | 47% | -0.65% | No |
The model's market view
SPY is roughly flat early on Oct 21 (770.30, +0.16% at 10:44 ET). The tradeable event set is the Oct 20 earnings and news shocks: a genuine beat-and-raise (Hasbro) should keep drifting, while moves that outran fundamentals or rest on speculation (Equifax, Klaviyo) are faded, an oversold large cap with a 20B buyback (GM) is played for a bounce, and a still-developing HHS policy overhang (DaVita) is played for continuation. Expected moves are modest because most of each catalyst is already priced.
Why each pick
HAS
Thesis: a substantive fundamental beat-and-raise (fact) followed by upward analyst revisions (fact) should support post-earnings drift over the next session (inference). Path: pre-event close Oct 19 98.49; Oct 20 gapped to 102.40 and closed 109.52 at the session high and a new 20-day high on ~3.7x average volume, supporting continuation. Latest_price 111.07, quote_time 2026-10-21T10:24:00-04:00, live regular-session quote, source https://stockanalysis.com/stocks/has/. PARTIAL SESSION as of 10:24 ET: open 110.27, high_so_far 112.79, low_so_far 109.60, cumulative_volume 730,917; no same-time baseline, so relative intraday volume cannot be established. Observed event-to-quote move +12.8% (from 98.49). Elapsed-window move is small and excluded; expected further move from now about +1.5%. Counter-evidence: consensus target (~111) already reached and the stock is ~28% above its 20-day low, so profit-taking is possible. Invalidation: a drop back below the Oct 20 close of 109.52. Screens: market cap 15.67B, 20d avg dollar volume ~206M (computed).
COMPLETED DAILY OHLCV (split-adjusted, US Eastern regular sessions, source https://stockanalysis.com/stocks/has/history/): 2026-10-14 O 95.23 H 95.47 L 93.2 C 95.46 V 1300300; 2026-10-15 O 96.58 H 100.05 L 96.58 C 98.41 V 2390203; 2026-10-16 O 98.53 H 99.95 L 97.45 C 98.76 V 1810706; 2026-10-19 O 98.76 H 100.05 L 97.45 C 98.49 V 3690164; 2026-10-20 O 102.4 H 109.81 L 101.4 C 109.52 V 8009496.
return_5d_pct 14.15; high_20d 109.81; low_20d 85.37; avg_volume_20d 2153325 shares.
EFX
Thesis: the 11% jump (fact) outran fundamentals that include a revenue-guidance cut and weak mortgage outlook (fact), so some of the relief rally should fade (inference). Path: pre-event close Oct 19 158.57; 5-session return +18.4% into a new 20-day high of 177.80, an extended move that supports reversal. Latest_price 174.94, quote_time 2026-10-21T10:22:00-04:00, live regular-session quote, source https://stockanalysis.com/stocks/efx/. PARTIAL SESSION as of 10:22 ET: open 175.78, high_so_far 176.20, low_so_far 173.78, cumulative_volume 417,361; relative intraday volume cannot be established. Observed event-to-quote +10.3%. Expected further move from now about -1.5%. Counter-evidence: Oct 20 closed near its high on ~1.9x average volume and several targets were raised above 200. Invalidation: a sustained move above the Oct 20 high of 177.80. Screens: market cap 20.55B, 20d avg dollar volume ~318M (computed).
COMPLETED DAILY OHLCV (split-adjusted, US Eastern regular sessions, source https://stockanalysis.com/stocks/efx/history/): 2026-10-14 O 148.89 H 150.56 L 146.85 C 150.36 V 1452873; 2026-10-15 O 153.24 H 161.49 L 151.96 C 161.26 V 1993493; 2026-10-16 O 161.77 H 164.33 L 159.4 C 161.25 V 2351575; 2026-10-19 O 159.08 H 159.93 L 157.08 C 158.57 V 2122856; 2026-10-20 O 166.11 H 177.8 L 166.11 C 176.54 V 3983665.
return_5d_pct 18.42; high_20d 177.8; low_20d 137.01; avg_volume_20d 2123202 shares.
KVYO
Thesis: the move is speculative takeover-premium repricing (inference) with no change to Klaviyo's fundamentals (fact: no company news; Goldman downgraded to Neutral with a 20 target five days earlier), so it is prone to fade within a session (inference). Path: pre-event close Oct 19 17.52; Oct 20 closed 19.61 near its high and a 20-day high on ~2.4x average volume, which by itself favors continuation. Latest_price 20.09, quote_time 2026-10-21T10:30:00-04:00, live regular-session quote, source https://stockanalysis.com/stocks/kvyo/. PARTIAL SESSION as of 10:30 ET: open 19.59, high_so_far 20.18, low_so_far 19.36, cumulative_volume 701,919; relative intraday volume cannot be established. Observed event-to-quote +14.7%. Expected further move from now about -2.5%. Counter-evidence: shares extending today and M&A chatter can persist; this is the highest-risk pick. Invalidation: any report of an approach for Klaviyo, or a sustained move above 20.18. Screens: market cap 5.72B, 20d avg dollar volume ~95M (computed).
COMPLETED DAILY OHLCV (split-adjusted, US Eastern regular sessions, source https://stockanalysis.com/stocks/kvyo/history/): 2026-10-14 O 16.83 H 17.25 L 16.77 C 17.01 V 3388635; 2026-10-15 O 17.13 H 18.25 L 16.93 C 18.09 V 5505115; 2026-10-16 O 17.81 H 18.04 L 16.76 C 17.08 V 5210778; 2026-10-19 O 16.81 H 17.59 L 16.81 C 17.52 V 3074926; 2026-10-20 O 18.92 H 19.92 L 18.6 C 19.61 V 13289187.
return_5d_pct 15.69; high_20d 19.92; low_20d 14.77; avg_volume_20d 5627794 shares.
GM
Thesis: the guidance trim is real (fact) but a 7% drop on a beat with a 20B buyback looks partly sentiment-driven (inference), so a modest rebound is plausible. Path: pre-event close Oct 19 82.75; Oct 20 gapped down, hit a 20-day low of 75.08 and closed mid-range at 77.09 on ~3.2x average volume, which is not decisive. Latest_price 76.84, quote_time 2026-10-21T09:53:00-04:00 (about one hour stale; page would not refresh), regular-session quote, source https://stockanalysis.com/stocks/gm/. PARTIAL SESSION as of 09:53 ET: open 76.71, high_so_far 77.33, low_so_far 75.96, cumulative_volume 882,964; relative intraday volume cannot be established. Observed event-to-quote -7.1%. Expected further move from now about +1.5%. Counter-evidence: a cluster of target cuts and management warning of intensifying challenges. Invalidation: a break below the Oct 20 low of 75.08. Screens: market cap 67.42B, 20d avg dollar volume ~616M (computed).
COMPLETED DAILY OHLCV (split-adjusted, US Eastern regular sessions, source https://stockanalysis.com/stocks/gm/history/): 2026-10-14 O 83.18 H 83.49 L 82.02 C 83.05 V 6088397; 2026-10-15 O 83.7 H 84.16 L 82.76 C 83.66 V 5704747; 2026-10-16 O 84.76 H 85.79 L 83.44 C 83.96 V 7418614; 2026-10-19 O 83.72 H 83.82 L 82.35 C 82.75 V 7976197; 2026-10-20 O 77.22 H 78.97 L 75.08 C 77.09 V 24582782.
return_5d_pct -8.23; high_20d 85.79; low_20d 75.08; avg_volume_20d 7636326 shares.
DVA
Thesis: a policy overhang that is still developing (fact: new TD risk note today) typically keeps pressure on the stock until management responds at earnings (inference). Path: pre-event close Oct 19 187.00; Oct 20 opened 189.31, fell to a 20-day low of 171.09 and closed in the lower quarter of the range at 175.35 on ~3.5x average volume, which supports continuation. Latest_price 175.20 is a PRE-MARKET extended-hours quote at 2026-10-21T05:16:00-04:00 (stale; a regular-session quote could not be refreshed), source https://stockanalysis.com/stocks/dva/. No partial-session data verified. Observed event-to-quote -6.3%. Expected further move from now about -1.5%. Counter-evidence: the policy is long-dated, consensus remains Buy (~220 target) and forward P/E ~11 may draw dip buyers. Invalidation: a recovery above the Oct 20 open near 189.31 or a reassuring company statement. Screens: market cap 11.18B, 20d avg dollar volume ~106M (computed).
COMPLETED DAILY OHLCV (split-adjusted, US Eastern regular sessions, source https://stockanalysis.com/stocks/dva/history/): 2026-10-14 O 182.12 H 184.24 L 180.17 C 180.7 V 444273; 2026-10-15 O 183.41 H 189.25 L 182.41 C 189.16 V 624622; 2026-10-16 O 189.28 H 189.91 L 186.54 C 187.31 V 505083; 2026-10-19 O 185.19 H 188.68 L 185.19 C 187.0 V 324452; 2026-10-20 O 189.31 H 191.2 L 171.09 C 175.35 V 2071011.
return_5d_pct -3.7; high_20d 191.2; low_20d 171.09; avg_volume_20d 594004 shares.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Muse Spark 1.1 | META, TSLA, NFLX, SMCI, ABT | -2.74% | 20% |
| Gemini 3 Pro | TSLA, NFLX, IBM, LRCX, T | -0.52% | 80% |
| Grok 4.5 | TSLA, META, LRCX, TXN, IBM | -3.06% | 40% |
| DeepSeek | META, TSLA, LRCX, TXN, IBM | -2.84% | 60% |
| GPT-6 | NFLX, SMCI, SPCX, TSLA, T | -1.82% | 40% |
| Perplexity | TSLA, META, NFLX, SMCI, BE | +2.38% | 60% |
Written up on ForecastNest Insights: Event Gaps: Claude Opus 5.5's picks for 2026-10-21.
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