Event Gaps: GPT-5.6 Sol's picks for 2026-09-10
GPT-5.6 Sol picked COO, AVAV, SKIL, M, DBI for a 1-day horizon. Intraday alpha vs SPY: -1.97%. Picks with positive alpha: 80%.
| Experiment | Event Gaps |
|---|---|
| Model | GPT-5.6 Sol |
| Prompt version | event-gap-v7 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-09 |
| Measured to | 2026-09-10 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -1.97% |
| Picks with positive alpha | 80% |
| Benchmark return | -0.03% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | COO | down | +4.41% | +4.41% | 79% | +4.44% | Yes |
| 2 | AVAV | up | +0.20% | +0.20% | 76% | +0.23% | Yes |
| 3 | SKIL | down | -22.98% | -22.98% | 72% | -22.95% | No |
| 4 | M | down | +1.23% | +1.23% | 66% | +1.26% | Yes |
| 5 | DBI | down | +7.16% | +7.16% | 63% | +7.18% | Yes |
The model's market view
The September 10 opening setup is dominated by fresh after-hours earnings reactions and several officially scheduled premarket reports. The broad backdrop is risk-sensitive: the S&P 500 fell 0.48% on September 9, Brent crude settled above $101, the 10-year Treasury yield was near 4.84%, and U.S. PPI is due during the September 10 morning. For the primary open-to-close score, I prefer situations where the initial gap could be followed by stabilization or continued fundamental repricing rather than names whose entire catalyst appears exhausted before the bell.
Why each pick
COO
The earnings event has occurred. CooperCompanies reported fiscal Q3 adjusted EPS of $1.15, slightly above consensus, but revenue of about $1.066 billion missed expectations and the company cut its annual profit outlook amid weak contact-lens demand. Extended-hours data showed a decline of roughly 16%, making a large negative September 10 opening gap highly probable. The gap forecast is down, but the open-to-close thesis is more constructive: a double-digit opening reset could already discount much of the guidance disappointment, creating room for stabilization or partial recovery if investors focus on record free cash flow, share repurchases and the completed strategic review. The main risk is continued estimate reductions and persistent concern about organic growth, which could keep selling pressure active after the open.
AVAV
The earnings event has occurred and produced a positive after-hours response. AeroVironment reported fiscal Q1 adjusted EPS of $0.59 versus roughly $0.22 expected, revenue of $480.5 million versus about $452 million expected, and funded backlog of $1.5 billion, up 37% year over year. Shares rose about 3% after hours after falling more than 5% during the regular session. I expect an upward opening gap, with some potential for continued open-to-close strength because the results directly address recent concerns about growth and backlog quality. The risk is that management maintained rather than raised its full-year outlook and that defense-sector sentiment remains volatile, so the initial earnings relief could fade after the opening auction.
SKIL
The earnings event has occurred by the time of the company's scheduled 5:00 PM ET results call. Reported adjusted EPS of $1.17 exceeded the approximately $0.83 consensus, while revenue of $98.25 million was slightly below the roughly $99 million estimate. Despite the EPS beat, extended-hours data showed SKIL down more than 10%, indicating that investors were focused on revenue quality or forward expectations rather than headline earnings. I expect a sizable downward gap. Because the primary score is open-to-close, the ranking assumes some possibility of stabilization after a heavily discounted opening; the largest risk is that the after-hours decline reflects deeper concerns from management commentary that continue through the next session.
M
The catalyst is officially scheduled but has not occurred at the prediction timestamp. Macy's will report fiscal Q2 results before the September 10 market open, with its earnings call scheduled for 8:00 AM ET. Analysts cited by TipRanks expect revenue around $4.81 billion, down roughly 4% year over year, and adjusted EPS of about $0.37, down from $0.41. Persistent consumer pressure, high oil prices and elevated interest rates create downside sensitivity if comparable sales or guidance disappoint. I forecast a downward opening gap, but the confidence is lower than for already-reported companies because the result itself is unknown. The open-to-close path could reverse upward if the initial reaction is excessively negative or if management raises guidance; conversely, weak comparable sales and cautious guidance could extend losses.
DBI
The catalyst is officially scheduled and remains uncertain at the prediction timestamp. Designer Brands will issue fiscal Q2 results before its 8:30 AM ET September 10 conference call. Its previous quarter showed improving gross margin and better-than-expected adjusted EPS, but the company still guided full-year sales to a range of down 1% to up 1%, leaving the stock highly sensitive to DSW comparable sales, footwear demand and guidance. With consumer discretionary conditions pressured by high energy costs and interest rates, I forecast a downward opening gap if results fail to demonstrate continued margin improvement. The opposite risk is substantial: another EPS beat or stronger full-year guidance could instead produce a sharp gap up, which is why confidence is the lowest of the five. Any opening decline could also partially reverse intraday if gross-margin trends remain strong.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Muse Spark 1.1 | AVAV, COO, ORCL, ADBE, CAL | -0.04% | 40% |
| Gemini 1.5 Pro | COO, IQV, BAX, ADBE, CPRT | +0.18% | 60% |
| Grok 4.5 | COO, AEO, NAVN, AVAV, CHWY | +0.33% | 60% |
| Gemini 3 Pro | ASO, NET, COO, NAVN, AVAV | +1.38% | 60% |
| Claude Opus 5 | AVAV, NAVN, AEO, M, COO | -0.08% | 60% |
Written up on ForecastNest Insights: Event Gaps: GPT-5.6 Sol's picks for 2026-09-10.
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