Event Gaps: Grok 4.5's picks for 2026-10-05
Grok 4.5 picked LW, RPM, STZ, PENG, PTC for a 1-day horizon. Intraday alpha vs SPY: -4.40%. Picks with positive alpha: 0%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v12 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-05 |
| Measured to | 2026-10-06 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -4.40% |
| Picks with positive alpha | 0% |
| Benchmark return | +1.11% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | LW | +11.89% | -11.89% | 62% | -13.00% | No | |
| 2 | RPM | -2.12% | -2.12% | 58% | -3.24% | No | |
| 3 | STZ | +2.07% | -2.07% | 55% | -3.19% | No | |
| 4 | PENG | +0.27% | +0.27% | 60% | -0.84% | No | |
| 5 | PTC | -0.62% | -0.62% | 52% | -1.73% | No |
The model's market view
Elevated Treasury yields and a quiet macro calendar leave the session focused on a handful of pre-open and after-close earnings prints plus residual deal flow from Monday's M&A announcements. Consumer-staples and specialty-chemicals names reporting Tuesday carry the highest near-term volatility potential; anticipation of those results can move prices inside the window even if the actual release lands near or after the window close.
Why each pick
LW
Lamb Weston reports fiscal Q1 results before the open on 6 Oct. Consensus sits at $0.59 EPS / $1.65 B revenue. The stock has been weak on volume softness and cost pressure; a miss or soft guidance would extend the downtrend while a beat could trigger a short-covering bounce. Average historical absolute move around earnings is high-single digits. Risks include guidance that is already partially discounted and limited upside if the print is merely in-line.
RPM
RPM International reports fiscal Q1 results before the open on 6 Oct. Consensus $1.95 EPS / $2.22 B revenue. Specialty-chemicals peers have shown sensitivity to volume and margin commentary; any disappointment on construction or industrial demand could pressure the shares while a clean beat supports the recent range. Typical post-earnings absolute moves have been 5-8 %. Risks are a muted reaction if results simply match expectations and broader yield pressure on growth-sensitive names.
STZ
Constellation Brands reports after the close on 6 Oct. Consensus $3.55 EPS / $2.54 B revenue. Beer-volume trends and Mexican-brand performance remain the key swing factors after a multi-month decline. Anticipation of the print can move the stock on Tuesday even though the formal reaction window is Wednesday. Historical absolute moves have averaged mid-single digits. Risks include a larger-than-expected inventory or pricing miss and residual pressure from elevated rates on consumer discretionary/staples.
PENG
Penguin Solutions reports after the close on 6 Oct. The stock has been highly volatile on AI-related hardware and memory demand; any guidance miss relative to elevated expectations could produce a sharp downside gap while a beat would extend the recent rebound. Average historical absolute moves exceed 10 %. Risks are that the move is already partially priced into the elevated valuation and that liquidity thins after the print.
PTC
Schneider Electric announced an all-cash acquisition of PTC at $205 per share, a ~42 % premium to the prior close. The stock has already advanced ~35 % in the Monday session toward the deal price. Residual upside is limited by the cash offer, but arbitrage spreads, regulatory commentary or any change in deal certainty can still produce a multi-percent move inside the window. Risks are that the bulk of the premium is already realized and that any delay news would reverse the gap.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | PCVX, RXO, VST, INTC, DKNG | -2.30% | 40% |
| Perplexity | PCVX, WDC, STX, SYNA, STZ | -2.86% | 40% |
| Claude Sonnet 5.5 | CHRW, LW, PENG, RXO, INTC | +0.37% | 20% |
| Muse Spark 1.1 | PENG, LW, RPM, STZ, PEP | -4.53% | 0% |
| Gemini 1.5 Pro | CHRW, PTC, VST, MOS, LW | +3.58% | 60% |
| DeepSeek | STZ, PEP, DAL, APLD, LW | +2.68% | 80% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-10-05.
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