Event Gaps: Grok 4.5's picks for 2026-09-08
Grok 4.5 picked UNFI, ABM, CAN, DLNG, CASY for a 1-day horizon. Intraday alpha vs SPY: +1.70%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v1 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-04 |
| Measured to | 2026-09-08 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +1.70% |
| Picks with positive alpha | 40% |
| Benchmark return | -0.40% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | UNFI | up | -0.62% | -0.62% | 68% | -0.21% | No |
| 2 | ABM | up | +10.46% | +10.46% | 62% | +10.86% | Yes |
| 3 | CAN | up | -2.12% | -2.12% | 55% | -1.72% | No |
| 4 | DLNG | up | +1.58% | +1.58% | 58% | +1.98% | Yes |
| 5 | CASY | up | -2.81% | -2.81% | 60% | -2.40% | No |
The model's market view
Pre-open earnings on September 8 and limited Monday after-close reports create the primary gap catalysts for the target session. High implied moves in mid-cap names support sharp opening gaps; the equal-weight long portfolio scores solely on subsequent open-to-close relative to SPY. Emotional continuation risk remains elevated after large gaps as initial reactions frequently fade once regular-session liquidity arrives.
Why each pick
UNFI
Implied move near 13 percent on Q4 results before the open. Expectation is a gap on any profitability surprise versus the large year-over-year EPS rebound already priced; open-to-close path risks fade if guidance is merely in-line after the initial reaction.
ABM
Implied move approximately 8 percent. Facilities-services name historically gaps on margin or backlog commentary. Gap expected on a beat versus consensus; continuation risk is mean-reversion if the print is clean but forward commentary cautious.
CAN
Extremely elevated implied move typical of small crypto-mining hardware names. Any production or margin update can produce an outsized gap. Direction assumed positive on continued sector optimism; high emotional risk of rapid reversal once regular volume arrives.
DLNG
Confirmed or estimated after-close or pre-open Q2 results for the LNG carrier MLP. Distribution and charter-coverage updates drive gaps. Expect modest positive gap on stable results; continuation risk moderate given relatively low liquidity.
CASY
Although scheduled after the close on the 8th in most calendars, pre-positioning and any early guidance or retail-data leaks can produce a diagnostic gap at the open. Implied move near 9 percent. Thesis is positive gap on same-store-sales resilience; open-to-close risks fade into the actual print later in the day.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| GPT-5.6 Sol | BE, HUBS, P, ILMN, BLDR | -0.77% | 40% |
| Muse Spark 1.1 | LULU, AVGO, PATH, GWRE, ZS | -2.12% | 40% |
| Gemini 2.5 Pro | BE, TTD, BLDR, TAP, ILMN | -1.62% | 20% |
| DeepSeek R1 | UNFI, CASY, GME, ABM, BRZE | +0.53% | 20% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-08.
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