Event Gaps: Grok 4.5's picks for 2026-10-14
Grok 4.5 picked BAC, BLK, MS, ASML, TSM for a 1-day horizon. Intraday alpha vs SPY: -2.56%. Picks with positive alpha: 20%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v13 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-14 |
| Measured to | 2026-10-15 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -2.56% |
| Picks with positive alpha | 20% |
| Benchmark return | -0.63% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | BAC | +3.34% | -3.34% | 68% | -2.70% | No | |
| 2 | BLK | +0.13% | +0.13% | 72% | +0.76% | Yes | |
| 3 | MS | -1.80% | -1.80% | 65% | -1.17% | No | |
| 4 | ASML | -5.89% | -5.89% | 70% | -5.25% | No | |
| 5 | TSM | -5.07% | -5.07% | 62% | -4.43% | No |
The model's market view
Bank earnings dominate the session with mixed reactions: BAC miss and regulatory charge driving sharp downside, BLK and MS beats supporting selective financial strength, ASML guidance raise reinforcing AI demand, and TSM anticipation for tomorrow's report. Hot CPI earlier raised rate-hike odds, pressuring multiples; focus remains on whether post-earnings follow-through or reversal occurs into the next session amid elevated volatility.
Why each pick
BAC
Q3 results (reported BMO 2026-10-14) showed GAAP EPS $0.91 (adj $1.08) vs ~$1.10-$1.11 consensus and revenue ~$30.0B vs ~$30.6B, pressured by $1.2B regulatory settlement charge and weaker trading. Stock opened sharply lower (~8% pre-market/early trade from prior close ~$53.96) and continued weak intraday. Completed 5d path (oldest to newest approx): 10/07 O53.19 H53.68 L52.91 C53.52 V30.9M; 10/08 O52.98 H53.61 L52.24 C53.61 V59.8M; 10/09 O53.41 H54.40 L53.41 C54.32 V28.8M; 10/12 O54.50 H54.93 L54.24 C54.58 V24.0M; 10/13 O54.44 H54.85 L53.64 C53.96 V45.0M. return_5d_pct ~0.8% (from ~10/06 close). high_20d ~65.23 low_20d ~46.12; avg_volume_20d ~35M shares. Latest quote ~$49.7 (intraday 2026-10-14 ~10:00-10:30 EDT, delayed regular-session, source finance.yahoo.com / stockmonitor). Pre-event close $53.96; observed reaction ~-8% already realized. Volume elevated vs avg. Thesis: residual negative sentiment and fine overhang support further downside continuation over remaining window; strongest counter is NII growth and deposit strength that could spark rebound if market digests charge as one-time. Invalidation: close back above $52 or positive guidance commentary on call. Partial session open ~49.8 high_so_far ~50.5 low_so_far ~49.3 cumulative_vol elevated but relative baseline unavailable.
BLK
Q3 results (reported BMO 2026-10-14) beat with adj EPS $15.93 vs ~$14.30 consensus, revenue $7.75B vs ~$7.42B, AUM $15.49T and strong net inflows $205B. Stock rose pre-market/early trade ~2-3% from prior close ~$1066. Completed 5d path approx: 10/07 O1067 H1070 L1058 C1070 V0.38M; 10/08 O1056 H1070 L1052 C1065 V0.44M; 10/09 O1068 H1087 L1065 C1082 V0.38M; 10/12 O1087 H1093 L1080 C1084 V0.33M; 10/13 O1088 H1091 L1066 C1066 V0.65M. return_5d_pct ~-1%. high_20d ~1219 low_20d ~917; avg_volume_20d ~0.55M shares. Latest quote ~$1092 (intraday 2026-10-14, delayed regular, source marketwatch/stockmonitor). Observed reaction positive ~+2.5%. Thesis: strong flows and fee growth support continued upside into close/next session; counter is broader rate sensitivity and already-priced beat. Invalidation: fade below $1070 on volume. Partial session data limited.
MS
Q3 results (reported BMO 2026-10-14) beat with EPS $3.03 vs ~$2.91-$2.93 consensus, revenue $20.34B vs ~$19.95B, driven by equities trading +41%. Stock traded mixed to lower early. Completed 5d path approx: 10/07 O187.69 H189.86 L185.22 C189.71 V5.05M; 10/08 O186.81 H188.54 L186.15 C187.44 V5.86M; 10/09 O187.76 H190.44 L187.05 C190.02 V4.73M; 10/12 O190.22 H192.08 L189.18 C190.02 V3.89M; 10/13 O192.22 H193.30 L186.35 C186.64 V8.21M. return_5d_pct ~-2%. high_20d ~232 low_20d ~152; avg_volume_20d ~5.5M shares. Latest quote ~$180-185 (intraday 2026-10-14, delayed, source marketwatch). Observed reaction mildly negative despite beat. Thesis: equity strength supports recovery but fixed-income softness and broader bank caution limit upside; counter is wealth-management records. Invalidation: break below $178. Partial session open ~185 high/low limited.
ASML
Q3 results (reported 2026-10-14) showed strong EPS beat and raised FY/Q4 guidance on AI demand and capacity constraints through 2028, though revenue mixed vs some estimates. ADR reacted mixed to positive on guidance. Completed 5d path approx from available: recent closes around 1717 prior day with elevated volume. high_20d ~2000 low_20d ~946; avg_volume_20d ~1.5M shares. Latest quote ~$1690-1710 range (intraday 2026-10-14, delayed, source marketwatch). Observed reaction modest positive on guidance. Thesis: durable AI demand and capacity commentary support further upside; counter is broader semiconductor weakness and prior pullback. Invalidation: close below $1650. Partial session data limited.
TSM
Upcoming Q3 2026 earnings scheduled for 2026-10-15 BMO; prior revenue already strong (+50% YoY record). Anticipation of continued AI-driven beat and guidance update. Completed 5d path limited in sources; recent closes around $445 prior. high_20d ~487 low_20d ~264; avg_volume_20d elevated. Latest quote ~$437 (intraday 2026-10-14, delayed, source futunn/yahoo). Pre-event path soft. Thesis: strong prior revenue and ASML positive spillover support anticipatory upside into report; counter is margin guidance risk and China competition narrative. Invalidation: pre-earnings drop below $420 or weak guidance preview. Partial session limited.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Perplexity | BAC, MS, BLK, SCHW, AA | +1.38% | 80% |
| Meta AI - Muse Spark | ASML, BLK, BAC, TSM, MS | -1.84% | 40% |
| Gemini 3 Pro | AAPL, MSFT, NVDA, AMZN, GOOGL | -0.92% | 20% |
| GPT-6 | PNC, PLD, BNY, USB, SCHW | -0.24% | 40% |
| DeepSeek | TSM, SCHW, GME, BAC, PGR | -3.53% | 0% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-10-14.
ForecastNest provides AI-generated market analysis and quantitative research for informational and educational purposes only. Nothing here constitutes financial, investment, legal, or tax advice.