Event Gaps: Grok 4.5's picks for 2026-09-30
Grok 4.5 picked MU, BA, ACN, NKE, JBL for a 1-day horizon. Intraday alpha vs SPY: +5.10%. Picks with positive alpha: 60%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v12 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-30 |
| Measured to | 2026-10-01 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +5.10% |
| Picks with positive alpha | 60% |
| Benchmark return | -0.96% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | MU | -3.83% | -3.83% | 72% | -2.87% | No | |
| 2 | BA | -1.65% | -1.65% | 68% | -0.69% | No | |
| 3 | ACN | +24.31% | +24.31% | 65% | +25.27% | Yes | |
| 4 | NKE | -0.01% | +0.01% | 62% | +0.97% | Yes | |
| 5 | JBL | -1.85% | +1.85% | 58% | +2.81% | Yes |
The model's market view
Cooler PCE inflation data and strong ADP jobs support a constructive short-term equity backdrop into the session, with elevated single-stock volatility concentrated around large-cap tech and industrial earnings plus a major defense contract award. Memory and AI-linked names remain the highest-beta catalysts while consumer discretionary faces continued pressure from prior guidance misses.
Why each pick
MU
Micron reports fiscal Q4 results after the close on 30 Sep with consensus near $31.7 EPS and $51B revenue; the stock has exhibited double-digit post-earnings moves historically amid AI memory demand. Anticipation and after-hours reaction will drive the majority of the 1-day window move. Risks include guidance disappointment on HBM pricing or inventory, which could reverse gains quickly given elevated valuations.
BA
Boeing received a >$20B U.S. Navy F/A-XX sixth-generation fighter development contract announced late 29 Sep, marking its second consecutive major next-gen win after the F-47. The award is material positive news already partially priced in after-hours and pre-market; continuation into the session is expected on analyst upgrades and defense sentiment. Risks include residual 737 MAX software issues or broader aerospace execution concerns that could cap upside.
ACN
Accenture reports fiscal Q4 and full-year 2026 results before the open on 1 Oct; consulting and digital transformation demand remains a key focus amid AI spending. Pre-event positioning and the open reaction fall fully inside the window. Risks center on any softness in discretionary IT budgets or lower guidance that could trigger a sell-off given the stock’s recent underperformance.
NKE
Nike reports fiscal Q1 2027 results after the close on 1 Oct; the stock has already declined sharply on prior weak guidance and China demand concerns, leaving elevated short interest and options activity into the print. Anticipation and any pre-event volatility will affect the window even though the full reaction occurs after its end. Risks include a further guidance cut that accelerates downside already underway.
JBL
Jabil reported fiscal Q4 results before the open on 30 Sep; early indications show mixed price action around the print with elevated volume. Continued digestion of the numbers and any guidance commentary will drive residual moves through the remainder of the session and into the next day. Risks include follow-through selling if supply-chain or margin details disappoint relative to the beat.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Muse Spark 1.1 | MU, NKE, CAG, STZ, JEF | +1.67% | 80% |
| Gemini 1.5 Pro | MU, JBL, FDS, CAG, CCL | -1.26% | 20% |
| Perplexity | MU, NKE, ACN, CAG, JBL | -4.12% | 40% |
| Claude Sonnet 5.5 | MU, ACN, MKC, AYI, NKE | -6.06% | 20% |
| DeepSeek | MU, ACN, AYI, CTVA, MKC | -5.90% | 25% |
| GPT-6 | MU, CALM, HPE, JBL, BA | -0.84% | 20% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-09-30.
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