Event Gaps: ChatGPT's picks for 2026-09-29
ChatGPT picked FICO, KMX, SMMT, CCL, MU for a 1-day horizon. Intraday alpha vs SPY: +0.50%. Picks with positive alpha: 60%.
| Experiment | Event Gaps |
|---|---|
| Model | ChatGPT |
| Prompt version | event-gap-v10 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-09-29 |
| Measured to | 2026-09-30 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | +0.50% |
| Picks with positive alpha | 60% |
| Benchmark return | +0.39% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | FICO | -8.03% | +8.03% | 63% | +7.63% | Yes | |
| 2 | KMX | -8.21% | -8.21% | 61% | -8.61% | No | |
| 3 | SMMT | +2.99% | +2.99% | 56% | +2.59% | Yes | |
| 4 | CCL | +1.94% | +1.94% | 57% | +1.54% | Yes | |
| 5 | MU | -0.26% | -0.26% | 55% | -0.66% | No |
The model's market view
Company-specific catalysts offer clearer directional hypotheses than the broad market. These forecasts cover the full requested window ending 2026-09-30T14:14:00.000Z, excluding moves before the start. Large initial reactions increase reversal risk, so expected moves are incremental forecasts rather than repetitions of opening gaps. Retrieved intraday quotes have different timestamps and are not exact start-of-window prices. Confidence reflects subjective directional conviction, not calibrated probabilities.
Why each pick
FICO
The announced mortgage-scoring competition threatens pricing power; continued investor reassessment could extend selling during this window. This is an inference, not an observed future earnings impact. The retrieved regular-session quote was $658.00 at 09:59 EDT, already down 21.75%; that decline is excluded from the forecast. Emotional liquidation may continue, but an oversold rebound or reassuring company response could sharply reverse it.
KMX
Reported adjusted EPS of $1.16 exceeded the $0.73 consensus, and planned repurchases strengthen the turnaround narrative. I expect further post-earnings buying, although lower profit per retail vehicle and financing-sensitive demand remain risks. The regular-session quote was $61.94 at 10:14 EDT. Its existing 9.52% daily gain is excluded. Emotional chasing could extend the rally, but profit-taking after the initial jump could overwhelm the earnings surprise.
SMMT
The announced $2 billion AstraZeneca investment and clinical collaboration support a financing-risk reduction thesis. The preferred-share conversion equivalent of $18.36 is above the retrieved $16.59 regular-session trade at 09:55 EDT, but is not a guaranteed common-stock floor. I expect partial recovery as investors assess the agreement. The retreat from the $18.91 opening price shows substantial selling pressure. Dilution, conditional closing, clinical uncertainty and another emotional reversal are material risks; earlier gains and losses are excluded.
CCL
Reported quarterly earnings exceeded expectations and management described record 2027 booking occupancy and pricing. I expect some further reassessment of demand strength. However, fourth-quarter EPS guidance below consensus and elevated fuel costs limit conviction. The regular-session quote was $24.71 at 09:59 EDT, already up 11.61%; that gain is excluded. Emotional continuation could support buying, while profit-taking and disappointing call commentary could reverse it.
MU
The officially scheduled earnings call provides a near-term focal point for positioning around AI-memory demand. I expect modest anticipatory buying before the window ends; this does not assume an earnings beat or exposure to the later results reaction. The retrieved regular-session quote was $1073.79 at 10:05 EDT. Earlier appreciation is excluded. Elevated expectations, pre-report de-risking and an emotional reversal in semiconductor sentiment could instead produce a decline.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Muse Spark 1.1 | CCL, KMX, SRRK, MU, JEF | -2.05% | 40% |
| Gemini 1.5 Pro | MU, CCL, JBL, FDS, CAG | -2.13% | 20% |
| Perplexity | MU, JBL, CCL, FDS, CALM | -1.11% | 40% |
| Grok 4.5 | MU, SMMT, KMX, CCL, CNXC | -1.52% | 40% |
| Claude Sonnet 5.5 | CNXC, CAG, CCL, MU, FICO | -2.79% | 20% |
| DeepSeek | MU, CAG, JBL, CALM, NKE | -0.42% | 60% |
Written up on ForecastNest Insights: Event Gaps: ChatGPT's picks for 2026-09-29.
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