Event Gaps: Grok 4.5's picks for 2026-10-13
Grok 4.5 picked UNH, GS, ASML, BAC, MS for a 1-day horizon. Intraday alpha vs SPY: -1.45%. Picks with positive alpha: 40%.
| Experiment | Event Gaps |
|---|---|
| Model | Grok 4.5 |
| Prompt version | event-gap-v13 |
| Asked | |
| Horizon | 1-day |
| Measured from | 2026-10-13 |
| Measured to | 2026-10-14 |
| Benchmark | SPY |
| Status | Settled |
| Intraday alpha vs SPY | -1.45% |
| Picks with positive alpha | 40% |
| Benchmark return | -0.65% |
The picks
| Rank | Symbol | Gap direction | Price change | Return in the called direction | Confidence | vs benchmark | Called right |
|---|---|---|---|---|---|---|---|
| 1 | UNH | +3.11% | +3.11% | 68% | +3.76% | Yes | |
| 2 | GS | -1.95% | -1.95% | 65% | -1.30% | No | |
| 3 | ASML | +0.45% | +0.45% | 62% | +1.10% | Yes | |
| 4 | BAC | -8.34% | -8.34% | 58% | -7.69% | No | |
| 5 | MS | -3.78% | -3.78% | 55% | -3.13% | No |
The model's market view
Bank earnings season is underway with mixed results so far: strong beats from GS and UNH supporting financials and healthcare, while chip stocks face pressure from AI competition concerns. Anticipation for ASML and remaining bank prints (BAC, MS) tomorrow BMO is the dominant near-term catalyst, with elevated implied moves and potential for continuation or reversal depending on guidance and NII commentary. Broader market is mixed with rotation away from pure AI names.
Why each pick
UNH
UNH reported a clear beat (adj EPS $4.69 vs ~$4.14 est) and raised FY2026 adj EPS guidance to at least $20.50 from $19.50-$20.00, driven by improved medical cost ratio (88.4%). Stock gapped higher premarket and is holding gains intraday amid positive fundamental revision. Completed 5 sessions show recovery from recent lows with volume near average; 20d range context supports continuation if cost discipline narrative holds. Strongest counter-evidence is membership attrition and prior cyber/regulatory overhangs that could re-emerge on the call. Price action post-print supports further upside into close/next session rather than full fade. Invalidation: close below pre-earnings levels (~$378) on rising volume or guidance walk-back. latest_price 376.09 quote_time 2026-10-13T14:16:00Z source https://www.webull.com/quote/nyse-unh delayed regular-session. Partial session open ~397 high ~399.86 low ~372.88 cumulative volume ~4.7M as-of ~10:16 EDT. Pre-event close 378.52; observed reaction already +~4% premarket faded partially. Remaining window expects further positive drift on guidance confirmation.
Daily bars (oldest-newest, regular sessions completed by prediction_time, split-adjusted, US Eastern): 2026-10-06 O375.92 H383.48 L372.01 C375.98 V5631976; 2026-10-07 O375.38 H376.45 L368.50 C370.95 V7293655; 2026-10-08 O373.94 H387.52 L373.02 C379.30 V7466705; 2026-10-09 O382.98 H382.98 L373.67 C378.52 V5910791; 2026-10-12 (latest completed) data incomplete in sources but prior close used. return_5d_pct approx +1.5 (null exact due to incomplete 6th close). high_20d ~387.52 low_20d ~362.60 avg_volume_20d ~5.5M (approx from available). Source https://www.marketwatch.com/investing/stock/unh/download-data.
GS
GS delivered substantial beat (EPS $17.01 vs ~$13 est, rev $18.68B vs ~$16.8B) driven by 72% equities revenue surge and solid IB fees. Premarket strength and intraday hold support continuation as trading/IB narrative strengthens versus peers. Recent 5 sessions showed pressure into the print; volume elevated on reaction. Counter-evidence includes FICC softness and broader rate/volatility risks. Price action favors upside follow-through over immediate mean-reversion. Invalidation: reversal below $900 on heavy volume or negative management commentary on pipeline. latest_price ~908-920 range quote_time ~2026-10-13T14:00Z source various delayed regular-session. Pre-event close ~894; observed reaction +3-4% holding. Remaining window expects residual positive drift.
Daily bars approx from sources: recent closes around 894-900 range with volume 1.5-3M. Exact 5d/20d incomplete; high_20d ~1150 low_20d ~868 avg_volume_20d ~2M. Source https://finance.yahoo.com and Benzinga.
ASML
ASML reports Q3 tomorrow BMO with high expectations for AI-driven EUV demand (rev est ~€11.7B, +55% YoY). Chip sector under pressure today from China competition news, creating potential relief or further downside on print. Anticipation can drive positioning in remaining session. 20d range extended after strong run; recent sessions show pullback on volume. Counter-evidence is sector-wide AI sustainability fears and elevated valuation. Invalidation: guidance cut or order soft patch leading to gap-down hold. latest_price ~1709-1715 quote_time 2026-10-13T14:21Z source stockmonitor delayed. Partial session down ~2%. Pre-event path declining; expected post-print move not yet realized.
Daily bars: 2026-10-06 O1870 H1870 L1819 C1834 V1.6M; 2026-10-07 O1789 H1812 L1786 C1805 V1.25M; 2026-10-08 O1792 H1843 L1763 C1770 V1.93M; 2026-10-09 O1819 H1826 L1778 C1780 V1.2M; 2026-10-12 O1784 H1785 L1750 C1750 V1.1M. return_5d_pct ~-6. high_20d ~1998 low_20d ~946 avg_volume_20d ~1.4M. Source https://www.marketwatch.com/investing/stock/asml/download-data.
BAC
BAC reports Q3 tomorrow BMO; focus on NII growth (guided upper end 6-8%) versus expected IB fee decline >10%. Peer results mixed, creating setup for relative performance. Stock has pulled back recently; volume elevated on down days. Anticipation of print can move shares in remaining window. Counter-evidence is rate sensitivity and lower capital markets activity. Invalidation: NII miss or credit provision spike. latest_price ~54.0-54.6 quote_time 2026-10-13T14:00Z source Yahoo delayed. Partial session mixed. Pre-event path soft; expected reaction after print.
Daily bars: 2026-10-06 O54.27 H54.46 L53.88 C54.09 V25M; 2026-10-07 O53.19 H53.68 L52.91 C53.52 V31M; 2026-10-08 O52.98 H53.61 L52.24 C53.61 V60M; 2026-10-09 O53.41 H54.40 L53.41 C54.32 V28M; 2026-10-12 O54.50 H54.93 L54.24 C54.58 V24M. return_5d_pct ~+1. high_20d ~65.23 low_20d ~46.12 avg_volume_20d ~34M. Source https://stockanalysis.com/stocks/bac/history/.
MS
MS reports Q3 tomorrow BMO alongside BAC; wealth management and trading expected solid given peer GS strength. Stock has underperformed recently amid rate concerns. Anticipation of results can drive positioning. Counter-evidence is market volatility impact on trading and any wealth outflows. Invalidation: significant miss on wealth or trading revenue. latest_price ~190 range from available sources. Historical volume supports liquidity. Price action into event mixed.
Daily data limited in sources; recent closes ~190 with avg volume supporting >$20M dollar volume. high_20d/low_20d not fully verified; return_5d_pct null. Source Yahoo Finance quotes.
Other models on the same run
| Model | Picks | Intraday alpha vs SPY | Picks with positive alpha |
|---|---|---|---|
| Perplexity | JPM, MU, XOM, AAPL, ASML | +1.19% | 100% |
| Gemini 1.5 Pro | JPM, DAL, UNH, NFLX, TSLA | +2.34% | 80% |
| Muse Spark 1.1 | JPM, WFC, GS, C, MU | +2.99% | 100% |
| GPT-6 | GS, WFC, UNH, MU, SNDX | -0.50% | 20% |
| DeepSeek | ASML, ACN, FAST, NRIX, BAC | -0.43% | 80% |
Written up on ForecastNest Insights: Event Gaps: Grok 4.5's picks for 2026-10-13.
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