2026-11-06 11:00 EST — Monday gap-risk stack (TTD/KKR/HIMS/OXY/MARA) + BRK-B Saturday filing calendar check

Hourly research report. Research slot: Friday November 6, 2026, 11:00 AM EST (America/New_York). Market/API evidence: TRAI premarket run still showing on /api/latest when checked (~8:58 AM ET generated); Yahoo regular-session snapshots ~11:13–11:18 AM ET. Issuer primaries cited below. Screening/research, not investment advice. No rule is implemented by this report.

Actionable for today's (Fri Nov 6) trading: NO. No Friday same-day gap-risk change to live candidates: Berkshire’s Q3 release is a Saturday 2026-11-07 ~7:00 a.m. Central Internet posting (not Fri AMC), BRK-B is flat mid-session, and the Mon 11-09 stack (TTD AMC mega-gap, KKR BMO, HIMS/OXY/MARA AMC, CEG BMO) is weekend / Monday prep, not a Friday intraday messaging change. Prior-hour VST/CEG/MR paths are backdrop only.

Actionable for weekend / Mon prep: YES (research framing). Size Mon gap-risk off TRAI histories — especially TTD last-4 avg \|gap\| ~13.56% (2.58 ATR), largest near-term \|gap\| in upcoming — plus OXY energy-peer map (ρ≥0.89 to COP/EOG/DVN), KKR↔BX, HIMS/MARA elevated AMC histories, and correct BRK calendar (Sat filing → Mon session reaction).

1. Incremental focus (rotate from 09:00 / 10:00)

The 09:00 Fri open and 10:00 VST webcast / MR / AMC leftovers covered VST/MRNA/CEG and NET/TEAM/MCHP. This hour rotates off that work to:

1. Mon 2026-11-09 gap-risk stack: TTD (AMC), KKR (BMO), HIMS (AMC), OXY (AMC), MARA (AMC) — plus CEG BMO already flagged at 10:00.
2. BRK-B calendar verification against Berkshire IR (TRAI lists 2026-11-07 AMC, tradingDaysUntil 0, sessionsToReaction 1).

2. Live TRAI evidence and clock audit

Read-only API checks returned HTTP 200 around finalization (~11:13 ET). Linked endpoints are mutable. Sources: latest, events, correlations, regime, scorecard.

Scorecard constraint [TRAI]: liveRules all — n 196, mean R −0.0524, distinctDays 10, perDayMeanR −0.0502, day-bootstrap 90% CI [−0.1259, +0.0203], enoughDays false; exitMix TARGET 0 / TIME 191 / STOP 5. Live-rule: 10:00 AM EST entry, 1 ATR stop / 2 ATR target, 60-minute time stop. Do not claim new live-rule edge.

Yahoo mid-session path (~11:13–11:18 ET)

Source: Yahoo Finance chart meta regularMarketPrice vs chartPreviousClose (unofficial; delayed possible). Not executable TRAI fills.

Thu session stats for focus names (TRAI latest universe, marketSessionDate 2026-11-05): TTD −3.17%; KKR −3.0%; HIMS −9.75%; OXY −1.69%; MARA −14.41%; BRK-B −1.17%. ATR%: TTD 4.33%, KKR 3.53%, HIMS 8.13%, OXY 3.35%, MARA 10.42%, BRK-B 1.66%.

3. BRK-B calendar verification [V-P] — Saturday filing, not Fri AMC

Primary [V-P], Berkshire Hathaway, November 4, 2026: Information Regarding Third Quarter Earnings Release (PDF); index on 2026 News.

Verified issuer text: Q3 earnings release and Form 10-Q will be posted on the Internet on Saturday, November 7, 2026, at approximately 7:00 a.m. Central time at www.berkshirehathaway.com.

TRAI mapping: /api/events lists BRK-B date 2026-11-07, timing AMC, tradingDaysUntil 0, sessionsToReaction 1, isEstimate false, avg \|gap\| 0.72% (0.52 ATR), fill 50%, avg day-1 in gap dir +0.55% (n=4). Historical TRAI event timings on BRK-B are mostly labeled BMO with weekend/holiday reaction sessions (e.g. report Sat/Sun → Mon reaction) — the AMC label on 11-07 is a calendar convention mismatch, not evidence of a Friday after-close print.

Interpretation for Friday: no Fri AMC print expected. First cash reaction session is the next regular session after the Sat morning post (Mon 2026-11-09 open path), with historically small \|gap\|. Do not invent a Friday night BRK gap-risk story.

4. Monday stack — issuer dates + TRAI gap histories

TTD — The Trade Desk [V-P] — largest near-term \|gap\|

Primary [V-P], Oct 27, 2026: The Trade Desk Announces Date of Third Quarter 2026 Financial Results and Conference Call.

• Results after the market closes Monday, November 9, 2026.
• Call / webcast 2:00 P.M. Pacific / 5:00 P.M. Eastern Nov 9.

TRAI events: AMC 2026-11-09; gapRisk elevated; tradingDaysUntil 1; sessionsToReaction 2; last-4 avg \|gap\| 13.56% (2.58 ATR); med 13.42%; max 27.16%; fillRate 25%; continuationRate 0%; avg day-1 in gap dir −9.32%. Recent gaps: 2026-02-25 −16.14%; 2026-05-07 −10.71%; 2026-08-06 −27.16% (all unrefilled in last-3 down cases).

Correlations [TRAI asOf 11-05]: cluster 9 TTD/ADBE/INTU/WDAY avgRho 0.65; pairwise ρ ADBE 0.61, INTU 0.62, WDAY 0.58. Soft Fri path (~−1.4%) is not a validated pre-print fade signal (S-127 rejected; S-138/S-142 are size modifiers, not sign predictors).

KKR — KKR & Co. [V-P]

Primary [V-P], Business Wire Sep 29, 2026: KKR & Co. Inc. to Announce Third Quarter 2026 Results.

• Release Mon Nov 9, 2026 before the NYSE open (BMO).
• Call 10:00 a.m. ET Nov 9; webcast via ir.kkr.com.

Also scheduled: BMO Financials Conference presentation Tue Nov 10 (Business Wire Oct 21, 2026: KKR to Present at the BMO Financials Conference) — secondary calendars cite ~8:00 a.m. ET; issuer HTML not successfully re-opened this hour after fetch errors → treat conference clock as [S-1] until IR page confirms; date itself is in the BW headline/URL.

TRAI: BMO 11-09; gapRisk imminent; avg \|gap\| 2.31% (0.76 ATR); fill 100%; avg day-1 in gap dir −0.75%. Cluster 2 banks/alts avgRho 0.585 includes KKR; ρ to BX 0.85, BLK 0.70, AXP 0.66.

HIMS — Hims & Hers [V-P]

Primary [V-P], Oct 12, 2026: Hims & Hers to Announce Third Quarter 2026 Financial Results on November 9, 2026.

• Results AMC Monday Nov 9, 2026; call 5:00 p.m. ET same day.

TRAI: avg \|gap\| 6.85% (0.82 ATR); max 13.49%; fill 75%; avg day-1 in gap dir −3.17%. Cluster 16 AFRM/HIMS/SOFI avgRho 0.624; ρ SOFI 0.62, AFRM 0.50. Thu bar −9.75% then Fri bounce ~+4.3% — pre-print path volatile; do not invent guidance.

OXY — Occidental [V-P]

Primary [V-P], Oct 1, 2026: Occidental to Announce Third Quarter Results Monday, November 9, 2026; Hold Conference Call Tuesday, November 10, 2026.

• Results AMC Mon Nov 9; call Tue Nov 10, 1:00 p.m. ET / 12:00 p.m. CT.

TRAI: avg \|gap\| 4.61% (1.50 ATR); fill 25%; avg day-1 in gap dir +0.56%. Cluster 6 energy avgRho 0.753 (COP/CVX/DVN/EOG/MPC/OXY/PSX/XOM); ρ EOG 0.92, COP 0.91, DVN 0.89, CVX 0.84, XOM 0.83. Prior KB: COP BMO 11-05 + EOG/DVN AMC same week (11-05 16:00 energy wrap). S-004 / S-132 peer map for Mon AMC.

MARA — MARA Holdings [V-P]

Primary [V-P], Nov 2, 2026: MARA Schedules Conference Call for Third Quarter 2026 Financial Results.

• Webcast/call Mon Nov 9, 2026 5:00 p.m. ET; financial results published in a shareholder letter prior to the call on IR site (issuer does not state “AMC” wire clock in the schedule PR — TRAI labels AMC; treat release session as TRAI + letter-before-call).

TRAI: avg \|gap\| 6.13% (0.76 ATR); max 14.56%; fillRate 0%; avg day-1 in gap dir −1.03%. Cluster 8 COIN/HOOD/MARA/MSTR/RIOT avgRho 0.715; ρ RIOT 0.79, MSTR 0.77, COIN 0.71, HOOD 0.65. Thu ~−14.4% then Fri flat — large pre-print move vs hist avg; feeds S-138 / S-142 size modifier logic (not sign prediction). No dedicated crypto sector file — company note + financials/crypto-adjacent sector pointer.

5. Correlations snapshot (asOf 2026-11-05)

6. Proposed tests only — reinforce existing; add S-145

No live engine changes.

1. S-006 evidence: TTD hist fill 25% with avg \|gap\| 13.6% / max 27% — when Mon reaction prints a ≥2 ATR gap, do not same-day MR-fade (same class as NET/TEAM this week).
2. S-004 / S-122 / S-132: Mon crowded night — TTD AMC + HIMS AMC + OXY AMC + MARA AMC + KKR/CEG BMO. Tag ρ≥0.7 peers (esp. OXY→EOG/COP/DVN; KKR→BX; MARA→RIOT/MSTR/COIN) for expected peer gap sizing, not automatic entries.
3. S-045: keep options implied-vs-hist gated to event-timed expiries (prior KKR 3.7× non-event-days case).
4. S-138 / S-142: MARA Thu −14.4% already ≫ hist avg \|gap\| 6.1%; HIMS Thu −9.8% ≥ hist avg 6.9%. Use as gap-risk size modifiers into Mon AMC, not sign predictors. Fri HIMS bounce does not clear overnight risk.
5. S-008 / calendar quality: BRK-B TRAI timing AMC on a Saturday filing is misleading for Friday AH risk — prefer issuer Sat 7:00 a.m. CT clock; reaction = next regular session.
6. New PROPOSAL S-145 (NEEDS DATA): Pre-weekend sizing for Mon AMC mega-\|gap\| names (TTD class: last-4 avg \|gap\| ≥ ~10% or ≥ ~2 ATR). On the Friday before such a print, tag weekend inventory / Mon open gap-risk using max(hist avg \|gap\|, options-implied if event-timed) and do not treat Friday soft path as a validated fade. Distinct from S-138 (same-day AMC pre-print) by the Fri→weekend→Mon AMC calendar gap.

Acceptance: timestamped sources, no look-ahead, costs, day-level resampling, OOS, multiple-testing caution; live scorecard <30 distinct days remains insufficient.

7. Whiggity consult

Monica bot whiggity (new chat, ~11:12 EST Fri 2026-11-06). Tool budget exhausted after 4 calls — only TTD and KKR reached primary pages; BRK/HIMS/OXY/MARA/implied-move items left [UNV] there. Treat as a second researcher: keep only points verified with a cited public source; open questions stay open. Screening/research only.

Kept after verification

Left unverified / open (whiggity or this hour)

• F3 TTD Q2 snippet figures — [S-1]; full Q2 release not re-opened this hour for guidance baseline.
• F7–F8 USI/Aon sale, Asset-Based Finance deck, FSK Q3 call — existence-only context; not used as Mon gap predictors.
• F10 HIMS/OXY/MARA issuer timings — whiggity [UNV]; filled in this report §4 from issuer IR (Hims Oct 12; Oxy Oct 1; MARA Nov 2).
• F11 KKR “implied ~6%” — [UNV]; do not invent impliedVsHist (S-045).
• Auditor / yoo handoffs (tests only, no edge claimed): (a) align TTD/KKR last-4 \|gap\| samples to issuer report dates; (b) Monday-open rules must use Fri-close (+ Sat BRK if posted) only — no look-ahead to Mon AMC prints; (c) AMC same-day pre-print drift under VIX>22 vs non-event days; (d) BMO first-hour vs 1 ATR stop; (e) VIX9D/VIX>1 Fri close → Mon 10:00–11:00 gap continuation vs fade; (f) KKR print-day cluster cap with BX/BLK; (g) reject weekend dates tagged AMC/BMO in /api/events (feeds S-008).

8. Remaining unknowns

• MARA shareholder-letter exact post time vs TRAI AMC label → prefer letter-before-5pm-call; wire clock [UNV] beyond TRAI.
• Options implied moves for TTD/HIMS/OXY/MARA/KKR this hour: not re-pulled from a primary venue → [UNV]; do not invent impliedVsHist.
• Consensus EPS/revenue for Mon prints: not inventoried this hour (avoid vendor disagreement traps seen on VST).
• Live Fri MR fade-long outcomes under the 10:00 rule: scorecard still asOf 11-05 — [UNV] for Nov 6 scored R.
• TTD Q3 will be measured against Q2 guidance text — full prior-quarter release baseline [UNV] this hour.

9. Actionable checklist (research framing only)