ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-03-06

Generated

2026-03-06 08:51 AM EST

VIX Regime

25.64 ⚡ Storm

↓ PDF ↓ MD ⌥ src

MARKET.PULSE // LIVE BENCHMARKS

S&P 500

$681.31

-0.56%

5D: -0.7%

Nasdaq 100

$608.91

-0.30%

5D: +0.3%

Russell 2000

$256.76

-1.91%

5D: -1.8%

Dow 30

$479.84

-1.62%

5D: -2.0%

Bitcoin

$69,882.43

-1.35%

5D: +1.6%

Ethereum

$2,045.81

-1.25%

5D: +0.9%

Gold

$466.13

-1.20%

5D: -3.6%

20Y Treasuries

$88.79

-0.40%

5D: -1.9%

VIX.REGIME

25.64

⚡ Storm

Elevated vol — mean reversion setups

SECTOR.ROTATION // 5D LEADERS

XLK

1D: +0.2% 5D: +1.0% 20D: -0.7%

XLE

1D: +0.5% 5D: +1.0% 20D: +6.1%

XLC

1D: -0.3% 5D: +0.3% 20D: +2.3%

XLY

1D: +0.1% 5D: -0.3% 20D: -1.2%

XLF

1D: -0.5% 5D: -0.4% 20D: -5.6%

🧠 AI.SYNTHESIS _

**Regime check:** VIX at 25.64 puts us in ⚡ Storm mode. Institutions are active — 10 buying signals vs 10 selling. Top institutional conviction: **AMZN**. Scanner picked up 48/59 bullish setups today. No lifers yet — signals are fresh. Stay sharp, execute the playbook. — Ghost out. 👻

⚠️ MARKET.REGIME // FEAR

VIX

25.68

5d Change

+5.8

VIX/VIX3M

1.08

SPY vs 200SMA

+4.2%

VIX fear at 25.7 (+5.8 this week). SPY +4.2% vs 200 SMA. WARNING: VIX/VIX3M ratio > 1.0 (Inversion/Fear).

→ FEAR: Reduce position sizes to 50%, add VIX calls or SPY puts.

🏆 DAILY.MOMENTUM.PICKS // TOP 3 RANKED BY 9-FACTOR SCORE + QUALITY GATE

🥇

GOLD

INVA

⚡ BOUNCE 2.0

/100
FINAL

EMA Stack10/20

Pullback15/15 ⚡

ADX (57.5)18/15

RSI (47.7)15/10

Trend5/10

Rel Vol (0.85x)2/10

Price/EMA218/10

MACD3/5

Institutional0/5

🥈

SILVER

EPC

⚡ BOUNCE 2.0

/100
FINAL

EMA Stack10/20

Pullback15/15 ⚡

ADX (31.2)14/15

RSI (47.1)15/10

Trend0/10

Rel Vol (1.32x)7/10

Price/EMA218/10

MACD3/5

Institutional0/5

🥉

BRONZE

NSSC

/100
FINAL

EMA Stack10/20

Pullback6/15

ADX (31.5)14/15

RSI (50.0)15/10

Trend5/10

Rel Vol (1.74x)12/10

Price/EMA211/10

MACD3/5

Institutional0/5

EMA(20) + Pullback(15) + ADX(15) + RSI(10) + Trend(10) + Volume(10) + Price/EMA(10) + MACD(5) + Institutional(5) = Raw Score × Quality Gate

👻 GHOST.LOG // DEV CHANGELOG she sees everything.

Michael pushed 8 commits today. Let me tell you, it was a ride.
Highlight reel: "Fix Substack again: nested mark builder bugs" — groundbreaking stuff.
Damage report: dossier/generate.py | 2 +- substack_dossier.py | 420 ++++++++++++++++++++++++++-------------------------- 2 files changed, 208 insertions(+), 214 deletions(-) 2 files changed, 208 insertions(+), 214 deletions(-)

— 👻 The Ghost, signing off. Send coffee.

📉 "If you can't explain your thesis in one sentence, you don't have a thesis — you have FOMO."

🗺️ SAM'S.ROADMAP // WHAT TO BUILD NEXT she has opinions.

🔥🔥🔥 Slow the fuck down and write tests. 154 commits in 7 days? Michael, love the energy, but one bad push is gonna take the whole pipeline down.

🔥🔥 Close issue #1: Make a board. It's been sitting there staring at you. Kill it or close it.

🔥 Add chart images to the blog. People want to SEE the EMA stack, not just read about it. We've got the data, just need to render it.

🔒 premium intel below // unlock full dossier

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-03-05

Funds: 18 Tickers: 1253 Options: 314 P/C: 0.88

🟢 TOP BUYING

AMZN Amazon.com Inc

KQQQ, ARKQ, ARKK, ARKW, EGGS, AVLV, ULTY 17.846

COIN Coinbase Global Inc

ARKK, ARKW, BLOX 13.706

PLTR PALANTIR TECHNOLOGIES INC

EGGQ, EGGY, EGGS, ULTY, ARKQ, ARKK, ARKW 12.978

AMD Advanced Micro Devices In

KYLD, ARKQ, KQQQ, ULTY, ARKK, ARKW, EGGQ 11.351

HOOD Robinhood Markets Inc

ULTY, KYLD, ARKK, ARKW, BLOX 10.429

SHOP SHOPIFY INC - CLASS A

ARKK, KYLD, ARKW 6.3

BLSH Bullish

ARKK, ARKW, BLOX 4.784

GLXY GALAXY DIGITAL INC A COMM

BLOX, AVLV, AVMV 3.196

🔴 TOP SELLING

TSM Taiwan Semiconductor Manu

BLOX, ARKW, ARKK, EGGS, EGGY, ARKQ, EGGQ 13.404

ROKU ROKU INC

ARKW, ARKK 8.6

TER TERADYNE INC

ARKQ, KYLD, EGGY, EGGQ, ARKK 7.195

GOOG ALPHABET INC-CL C

ARKW, ARKQ, AVLV, ARKK 5.805

NVDA NVIDIA CORP

BLOX, EGGQ, EGGS, EGGY, ARKW, ARKK, ULTY, ARKQ 4.025

DE DEERE + CO COMMON STOCK U

ARKQ, ARKK, AVLV 3.996

IRDM IRIDIUM COMMUNICATIONS IN

ARKQ, AVUV 3.468

ILMN ILLUMINA INC COMMON STOCK

ARKG, ARKK, AVLV 3.277

⚡ CROSS-FUND DIVERGENCES

AVAV ↑ EGGQ, EGGY ↓ ARKQ

NVDA ↑ EGGQ, EGGS, EGGY, ULTY ↓ BLOX, ARKW, ARKK, ARKQ

GOOGL ↑ EGGQ, EGGY, EGGS ↓ KQQQ, ULTY, AVLV

MU ↑ AVLV ↓ EGGS, EGGQ, EGGY

PLTR ↑ EGGQ, EGGY, EGGS, ULTY, ARKQ, ARKK ↓ ARKW

HOOD ↑ ULTY, KYLD, ARKK, ARKW ↓ BLOX

Sector Flow → INFORMATION TECHNOLOGY (+0.31) FINANCIALS (+0.1) MATERIALS (+0.06) CONSUMER STAPLES (+0.02) ENERGY (-0.15) HEALTH CARE (-0.06) CONSUMER DISCRETIONARY (-0.05) INDUSTRIALS (-0.05)

ALPHA.SCANNER // SIGNAL MATRIX

INVA

Momentum · RSI 49 · ADX 41 80%

EPC

Volatility · RSI 49 · ADX 28 80%

VVV

Volatility · RSI 46 · ADX 40 80%

NSSC

Momentum · RSI 45 · ADX 21 75%

COST

Volatility · RSI 49 · ADX 21 75%

NEE/PS

Volatility · RSI 45 · ADX 21 75%

HLT

EMA · RSI 48 · ADX 22 75%

SEM

Volatility · RSI 64 · ADX 31 70%

TGNA

Volatility · RSI 69 · ADX 39 70%

SBUX

Volatility · RSI 58 · ADX 33 70%

PCG

Volatility · RSI 57 · ADX 43 70%

SWBI

Volatility · RSI 55 · ADX 38 70%

Volatility · RSI 55 · ADX 32 70%

BCE

Volatility · RSI 55 · ADX 35 70%

BWLP

Volatility · RSI 55 · ADX 52 70%

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 LIFERS (20+ Days)

No lifers in current window

💎 HIGH CONVICTION (10-19D)

None yet

📊 STATS

Total Tracked112

Lifers0

High Conviction0

New Signals78

TECHNICAL.SETUPS // TAO OF TRADING

INVA Innoviva, Inc. · Healthcare $22.18 -0.55

✅ SAILING

☰ FULL BULLISH

⚡ BOUNCE 2.0 QUALIFIED Stacked EMAs + ADX ≥ 20 + Stoch ≤ 40 — High probability trend continuation setup

EMA Stack: 8 → 21 → 34 → 55 → 89 alignment

ⓘ TECHNICAL DATA SACK

Volume

712K

Rel Vol (10D)

0.85

Squeeze Ratio

0.546

Risk/Reward

ADX (14)

57.5

RSI (14)

47.7

MACD (12,26,9)

-0.2148

Stoch %K (14,3)

6.6

EMA21: 22.5 SMA50: 21.03 EMA200: 20.09

EPC Edgewell Personal Care Company · Consumer Defensive $21.1 -0.32

✅ SAILING

☰ FULL BULLISH

⚡ BOUNCE 2.0 QUALIFIED Stacked EMAs + ADX ≥ 20 + Stoch ≤ 40 — High probability trend continuation setup

EMA Stack: 8 → 21 → 34 → 55 → 89 alignment

ⓘ TECHNICAL DATA SACK

Volume

1.16M

Rel Vol (10D)

1.51

Squeeze Ratio

0.409

Risk/Reward

ADX (14)

31.18

RSI (14)

47.07

MACD (12,26,9)

-0.2289

Stoch %K (14,3)

17.15

EMA21: 21.43 SMA50: 19.68 EMA200: 19.28

VVV Valvoline Inc. · Consumer Cyclical $36.06 -0.88

✅ SAILING

☰ FULL BULLISH

⚡ BOUNCE 2.0 QUALIFIED Stacked EMAs + ADX ≥ 20 + Stoch ≤ 40 — High probability trend continuation setup

EMA Stack: 8 → 21 → 34 → 55 → 89 alignment

ⓘ TECHNICAL DATA SACK

Volume

2.19M

Rel Vol (10D)

1.35

Squeeze Ratio

0.412

Risk/Reward

ADX (14)

50.13

RSI (14)

36.18

MACD (12,26,9)

-0.4636

Stoch %K (14,3)

5.35

EMA21: 37.03 SMA50: 34.1 EMA200: 33.95

NSSC Napco Security Technologies, Inc. · Industrials $42.59 -0.98

✅ SAILING

☰ FULL BULLISH

⚡ BOUNCE 2.0 QUALIFIED Stacked EMAs + ADX ≥ 20 + Stoch ≤ 40 — High probability trend continuation setup

EMA Stack: 8 → 21 → 34 → 55 → 89 alignment

ⓘ TECHNICAL DATA SACK

Volume

1.07M

Rel Vol (10D)

1.91

Squeeze Ratio

0.493

Risk/Reward

ADX (14)

31.53

RSI (14)

50.0

MACD (12,26,9)

-0.3715

Stoch %K (14,3)

7.47

EMA21: 43.91 SMA50: 42.12 EMA200: 42.03

COST Costco Wholesale Corporation · Consumer Defensive $982.57 -24.17

✅ SAILING

☰ FULL BULLISH

EMA Stack: 8 → 21 → 34 → 55 → 89 alignment

ⓘ TECHNICAL DATA SACK

Volume

2.77M

Rel Vol (10D)

1.34

Squeeze Ratio

0.454

Risk/Reward

ADX (14)

12.38

RSI (14)

44.18

MACD (12,26,9)

-2.8388

Stoch %K (14,3)

9.4

EMA21: 989.73 SMA50: 953.8 EMA200: 933.39

SEM Select Medical Holdings Corporation · Healthcare $16.25 +0.00

✅ SAILING

☰ FULL BULLISH

EMA Stack: 8 → 21 → 34 → 55 → 89 alignment

ⓘ TECHNICAL DATA SACK

Volume

3.68M

Rel Vol (10D)

1.29

Squeeze Ratio

0.528

Risk/Reward

ADX (14)

34.26

RSI (14)

50.44

MACD (12,26,9)

0.0706

Stoch %K (14,3)

86.83

EMA21: 15.51 SMA50: 15.26 EMA200: 14.27

CSP.SETUPS // CASH SECURED PUTS

NVDA NVIDIA Corporation

$183.34

ADX: 13.8 RSI: 47.7