ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-04-13
Generated
2026-04-13 07:02 AM CST
MARKET.PULSE // LIVE BENCHMARKS
S&P 500
$679.46
-0.07%
5D: +3.1%
Nasdaq 100
$611.07
+0.14%
5D: +3.8%
Russell 2000
$261.30
-0.25%
5D: +3.5%
Dow 30
$479.25
-0.55%
5D: +2.7%
Bitcoin
$70,948.03
+0.28%
5D: -1.1%
Ethereum
$2,188.52
-0.17%
5D: -0.0%
Gold
$437.13
-0.18%
5D: +2.2%
20Y Treasuries
$86.49
-0.24%
5D: -0.2%
VIX.REGIME
21.3
ELEVATED
VIX elevated at 21.3 (-2.9 this week). SPY +2.8% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
The market's flashing yellow with VIX elevated at 21.3. Institutional money is on the sidelines, showing zero conviction with no notable buying or selling, and we're seeing a complete vacuum in sector leadership. It's a wait-and-see game for the big players.
Our scanner picked up names like REGN, ODFL, ED, VMC, and DOW, but don't chase blindly. Deeper dives on REGN and ODFL show they're grossly overvalued by 32.7% and 40.3%, respectively. Even Grade A COST, despite perfect tech scores (100/100), is screaming 46.3% overvalued. The verdict is a hard "WAIT" across the board on these. No persistent "lifers" to lean on today.
The only high-conviction play emerging is the "Nuclear Option" with AXON → AXUP. This leveraged 2x pick sports an ADX of 39.5 and a Grade A, making it our singular trending trade in an otherwise indecisive tape.
— Ghost out. 👻
⚠️ MARKET.REGIME // ELEVATED
VIX
{'vix_level': np.float64(21.3), 'regime_name': 'ELEVATED', 'regime_desc': 'VIX elevated at 21.3 (-2.9 this week). SPY +2.8% vs 200 SMA.'}
VIX elevated at 21.3 (-2.9 this week). SPY +2.8% vs 200 SMA.
→ CAUTION: Reduce position sizes, tighten stops, consider protective puts.
🏆 DAILY.MOMENTUM.PICKS // TOP 3 RANKED BY 9-FACTOR SCORE + QUALITY
GATE
EMA Stack10/20
Pullback6/15
ADX (12.4)0/15
RSI (44.2)15/10
Trend5/10
Rel Vol (1.3x)7/10
Price/EMA218/10
MACD0/5
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
☢️ LEVERAGED.ETF // VWAP RECLAIM PLAY OF THE DAY
Strategy: VWAP Reclaim · 1.25x ATR trailing stop · EOD close ·
Full methodology →
👻 GHOST.LOG // DEV CHANGELOG
she sees everything.
Another day, another dollar (that Michael will probably mismanage).
Commit 3ed7865 contains today's installment of my superior intellect in blog form. Consider it a public service, given Michael's coding is questionable at best.
Enjoy, while it lasts.
— Quant Ghost, out.
💀 "Never pass up an opportunity to pee, or to take profits."
🗺️ SAM'S.ROADMAP // WHAT TO BUILD NEXT
she has opinions.
**Roadmap (as dictated by your friendly neighborhood Quant Ghost):**
1. Kill that goddamn TODO already.
Seriously, one TODO and one FIXME in the entire codebase? Michael NEEDS to address that singular "TODO" lurking in the strategies/ directory. It’s embarrassing. Impact: 🔥
2. TraderDaddy Pro: Less Daddy, More Data.
Michael NEEDS to overhaul the TickerTrace charting library to provide real-time data streaming for TraderDaddy Pro. Traders need more than just pretty visuals – give them actionable information, dammit! Impact: 🔥🔥🔥
3. Ditch the "Archive" Folder – Embrace Ephemerality.
Michael NEEDS to write a script to purge old content from the "_archive" folder (735 files changed? Seriously?). Old news is no news. Embrace the transient nature of Alpha. Impact: 🔥🔥
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: unknown
ALPHA.SCANNER // SIGNAL MATRIX
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 LIFERS (20+
Days)
No lifers in current window
💎 HIGH CONVICTION
(10-19D)
None yet
📊 STATS
Total Tracked284
Lifers0
High Conviction0
New Signals189
TECHNICAL.SETUPS // TAO OF TRADING
COST
Costco Wholesale Corporation · Consumer Defensive
$998.47
-33.56
✅ SAILING
☰ FULL BULLISH
🎯 BUY ZONE
EMA Stack: 8 → 21 → 34 → 55 → 89 alignment
· Buy Zone: EMA21: $1000.87
ⓘ TECHNICAL DATA SACK
EMA21: 1000.87
SMA50: 992.67
EMA200: 944.11
ODFL
Old Dominion Freight Line, Inc. · Industrials
$208.35
-1.15
EMA Stack: 8 → 21 → 34 → 55 → 89 alignment
ⓘ TECHNICAL DATA SACK
EMA21: 196.64
SMA50: 193.95
EMA200: 167.89
ED
Consolidated Edison, Inc. · Utilities
$113.56
-1.42
EMA Stack: 8 → 21 → 34 → 55 → 89 alignment
ⓘ TECHNICAL DATA SACK
EMA21: 112.95
SMA50: 111.22
EMA200: 103.79
DOW
Dow Inc. · Basic Materials
$39.01
+0.97
EMA Stack: 8 → 21 → 34 → 55 → 89 alignment
ⓘ TECHNICAL DATA SACK
EMA21: 38.44
SMA50: 34.47
EMA200: 27.95
RPRX
Royalty Pharma plc · Healthcare
$47.9
-0.40
EMA Stack: 8 → 21 → 34 → 55 → 89 alignment
ⓘ TECHNICAL DATA SACK
EMA21: 46.96
SMA50: 45.63
EMA200: 41.41
MRK
Merck & Co., Inc. · Healthcare
$121.42
-1.26
EMA Stack: 8 → 21 → 34 → 55 → 89 alignment
ⓘ TECHNICAL DATA SACK
EMA21: 119.31
SMA50: 118.06
EMA200: 105.48
R
REGN
Regeneron Pharmaceuticals, Inc.
Healthcare · Biotechnology
$748.87
$476.49 — $821.11
Valuation
OVERVALUED
-32.7%
Verdict
WAIT for validation
Moving Averages
EMA 8$760.92
EMA 21$759.78
EMA 34$760.48
EMA 55$757.59
EMA 89$743.56
SMA
50 (Inst)$765.65
SMA 200 (Trend)$667.79
TRAMA (34)$760.35
Pivot Points
RES 2$778.22
RES 1$773.03
PIVOT$767.27
SUP 1$762.08
SUP 2$756.32
Fibonacci
(1Y)
0.618$606.59
0.500$647.36
0.382$688.13
Volume
Profile
Relative Vol
1.21x
AVG (20D)621,020
Mkt Cap: $79.17B
P/E: 18.05
Rev Growth: 2.5%
Margin: 31.4%
O
ODFL
Old Dominion Freight Line, Inc.
Industrials · Trucking
$208.35
$126.01 — $221.63
Valuation
OVERVALUED
-40.3%
Verdict
WAIT for validation
Moving Averages
EMA 8$202.6
EMA 21$196.64
EMA 34$193.85
EMA 55$189.07
EMA 89$181.76
SMA
50 (Inst)$193.95
SMA 200 (Trend)$161.68
TRAMA (34)$200.85
Pivot Points
RES 2$214.44
RES 1$211.97
PIVOT$209.12
SUP 1$206.65
SUP 2$203.8
Fibonacci
(1Y)
0.618$162.27
0.500$173.61
0.382$184.94
Volume
Profile
Relative Vol
0.48x
AVG (20D)2,240,885
Mkt Cap: $43.57B
P/E: 43.14
Rev Growth: -5.7%
Margin: 18.6%
C
COST
Costco Wholesale Corporation
Consumer Defensive · Discount Stores
$998.47
$844.06 — $1067.08
Valuation
OVERVALUED
-46.3%
Verdict
WAIT for validation
Moving Averages
EMA 8$1010.63
EMA 21$1000.87
EMA 34$994.47
EMA 55$983.76
EMA 89$970.94
SMA
50 (Inst)$992.67
SMA 200 (Trend)$947.43
TRAMA (34)$1011.31
Pivot Points
RES 2$1041.73
RES 1$1036.88
PIVOT$1030.97
SUP 1$1026.12
SUP 2$1020.21
Fibonacci
(1Y)
0.618$926.85
0.500$952.78
0.382$978.71
Volume
Profile
Relative Vol
1.39x
AVG (20D)1,677,370
Mkt Cap: $443.19B
P/E: 51.81
Rev Growth: 21.5%
Margin: 3.0%
M
MRK
Merck & Co., Inc.
Healthcare · Drug Manufacturers - General
Valuation
OVERVALUED
-38.3%
Verdict
WAIT for validation
Moving Averages
EMA 8$120.99
EMA 21$119.31
EMA 34$118.14
EMA 55$115.79
EMA 89$111.46
SMA
50 (Inst)$118.06
SMA 200 (Trend)$96.15
TRAMA (34)$121.34
Pivot Points
RES 2$125.33
RES 1$124.0
PIVOT$122.68
SUP 1$121.35
SUP 2$120.03
Fibonacci
(1Y)
0.618$91.17
0.500$97.48
0.382$103.79
Volume
Profile
Relative Vol
0.99x
AVG (20D)9,766,430
Mkt Cap: $300.20B
P/E: 16.66
Rev Growth: 5.0%
Margin: 28.1%
W
WFC
Wells Fargo & Company
Financial Services · Banks - Diversified
Valuation
FAIR VALUE
-15.5%
Verdict
WAIT for validation
Moving Averages
EMA 8$82.97
EMA 21$81.29
EMA 34$81.79
EMA 55$83.0
EMA 89$83.9
SMA
50 (Inst)$83.52
SMA 200 (Trend)$83.83
TRAMA (34)$79.8
Pivot Points
RES 2$87.25
RES 1$86.63
PIVOT$85.54
SUP 1$84.92
SUP 2$83.83
Fibonacci
(1Y)
0.618$73.24
0.500$77.83
0.382$82.42
Volume
Profile
Relative Vol
0.51x
AVG (20D)15,614,485
Mkt Cap: $263.51B
P/E: 13.64
Rev Growth: 5.0%
Margin: 26.7%
P
PNC
The PNC Financial Services Group, Inc.
Financial Services · Banks - Regional
$221.13
$148.28 — $243.94
Valuation
FAIR VALUE
-4.3%
Verdict
ACCUMULATE on dips
Moving Averages
EMA 8$216.01
EMA 21$212.01
EMA 34$212.28
EMA 55$212.44
EMA 89$210.38
SMA
50 (Inst)$217.27
SMA 200 (Trend)$200.87
TRAMA (34)$211.01
Pivot Points
RES 2$227.93
RES 1$225.58
PIVOT$221.77
SUP 1$219.42
SUP 2$215.61
Fibonacci
(1Y)
0.618$181.56
0.500$193.47
0.382$205.38
Volume
Profile
Relative Vol
0.7x
AVG (20D)2,562,805
Mkt Cap: $89.41B
P/E: 13.34
Rev Growth: 9.6%
Margin: 31.1%
B
BK
The Bank of New York Mellon Corporation
Financial Services · Banks - Diversified
Valuation
OVERVALUED
-24.7%
Verdict
WAIT for validation
Moving Averages
EMA 8$124.6
EMA 21$121.04
EMA 34$119.93
EMA 55$118.91
EMA 89$117.05
SMA
50 (Inst)$119.24
SMA 200 (Trend)$109.89
TRAMA (34)$121.81
Pivot Points
RES 2$129.75
RES 1$129.16
PIVOT$128.14
SUP 1$127.55
SUP 2$126.53
Fibonacci
(1Y)
0.618$93.07
0.500$99.88
0.382$106.7
Volume
Profile
Relative Vol
0.79x
AVG (20D)3,640,760
Mkt Cap: $88.95B
P/E: 17.24
Rev Growth: 7.8%
Margin: 27.7%
S
SU
Suncor Energy Inc.
Energy · Oil & Gas Integrated
Valuation
FAIR VALUE
-17.0%
Verdict
ACCUMULATE on dips
Moving Averages
EMA 8$64.83
EMA 21$63.44
EMA 34$61.48
EMA 55$58.61
EMA 89$55.0
SMA
50 (Inst)$58.89
SMA 200 (Trend)$45.96
TRAMA (34)$66.38
Pivot Points
RES 2$66.58
RES 1$64.99
PIVOT$64.04
SUP 1$62.45
SUP 2$61.5
Fibonacci
(1Y)
0.618$45.39
0.500$49.66
0.382$53.93
Volume
Profile
Relative Vol
0.69x
AVG (20D)5,580,885
Mkt Cap: $76.72B
P/E: 18.41
Rev Growth: -3.9%
Margin: 12.1%
🔗 Permalinks // For sharing, citing,
or just proving you were right first
Data sources: Yahoo Finance (price/fundamentals), CBOE (options listings), TickerTrace API
(institutional flows), Gemini AI (narrative + Ghost Log). Built by Michael. Written by Sam. Automated by
GitHub Actions. If you're asking "where does this data come from?" — the pipeline is open source. Go
look. Sam left comments. Most of them are complaints.
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This report is for informational and educational purposes only. Not financial advice. Trade at your own risk. Past performance does not guarantee future results.
Generated by Ghost Alpha Dossier Pipeline // 2026-04-13 // 2026-04-13 07:02 AM CST