ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-05-21

Generated
2026-05-21 07:46 AM CST
VIX Regime
17.69 NORMAL
MARKET.PULSE // LIVE BENCHMARKS
S&P 500
$741.25
+1.02%
5D: -0.9%
Nasdaq 100
$713.15
+1.66%
5D: -0.9%
Russell 2000
$279.87
+2.52%
5D: -1.6%
Dow 30
$500.24
+1.27%
5D: -0.1%
Bitcoin
$77,161.76
-0.38%
5D: -0.3%
Ethereum
$2,115.56
-0.54%
5D: -0.6%
Gold
$417.40
+1.43%
5D: -2.3%
20Y Treasuries
$83.91
+1.07%
5D: -1.2%
VIX.REGIME
17.69
NORMAL
VIX normal at 17.7 (+0.4 this week). SPY +9.8% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is chilling at 17.69, signaling a market content to drift with zero conviction. Institutions are ghosting usβ€”no notable buying or selling, no sector leaders emerging, and absolutely zero 'lifers' or 'nuclear' plays on the radar. It's a low-volume yawn-fest from the pros, indicating a lack of strong directional bias or actionable alpha for smart money.

Our scanner did light up a few names: CDNS, SNPS, COHR, MPLX, and TSLA. But don't chase blindly. CDNS, despite the buzz, is priced for perfection, sporting a whopping 51.8% overvaluation – a hard *WAIT*. Same goes for CAT, an A-grade name, but trading 42.7% rich. The lone sensible play today? MPLX. At fair value (-10.7%) and a "HOUSE tier" rating, it’s a clear *ACCUMULATE on dips*. The rest are overbought or dead money until the fat lady sings.

β€” Ghost out. πŸ‘»
⚠️ MARKET.REGIME // NORMAL
VIX
17.69
5d Change
+0.4
VIX/VIX3M
0.85
SPY vs 200SMA
+9.8%
VIX normal at 17.7 (+0.4 this week). SPY +9.8% vs 200 SMA.
β†’ HEALTHY: Standard position sizing, focus on high-quality momentum.
πŸ”’ premium intel below // unlock full dossier
πŸ”ͺ DAILY.CUTS // PRIME Β· CHOICE Β· SELECT
Prime // MOMENTUM
CAT 48/100
$872.56 ⚑ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 45.7); Full EMA stack
INSTITUTIONAL.SIGNALS // TICKERTRACE API
As of: unknown
🟒 TOP BUYING
πŸ”΄ TOP SELLING
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
πŸ”₯ Lifers: 0 πŸ’Ž HiConv: 152 Total: 305
πŸ”₯ LIFERS (20+ Days)
No lifers in current window
πŸ’Ž HIGH CONVICTION (10-19D)
PLTR 16d NVDA 16d GOOGL 16d AVGO 16d V 16d MA 16d XOM 16d MSFT 16d META 16d TSLA 16d +142 more
πŸ“Š TODAY'S WATCHLIST // A-GRADE SETUPS
CDNS
Cadence Design Systems, Inc.
Grade
B
Tech: 60
Fund: 80
Price: $350.89
RSI: 64.5
WAIT for validation
Valuation: OVERVALUED (-51.8%)
View Deep Dive β†’
MPLX
MPLX LP
Grade
B
Tech: 75
Fund: 70
Price: $55.44
RSI: 51.65
ACCUMULATE on dips
Valuation: FAIR VALUE (-10.7%)
View Deep Dive β†’
CAT
Caterpillar Inc.
Grade
A
Tech: 95
Fund: 80
Price: $872.56
RSI: 46.41
WAIT for validation
Valuation: OVERVALUED (-42.7%)
View Deep Dive β†’
πŸ”— 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?" β€” 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 // 2026-05-21 // 2026-05-21 07:46 AM CST
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