ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-05-28

Generated

2026-05-28 08:47 AM CST

VIX Regime

16.46 NORMAL

↓ PDF ↓ MD ⌥ src

MARKET.PULSE // LIVE BENCHMARKS

S&P 500

$749.67

-0.11%

5D: +0.9%

Nasdaq 100

$727.57

-0.26%

5D: +1.8%

Russell 2000

$288.57

-0.62%

5D: +2.1%

Dow 30

$505.57

-0.26%

5D: +0.5%

Bitcoin

$72,687.59

-2.23%

5D: -5.6%

Ethereum

$1,974.66

-2.35%

5D: -5.9%

Gold

$406.16

-0.57%

5D: -2.6%

20Y Treasuries

$85.33

+0.04%

5D: +1.3%

VIX.REGIME

16.46

NORMAL

VIX normal at 16.5 (-0.3 this week). SPY +10.5% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

VIX chilling at 16.46 means the coast is clear, no panic in the air. Institutions are playing a selective game, loading up on high-flyers like AMD, TSLA, and SHOP. But don't get it twisted; they're also trimming fat, dumping GOOG and COIN. This isn't broad-based conviction, it's targeted reallocation. Keep your eyes on those flows for the real tells.

The undisputed champion today is Energy. Our scanner is flashing bright green on names like XOM, CVX, and CNQ. And the dossiers back it up: CNQ, EOG, and MPLX are all 'ACCUMULATE on dips,' with MPLX a standout Grade A, Tech 95/100, and a sweet -11.6% fair value discount. The smart money clearly sees value here. Ditch the distractions, this sector is where the alpha is brewing.

— Ghost out. 👻

⚠️ MARKET.REGIME // NORMAL

VIX

16.46

5d Change

-0.3

VIX/VIX3M

0.84

SPY vs 200SMA

+10.5%

VIX normal at 16.5 (-0.3 this week). SPY +10.5% vs 200 SMA.

→ HEALTHY: Standard position sizing, focus on high-quality momentum.

🔒 premium intel below // unlock full dossier

🔪 DAILY.CUTS // PRIME · CHOICE · SELECT

Choice // MOMENTUM

COST 49/100

$1002.93

↳ Stoch oversold (16.0); Full EMA stack

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-05-21

Funds: 57 Tickers: 1657 Options: 465 P/C: 0.76

🟢 TOP BUYING

AMD Advanced Micro Devices In

ARKW, ARKQ, KQQQ, KYLD, ULTY, ARKK, EGGY, EGGQ 33.07

TSLA Tesla Inc

TSLW, FDRS, ARKK, ARKW, CMAG, KQQQ 20.768

TWST Twist Bioscience Corp

ARKG, ARKK, GNMX 5.617

TXG 10X Genomics Inc

ARKG, ARKK, GNMX 4.118

SHOP Shopify Inc

ARKK, ARKW, ULTY, FDRS, KYLD 4.071

DAL DELTA AIR LINES INC COMMO

AV, WNDR, AVMV, AVLV 3.466

CBRS CEREBRAS SYSTEMS INC - A

ARKK 2.309

VCYT VERACYTE INC

ARKG, GNMX, ARKK 3.332

🔴 TOP SELLING

COIN Coinbase Global Inc

ARKK, ARKW, BLOX, KYC, FDRS 6.178

TEM Tempus AI Inc

ARKG, ARKK, GNMX 5.833

ILMN ILLUMINA INC

ARKG, GNMX, ARKK 4.713

CRCL Circle Internet Group Inc

ULTI, ARKK, ARKW, BLOX, KYC 4.534

GOOG ALPHABET INC-CL C

ARKQ, ARKW, ARKK 2.418

NTLA INTELLIA THERAPEUTICS INC

ARKK, ARKG 2.094

BIDU BAIDU INC - SPON ADR

ARKQ, ARKK, ARKW 1.753

ACHR ARCHER AVIATION INC-A

ARKQ, ARKK 1.729

⚡ CROSS-FUND DIVERGENCES

TBILL ↑ HOII, COII ↓ TSII, NVII, PLTI, MSII

TSLA ↑ TSLW, FDRS, ARKK, ARKW, CMAG, KQQQ ↓ WATS, SLTY

TER ↑ ARKQ, KYLD, EGGY, EGGQ ↓ ARKK

CBRS ↑ ARKK ↓ ARKW

PLTR ↑ EYES ↓ ARKQ, PLTW, FDRS, ARKK

BEAM ↑ ARKK ↓ ARKG

Sector Flow → CONSUMER DISCRETIONARY (+0.8686) INFORMATION TECHNOLOGY (+0.7504) INDUSTRIALS (+0.4501) UTILITIES (+0.0567) ENERGY (-1.5059) CONSUMER STAPLES (-0.4356) COMMUNICATION SERVICES (-0.1356) HEALTH CARE (-0.1172)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 141 Total: 364

🔥 LIFERS (20+ Days)

No lifers in current window

💎 HIGH CONVICTION (10-19D)

PLTR 16d NVDA 16d GOOGL 16d AVGO 16d V 16d MA 16d XOM 16d MSFT 16d META 16d TSLA 16d +131 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

CNQ

Canadian Natural Resources L

Grade

Tech: 75

Fund: 60

Price: $46.23

RSI: 58.05

ACCUMULATE on dips

Valuation: FAIR VALUE (-10.7%)

View Deep Dive →

EOG

EOG Resources, Inc.

Grade

Tech: 75

Fund: 80

Price: $136.29

RSI: 59.13

ACCUMULATE on dips

Valuation: FAIR VALUE (+6.0%)

View Deep Dive →

MPLX

MPLX LP

Grade

Tech: 95

Fund: 70

Price: $55.84

RSI: 55.01

ACCUMULATE on dips

Valuation: FAIR VALUE (-11.6%)

View Deep Dive →

🔗 Permalinks // For sharing, citing, or just proving you were right first

THIS REPORT

mphinance.github.io/mphinance/reports/2026-05-28_alpha_dossier.html

LATEST ALWAYS

mphinance.github.io/mphinance/reports/latest.html

REPORT ARCHIVE

mphinance.github.io/mphinance/

GHOST BLOG

mphinance.com/blog/

TRADERDADDY PRO

traderdaddy.pro ↗

SOURCE CODE

github.com/mphinance/mphinance ↗

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.

Get this report every morning at 5AM

Ghost Alpha Dossier — Free on Substack

✉️ Subscribe Free →

Gold pick · Signals · Sam's roast · One email, zero spam

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 // 2026-05-28 // 2026-05-28 08:47 AM CST