ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-06-01

Generated
2026-06-01 10:54 AM CST
VIX Regime
15.89 NORMAL
↓ PDF ↓ MD ⌥ src
MARKET.PULSE // LIVE BENCHMARKS
S&P 500
$757.01
+0.07%
5D: +0.9%
Nasdaq 100
$741.51
+0.43%
5D: +1.5%
Russell 2000
$288.59
-0.63%
5D: -0.7%
Dow 30
$509.99
-0.15%
5D: +0.9%
Bitcoin
$70,986.25
-3.52%
5D: -3.5%
Ethereum
$1,966.27
-1.90%
5D: -2.1%
Gold
$410.37
-1.62%
5D: -0.9%
20Y Treasuries
$85.01
-0.87%
5D: -0.1%
VIX.REGIME
15.89
NORMAL
VIX normal at 15.9 (-0.7 this week). SPY +11.5% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is flat at 15.89, signaling no immediate market jitters, but smart money is rotating hard. Institutions are loading up on high-octane tech like AMD, TSLA, and SHOP. Meanwhile, they're aggressively offloading COIN, TEM, and even GOOG—a clear flight from speculative plays and a sector shift. Our scanner is picking up bullish momentum in HON and FDX, but keeps an eye on BNS, which also flags strong.

Digging into the dossiers, BNS is a slam dunk "ACCUMULATE on dips." It's an A-grade CASTLE play with a 100/100 Tech score and just 6.6% off fair value. That's a buy signal. Conversely, JBL and HQY are massively overvalued by 50% and 36.4% respectively. Seriously, folks, *WAIT* for validation there. No long-term lifers or nuclear options today, meaning conviction remains highly selective. Stick to the data, not the hype.

— Ghost out. 👻
⚠️ MARKET.REGIME // NORMAL
VIX
15.89
5d Change
-0.7
VIX/VIX3M
0.83
SPY vs 200SMA
+11.5%
VIX normal at 15.9 (-0.7 this week). SPY +11.5% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔒 premium intel below // unlock full dossier
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
CON 48/100
$24.97 ⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 57.6); 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: 135 Total: 415
🔥 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 +125 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
BNS
The Bank of Nova Scotia
Grade
A
Tech: 100
Fund: 70
Price: $79.1
RSI: 62.93
ACCUMULATE on dips
Valuation: FAIR VALUE (-6.6%)
View Deep Dive →
JBL
Jabil Inc.
Grade
B
Tech: 95
Fund: 60
Price: $356.01
RSI: 46.02
WAIT for validation
Valuation: OVERVALUED (-50.0%)
View Deep Dive →
HQY
HealthEquity, Inc.
Grade
B
Tech: 60
Fund: 80
Price: $90.33
RSI: 69.94
WAIT for validation
Valuation: OVERVALUED (-36.4%)
View Deep Dive →
🔗 Permalinks // For sharing, citing, or just proving you were right first
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mphinance.github.io/mphinance/reports/2026-06-01_alpha_dossier.html
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SOURCE CODE
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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 // 2026-06-01 // 2026-06-01 10:54 AM CST
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