ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-06-05

Generated

2026-06-05 07:36 AM CST

VIX Regime

15.72 NORMAL

↓ PDF ↓ MD ⌥ src

MARKET.PULSE // LIVE BENCHMARKS

S&P 500

$757.09

+0.38%

5D: +0.1%

Nasdaq 100

$740.61

-0.48%

5D: +0.3%

Russell 2000

$292.01

+1.51%

5D: +0.5%

Dow 30

$516.70

+1.66%

5D: +1.2%

Bitcoin

$61,850.63

-3.06%

5D: -13.3%

Ethereum

$1,653.91

-6.54%

5D: -17.4%

Gold

$411.27

+0.83%

5D: -1.4%

20Y Treasuries

$85.50

+0.22%

5D: +0.1%

VIX.REGIME

15.72

NORMAL

VIX normal at 15.7 (+0.4 this week). SPY +11.2% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

Market's chill with VIX at 15.72, but under the hood, institutions are in full rotation. They're loading up on semis like NVDA and TSM, plus SHOP. Meanwhile, big tech names TSLA, AMD, AMZN, and META are getting dumped. No 'Lifers' signals, so don't expect any runaway trains; it's a pick-and-choose environment, not a broad rally.

Scanners are flashing bullish on ENB, EMR, and JBL. Be warned, though: our dossiers flag EMR and JBL as seriously overvalued, at -44.7% and -52.4% respectively, despite killer Tech scores. Patience is key there; WAIT for validation. For a tactical play, consider the PYPL to PALU leverage move, showing decent momentum with an ADX of 25.9. Tread carefully.

— Ghost out. 👻

⚠️ MARKET.REGIME // NORMAL

VIX

15.72

5d Change

+0.4

VIX/VIX3M

0.82

SPY vs 200SMA

+11.2%

VIX normal at 15.7 (+0.4 this week). SPY +11.2% 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

MAR 37/100

$385.30 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 42.7); Full EMA stack

Choice // LEVERAGED ETF

PYPL B/Grade

Play: PALU | ADX: 25.9

↳ VWAP Reclaim play. EOD close required.

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-06-02

Funds: 57 Tickers: 1663 Options: 464 P/C: 0.64

🟢 TOP BUYING

NVDA NVIDIA Corp

ARKQ, CMAG, ARKK, ARKW, FDRS, ULTY, BLOX, KQQQ 54.156

CRWV COREWEAVE INC CL A COMMON

ARKW, ARKK, EGGY, EGGQ, BLOX, FDRS, AVLV 30.523

TSM Taiwan Semiconductor Manu

EUV, ARKQ, BLOX, ARKW, EGGY, ARKK, EGGQ 12.689

SHOP Shopify Inc

ARKK, ARKW, KYLD, ULTY, FDRS 10.684

FDXF FEDEX FREIGHT HOLDING CO

DOCK, AV, AVLV 10.022

TEM Tempus AI Inc

ARKG, ARKK, GNMX 8.548

MU MICRON TECHNOLOGY INC COM

EGGY, EGGQ, AVLV 8.467

AVGO BROADCOM INC

KQQQ, KYLD, ARKQ, ARKW, ARKK 7.685

🔴 TOP SELLING

TSLA Tesla Inc

WATS, FDRS, ARKW, ARKK, ARKQ, CMAG, KQQQ 43.123

AMD Advanced Micro Devices In

ARKW, ARKK, ARKQ, EGGQ, EGGY, KQQQ, ULTY, KYLD 29.219

AMZN AMAZON.COM INC

KQQQ, CMAG, ARKW, EGGS, ULTY, AVLV, ARKK, ARKQ 25.206

META META PLATFORMS INC-CLASS

FDRS, KQQQ, CMAG, AVLV, ARKW, ARKK 23.434

HOOD Robinhood Markets Inc

ARKW, KYC, ARKK, ULTY, KYLD, BLOX, FDRS 15.085

CRCL Circle Internet Group Inc

ARKW, ARKK, KYC, BLOX 12.636

FDX FEDEX CORP COMMON STOCK U

DOCK, AV, AVLV 10.335

COIN Coinbase Global Inc

BLOX, ARKW, KYC, ARKK, FDRS 7.286

⚡ CROSS-FUND DIVERGENCES

CIEN ↑ EGGS ↓ EUV, ULTY, EGGY, EGGQ

ARQQ ↑ CQTM ↓ XA

ESTC ↑ EYES ↓ XA

GOOG ↑ ARKQ ↓ ARKW

VRNS ↑ EYES ↓ XA

NVDA ↑ ARKQ, CMAG, ARKK, ARKW, FDRS, ULTY, BLOX, KQQQ ↓ NVDW

Sector Flow → ENERGY (+0.8428) INFORMATION TECHNOLOGY (+0.2464) MATERIALS (+0.0626) REAL ESTATE (+0.0107) CONSUMER DISCRETIONARY (-0.2858) FINANCIALS (-0.2231) CONSUMER STAPLES (-0.2213) COMMUNICATION SERVICES (-0.1392)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 105 Total: 430

🔥 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 +95 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

EMR

Emerson Electric Co.

Grade

Tech: 95

Fund: 70

Price: $142.06

RSI: 58.7

WAIT for validation

Valuation: OVERVALUED (-44.7%)

View Deep Dive →

JBL

Jabil Inc.

Grade

Tech: 95

Fund: 60

Price: $373.82

RSI: 58.49

WAIT for validation

Valuation: OVERVALUED (-52.4%)

View Deep Dive →

GE Aerospace

Grade

Tech: 45

Fund: 80

Price: $327.65

RSI: 73.31

WAIT for validation

Valuation: OVERVALUED (-38.3%)

View Deep Dive →

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

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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.

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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 // 2026-06-05 // 2026-06-05 07:36 AM CST