ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-06-15

Generated

2026-06-15 10:45 AM CST

VIX Regime

16.34 NORMAL

↓ PDF ↓ MD ⌥ src

🙂

MARKET.MOOD

Risk-On // NORMAL

VIX 16.34 · SPY +1.83%

Last 5 Days

🙂 😐 😐 🙂 🙂

👵 GRANDMA.MODE // PLAIN ENGLISH ▸ tap to translate

🙂 Just an ordinary day out there. Nothing's on fire, nothing's a party. Business as usual. The overall market is up a bit today. (The fear gauge sits at 16 — low and relaxed.)

⭐ Sam's favorite today is LLY — she scored it 46 out of 100. That just means it looked the strongest of the bunch, not a promise it'll go up.

In Other Words

VIX:: Wall Street's 'fear gauge.' Low number = calm, high number = scared. Above 30 means people are sweating.
SPY:: A single basket holding the 500 biggest US companies. When people say 'the market,' they usually mean this.
momentum:: Buying what's already going up and betting it keeps going — like a snowball rolling downhill.

This is plain-English education, not financial advice. When in doubt, ask someone you trust.

MARKET.PULSE // LIVE BENCHMARKS

S&P 500

$755.36

+1.83%

5D: +2.5%

Nasdaq 100

$743.04

+3.01%

5D: +5.0%

Russell 2000

$296.11

+1.08%

5D: +3.9%

Dow 30

$520.07

+1.37%

5D: +2.1%

Bitcoin

$66,813.77

+1.68%

5D: +5.1%

Ethereum

$1,826.81

+5.93%

5D: +9.2%

Gold

$400.08

+3.50%

5D: +2.4%

20Y Treasuries

$85.81

+0.05%

5D: +0.8%

VIX.REGIME

16.34

NORMAL

VIX normal at 16.3 (-2.6 this week). SPY +10.3% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

VIX is chilling at 16.34, confirming a "NORMAL" pulse – no panic, but no wild party either. Big money is playing a selective game, rotating into momentum. We see institutions loading up on AMD, TSLA, MU, and HOOD, signaling confidence in specific growth plays. Simultaneously, they're dumping META and a clutch of biotechs like NTLA, CRWV, and VCYT. This isn't broad risk-on, it's surgical conviction, picking winners and shedding some fat.

Our scanner flagged RCAT, AMT, SYY, PCG, and HBAN. While HBAN looks fundamentally strong and undervalued at 61%, our dossier advises a "WAIT" for technical validation given its 45/100 tech grade. The real gem is BAP: a Grade A fortress with 95/100 tech and 80/100 fundamentals, still 20.1% undervalued. That's a clear "ACCUMULATE on dips." Conversely, ALV is a strong technical play (95/100) but already priced for perfection, overvalued by -26.3%, hence a "WAIT." This is a sniper's market, not a shotgun blast.

— Ghost out. 👻

⚠️ MARKET.REGIME // NORMAL

VIX

16.34

5d Change

-2.6

VIX/VIX3M

0.83

SPY vs 200SMA

+10.3%

VIX normal at 16.3 (-2.6 this week). SPY +10.3% 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

LLY 46/100

$1131.12 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 57.9); Full EMA stack

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-06-12

Funds: 53 Tickers: 1671 Options: 472 P/C: 0.74

🟢 TOP BUYING

AMD Advanced Micro Devices In

ARKW, ARKQ, ARKK, KQQQ, KYLD, ULTY, EGGY, EGGQ 31.212

TSLA Tesla Inc

ARKK, FDRS, ARKW, ARKQ, CMAG, KQQQ 16.619

HOOD Robinhood Markets Inc

KYC, ULTY, ARKW, KYLD, ARKK, FDRS, BLOX 10.454

MU MICRON TECHNOLOGY INC COM

EGGY, EGGQ, AVLV 5.486

VSAT VIASAT INC COMMON STOCK U

AVUV, AVMV, AVLV 3.589

LRCX LAM RESEARCH CORP COMMON

ULTY, EUV, AVLV 4.906

FIGXX FIDELITY INV MMKT GOVT-I

KYLD, KQQQ 2.475

WGS GENEDX HOLDINGS CORP

ARKG, GNMX, ARKK 3.677

🔴 TOP SELLING

NTLA INTELLIA THERAPEUTICS INC

ARKK, ARKG 3.03

CRWV COREWEAVE INC-CL A

EGGY, EGGQ, ARKW, BLOX, ARKK 4.53

TXG Torex Gold Resources Inc.

ARKG, ARKK, GNMX 4.398

META Meta Platforms Inc

FDRS, KQQQ, ARKW, AVLV, CMAG 3.575

VCYT VERACYTE INC

ARKG, GNMX, ARKK 3.303

TEM Tempus AI Inc

ARKG, ARKK, GNMX 3.199

OXM OXFORD INDUSTRIES INC COM

STYL, AVUV 3.036

BEAM Beam Therapeutics Inc

ARKG, ARKK, GNMX 2.551

⚡ CROSS-FUND DIVERGENCES

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

TWST ↑ ARKG, GNMX ↓ ARKK

TDY ↑ EYES ↓ EUV

ACHR ↑ ARKQ ↓ ARKK

RXRX ↑ ARKG ↓ ARKK

TPR ↑ NYNY ↓ STYL

Sector Flow → INFORMATION TECHNOLOGY (+1.3869) CONSUMER DISCRETIONARY (+0.971) INDUSTRIALS (+0.888) MATERIALS (+0.0843) ENERGY (-1.3907) FINANCIALS (-0.3847) COMMUNICATION SERVICES (-0.2323) CONSUMER STAPLES (-0.1407)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 32 Total: 504

🔥 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 +22 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

HBAN

Huntington Bancshares Incorp

Grade

Tech: 45

Fund: 80

Price: $17.44

RSI: 70.76

WAIT for validation

Valuation: UNDERVALUED (+61.0%)

View Deep Dive →

BAP

Credicorp Ltd.

Grade

Tech: 95

Fund: 80

Price: $369.49

RSI: 59.8

ACCUMULATE on dips

Valuation: UNDERVALUED (+20.1%)

View Deep Dive →

ALV

Autoliv, Inc.

Grade

Tech: 95

Fund: 70

Price: $127.16

RSI: 49.8

WAIT for validation

Valuation: OVERVALUED (-26.3%)

View Deep Dive →

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

THIS REPORT

mphinance.github.io/mphinance/reports/2026-06-15_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.

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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 // 2026-06-15 // 2026-06-15 10:45 AM CST