ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-06-21

Generated

2026-06-21 05:57 PM CST

VIX Regime

16.4 NORMAL

↓ PDF ↓ MD ⌥ src

🙂

MARKET.MOOD

Risk-On // NORMAL

VIX 16.4 · SPY +1.04%

Last 9 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 KO — she scored it 71 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

$746.74

+1.04%

5D: +0.9%

Nasdaq 100

$740.62

+2.51%

5D: +2.7%

Russell 2000

$295.59

+1.97%

5D: +1.1%

Dow 30

$515.52

+0.12%

5D: +0.8%

Bitcoin

$63,711.54

-0.82%

5D: -1.1%

Ethereum

$1,716.09

-1.33%

5D: -1.8%

Gold

$387.12

-0.38%

5D: +0.1%

20Y Treasuries

$86.75

+0.49%

5D: +1.1%

VIX.REGIME

16.4

NORMAL

VIX normal at 16.4 (-3.0 this week). SPY +9.1% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

Regime check: VIX at 16.4 puts us in NORMAL mode. Institutions are active — 10 buying signals vs 10 selling. Top institutional conviction: HOOD.

Scanner picked up 115/160 bullish setups today. No lifers yet — signals are fresh. Stay sharp, execute the playbook.

Nuclear Option: NFLX (NFXL) shows a Grade B setup with ADX 28.2.

— Ghost out. 👻

🌤️ MARKET.WEATHER // CONTANGO

Calm contango, VIX 16.8. Green light.

🎯 TODAY'S.WATCHLIST // 7 CONVERGENCES

VMC 2 legs

trend · Ghost Alpha V2 (score 0.9) triangle · triangle_breakout (score 70)

SO 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 58)

GD 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 71)

EMR 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 70)

LLY 2 legs

trend · Ghost Alpha V2 (score 0.7) institutional · 13F buying

AVGO 2 legs

trend · Core Watchlist (score 0.55) institutional · 13F buying

COIN 2 legs

trend · Core Watchlist (score 0.5) institutional · 13F buying

Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.

🔼 MIGRATION // 12 MATURATION EVENTS

⭐ Migration of the Day

HOOD — matured universe → momentum (streak 2d)

HOOD universe → momentum streak 2d

ALAB universe → flow streak 2d

BFLY universe → flow streak 2d

HYLN universe → flow streak 2d

EMR triangle_breakout → momentum streak 2d

COIN new → high_conviction streak 15d

GS new → high_conviction streak 15d

OXY new → high_conviction streak 15d

⚠️ MARKET.REGIME // NORMAL

VIX

16.4

5d Change

-3.0

VIX/VIX3M

0.84

SPY vs 200SMA

+9.1%

VIX normal at 16.4 (-3.0 this week). SPY +9.1% 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

KO 71/100

$78.75 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 38.7); Full EMA stack

Choice // LEVERAGED ETF

NFLX B/Grade

Play: NFXL | ADX: 28.2

↳ VWAP Reclaim play. EOD close required.

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-06-18

Funds: 45 Tickers: 1659 Options: 216 P/C: 0.83

🟢 TOP BUYING

HOOD ROBINHOOD MARKETS INC - A

ARKW, KYC, KYLD, BLOX, FDRS, ARKK 22.866

LLY Eli Lilly & Co

ARKG, ARKK 12.091

AVGO BROADCOM INC

KQQQ, KYLD, ARKW, ARKQ, ARKK 10.453

AMD Advanced Micro Devices In

ARKW, ARKQ, ARKK, KQQQ, KYLD 7.561

RKLB Rocket Lab Corp

SLTY, ARKQ, FDRS 5.762

TSM TAIWAN SEMICONDUCTOR-SP A

BLOX, ARKQ, EUV, ARKW, ARKK 5.362

OKLO OKLO INC

SLTY, ARKQ 5.356

BEAM Beam Therapeutics Inc

ARKK, ARKG, GNMX 4.892

🔴 TOP SELLING

AMZN AMAZON.COM INC

ULTY, KQQQ, EGGS, ARKW, ARKQ, AVLV, CMAG, ARKK 97.537

PLTR PALANTIR TECHNOLOGIES INC

ULTY, ARKQ, ARKK, ARKW 62.003

SHOP Shopify Inc

ULTY, ARKK, KYLD, ARKW, FDRS 52.488

BABA ALIBABA GROUP HOLDING-SP

ULTY, ARKK 34.73

META META PLATFORMS INC-CLASS

FDRS, KQQQ, AVLV, CMAG, ARKW, ARKK 15.617

TWST TWIST BIOSCIENCE CORP

ARKG, GNMX, ARKK 12.645

TSLA Tesla Inc

WATS, ARKQ, ARKK, ARKW, KQQQ, FDRS 9.197

SPCX SPACE EXPLORATION TECHN-C

ARKQ, ARKK, ARKW 5.972

⚡ CROSS-FUND DIVERGENCES

XYZ ↑ ARKK ↓ ARKW, KYC

HOOD ↑ ARKW, KYC, KYLD, BLOX, FDRS, ARKK ↓ ULTY

HIMS ↑ GLAM, KYLD ↓ ULTI

MRNA ↑ GNMX ↓ ULTI

ALAB ↑ EGGY, EGGQ ↓ ULTY

TGT ↑ SLTY ↓ AVMV, AVLV

Sector Flow → FINANCIALS (+0.4676) INFORMATION TECHNOLOGY (+0.2759) ENERGY (+0.147) MATERIALS (+0.0896) CONSUMER DISCRETIONARY (-0.4983) CONSUMER STAPLES (-0.3146) COMMUNICATION SERVICES (-0.1508) INDUSTRIALS (-0.0534)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 24 Total: 471

🔥 LIFERS (20+ Days)

No lifers in current window

💎 HIGH CONVICTION (10-19D)

PLTR 15d NVDA 15d GOOGL 15d AVGO 15d V 15d MA 15d XOM 15d MSFT 15d META 15d TSLA 15d +14 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

ANET

Arista Networks, Inc.

Grade

Tech: 95

Fund: 80

Price: $169.67

RSI: 57.29

WAIT for validation

Valuation: OVERVALUED (-37.3%)

View Deep Dive →

VRTX

Vertex Pharmaceuticals Incor

Grade

Tech: 55

Fund: 80

Price: $451.63

RSI: 52.23

WAIT for validation

Valuation: OVERVALUED (-37.3%)

View Deep Dive →

ROST

Ross Stores, Inc.

Grade

Tech: 95

Fund: 70

Price: $232.8

RSI: 51.76

WAIT for validation

Valuation: OVERVALUED (-34.1%)

View Deep Dive →

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

THIS REPORT

mphinance.github.io/mphinance/reports/2026-06-21_alpha_dossier.html

LATEST ALWAYS

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mphinance.com/blog/

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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 // 2026-06-21 // 2026-06-21 05:57 PM CST