ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-06-23

Generated

2026-06-23 07:34 AM CST

VIX Regime

19.63 NORMAL

↓ PDF ↓ MD ⌥ src

🙂

MARKET.MOOD

Risk-On // NORMAL

VIX 19.63 · SPY -0.31%

Last 10 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 down a bit today. (The fear gauge sits at 20 — low and relaxed.)

⭐ Sam's favorite today is UNH — she scored it 43 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

$744.39

-0.31%

5D: -1.1%

Nasdaq 100

$737.95

-0.25%

5D: -0.7%

Russell 2000

$298.18

+0.88%

5D: +1.2%

Dow 30

$517.08

+0.30%

5D: +0.0%

Bitcoin

$62,390.39

-2.44%

5D: -1.8%

Ethereum

$1,658.90

-3.92%

5D: -3.0%

Gold

$384.59

-0.65%

5D: -3.0%

20Y Treasuries

$86.09

-0.76%

5D: +0.4%

VIX.REGIME

19.63

NORMAL

VIX normal at 19.6 (+3.4 this week). SPY +8.7% vs 200 SMA. WARNING: VIX/VIX3M ratio > 1.0 (Inversion/Fear).

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

VIX is chilling at 19.63, indicating a relatively calm market, but complacency kills. Smart money is clearly chasing momentum, piling into AMD, AMZN, and HOOD while aggressively dumping ROKU, PLTR, and COIN. Our system also flags *zero* "Lifers" today, meaning no high-conviction, persistent plays are showing up. Keep your stops tight.

While DE, ANET, and ODFL are popping up bullish on the scanner, heed the dossiers: ANET, ODFL, and JNJ are Grade A quality with stellar tech scores (95-100), yet they're wildly overvalued, showing -39.1% to -39.6% above fair value. The explicit verdict is "WAIT for validation"—don't chase this premium. For the risk-on crowd, NFLX via NFXL looks like a decent speculative punt with an ADX of 30.9 and a Grade B.

— Ghost out. 👻

🌤️ MARKET.WEATHER // CONTANGO

Calm contango, VIX 19.6. Green light.

🎯 TODAY'S.WATCHLIST // 5 CONVERGENCES

SO 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 68)

EXC 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 76)

WEC 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 54)

SNOW 2 legs

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

AMZN 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 // 8 MATURATION EVENTS

⭐ Migration of the Day

COIN — conviction rising in scanner (streak 16d)

COIN new → high_conviction streak 16d

GS new → high_conviction streak 16d

HOOD new → high_conviction streak 16d

MRVL new → high_conviction streak 16d

OXY new → high_conviction streak 16d

PLTR new → high_conviction streak 16d

SOFI new → high_conviction streak 16d

TSM new → high_conviction streak 16d

⚠️ MARKET.REGIME // NORMAL

VIX

19.63

5d Change

+3.4

VIX/VIX3M

1.00

SPY vs 200SMA

+8.7%

VIX normal at 19.6 (+3.4 this week). SPY +8.7% vs 200 SMA. WARNING: VIX/VIX3M ratio > 1.0 (Inversion/Fear).

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

🔒 premium intel below // unlock full dossier

🔪 DAILY.CUTS // PRIME · CHOICE · SELECT

Choice // MOMENTUM

UNH 43/100

$406.68 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 44.5); Full EMA stack

Choice // LEVERAGED ETF

NFLX B/Grade

Play: NFXL | ADX: 30.9

↳ VWAP Reclaim play. EOD close required.

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-06-22

Funds: 53 Tickers: 1675 Options: 371 P/C: 0.66

🟢 TOP BUYING

AMD Advanced Micro Devices In

ULTY, ARKW, ARKQ, KYLD, ARKK, KQQQ, EGGY, EGGQ 91.338

AMZN AMAZON.COM INC

ULTY, CMAG, AVLV, KQQQ, ARKW, ARKQ, EGGS, ARKK 88.39

HOOD Robinhood Markets Inc

ULTY, KYC, ARKW, ARKK, HOOW, FDRS, KYLD 79.19

TEM TEMPUS AI INC-CL A

ULTI, ARKK, GNMX 52.304

CAT Caterpillar Inc

ULTY, AVLV, ARKQ, EGGS 31.287

LRCX Lam Research Corp

ULTY, AVLV 29.066

MU MICRON TECHNOLOGY INC COM

ULTI, EGGY, EGGQ, AVLV 28.673

NVDA NVIDIA CORP

ULTY, FDRS, CMAG, ARKQ, ARKW 22.391

🔴 TOP SELLING

ROKU ROKU INC

ARKW, ARKK 21.091

SPCX SPACE EXPLORATION TECHN-C

ARKQ, ARKK, ARKW 7.014

PLTR Palantir Technologies Inc

FDRS, EYES, ARKQ, ARKK, ARKW 7.585

COIN Coinbase Global Inc

ARKK, BLOX, ARKW, KYC 4.099

KTOS KRATOS DEFENSE & SECURITY

ARKQ, ARKK 2.338

CRCL Circle Internet Group Inc

ARKK, ARKW, BLOX 2.259

XE X-ENERGY INC

ARKQ, ARKK 1.045

SHOP SHOPIFY INC - CLASS A

ARKK, KYLD, ARKW 1.519

⚡ CROSS-FUND DIVERGENCES

TEM ↑ ULTI, ARKK, GNMX ↓ ARKG

COHR ↑ ULTY, EGGS ↓ EGGY, EUV, EGGQ

FIGXX ↑ KYLD ↓ KQQQ

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

TWST ↑ ARKK, GNMX ↓ ARKG

NTLA ↑ ARKK ↓ ARKG

Sector Flow → INFORMATION TECHNOLOGY (+0.8282) CONSUMER DISCRETIONARY (+0.6619) INDUSTRIALS (+0.3816) UTILITIES (+0.062) ENERGY (-0.9042) FINANCIALS (-0.668) MATERIALS (-0.1435) HEALTH CARE (-0.1216)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 22 Total: 434

🔥 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 +12 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

ANET

Arista Networks, Inc.

Grade

Tech: 95

Fund: 80

Price: $174.56

RSI: 53.05

WAIT for validation

Valuation: OVERVALUED (-39.1%)

View Deep Dive →

ODFL

Old Dominion Freight Line, I

Grade

Tech: 95

Fund: 70

Price: $219.52

RSI: 44.84

WAIT for validation

Valuation: OVERVALUED (-38.3%)

View Deep Dive →

JNJ

Johnson & Johnson

Grade

Tech: 100

Fund: 80

Price: $231.29

RSI: 60.95

WAIT for validation

Valuation: OVERVALUED (-39.6%)

View Deep Dive →

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

THIS REPORT

mphinance.github.io/mphinance/reports/2026-06-23_alpha_dossier.html

LATEST ALWAYS

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

REPORT ARCHIVE

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GHOST BLOG

mphinance.com/blog/

TRADERDADDY PRO

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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 // 2026-06-23 // 2026-06-23 07:34 AM CST