ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-07-31

Generated

2026-07-31 06:58 AM CST

VIX Regime

17.02 NORMAL

↓ PDF ↓ MD ⌥ src

🙂

MARKET.MOOD

Risk-On // NORMAL

VIX 17.02 · SPY +1.68%

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 up a bit today. (The fear gauge sits at 17 — low and relaxed.)

⭐ Sam's favorite today is AAPL — she scored it 49 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

$741.69

+1.68%

5D: +0.4%

Nasdaq 100

$683.55

+3.30%

5D: -0.1%

Russell 2000

$292.59

+1.39%

5D: +0.5%

Dow 30

$521.51

+1.18%

5D: +0.5%

Bitcoin

$63,766.17

-1.48%

5D: +0.1%

Ethereum

$1,881.81

-1.85%

5D: -0.5%

Gold

$377.16

+1.64%

5D: +1.4%

20Y Treasuries

$82.80

-0.06%

5D: -0.5%

VIX.REGIME

17.02

NORMAL

VIX normal at 17.0 (-1.6 this week). SPY +6.4% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

VIX at 17.02 confirms the market's chill, but institutional flows are a mixed bag. Smart money is rotating hard; NVDA saw action on both sides, suggesting profit-taking or short covering while fresh capital flowed into AAPL, MSFT, and V. Conversely, AMD, FIVE, and RIOT got dumped. Our scanner flags a defensive lean into CVX, COP, and VZ, alongside quality names like HON and PLD. No lifers means conviction plays are elusive, requiring surgical precision.

For aggressive plays, the "Nuclear Option" is firing on MPL (leveraged MP) with an ADX of 35.6, indicating strong trend momentum. On the quality front, our dossiers scream "wait" on HON and ADP, both Grade A but massively overvalued by 26.4% and 46.6% respectively. The real gem is CB: a FORTRESS tier stock at fair value (-15.3%), ripe for accumulation on dips. Don't chase froth; pick your spots.

— Ghost out. 👻

🌤️ MARKET.WEATHER // CONTANGO

Calm contango, VIX 17.0. Green light.

🎯 TODAY'S.WATCHLIST // 15 CONVERGENCES

CVX 2 legs

trend · Ghost Alpha V2 (score 1.0) triangle · triangle_breakout (score 73)

COP 2 legs

trend · Ghost Alpha V2 (score 1.0) triangle · triangle_breakout (score 84)

VZ 2 legs

trend · Ghost Alpha V2 (score 0.9) triangle · triangle_breakout (score 64)

CB 2 legs

trend · Ghost Alpha V2 (score 0.9) triangle · triangle_breakout (score 48)

OXY 2 legs

trend · Ghost Alpha V2 (score 0.9) triangle · triangle_breakout (score 81)

WAB 2 legs

trend · Ghost Alpha V2 (score 0.9) triangle · triangle_breakout (score 74)

AVGO 2 legs

trend · Ghost Alpha V2 (score 0.8) downtrend_breakout · downtrend breakout (confirmed, broke 2026-07-30)

XOM 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 84)

TJX 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 81)

AAPL 2 legs

trend · momentum A score 49 institutional · 13F buying

V 2 legs

trend · momentum A score 47 institutional · 13F buying

AMGN 2 legs

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

GOOGL 2 legs

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

TSM 2 legs

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

NVDA 2 legs

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

⚠ 13F selling

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

🔼 MIGRATION // 89 MATURATION EVENTS

⭐ Migration of the Day

COP — matured triangle_breakout → momentum (streak 3d)

COP triangle_breakout → momentum streak 3d

CNQ triangle_breakout → momentum streak 2d

OXY triangle_breakout → momentum streak 2d

TJX triangle_breakout → momentum streak 2d

CB triangle_breakout → momentum streak 1d

COIN new → high_conviction streak 16d

CTVA new → high_conviction streak 16d

GS new → high_conviction streak 16d

⚠️ MARKET.REGIME // NORMAL

VIX

17.02

5d Change

-1.6

VIX/VIX3M

0.83

SPY vs 200SMA

+6.4%

VIX normal at 17.0 (-1.6 this week). SPY +6.4% 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

AAPL 49/100

$333.43 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 46.5); Full EMA stack

Choice // LEVERAGED ETF

MP B/Grade

Play: MPL | ADX: 35.6

↳ VWAP Reclaim play. EOD close required.

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-07-30

Funds: 71 Tickers: 2244 Options: 557 P/C: 0.7

🟢 TOP BUYING

NVDA NVIDIA CORP

QDVO, GAMR, AIEQ, DIVO, BLOK, NVDW, ETHO 275.518

AGPXX Invesco Government & Agen

QDVO, DIVO, IDVO, BLOK, YYY, GAMR, HACK, COWS, SILJ, IPAY, ETHO, IBUY, AIEQ, DRVR, BATT, ITEQ, AWAY, CNBS 163.206

AAPL Apple Inc

QDVO, AIEQ, DIVO, IBUY, ETHO 118.386

MSFT Microsoft Corp

GAMR, DIVO, QDVO, AIEQ, ETHO 115.014

V Visa Inc

IPAY, DIVO, QDVO, BLOK, DRVR, ETHO, AIEQ 96.083

TSM TAIWAN SEMICONDUCTOR-SP A

IDVO, BLOK, ARKW, ARKK, ARKQ 111.985

GOOGL ALPHABET INC-CL A

QDVO, AIEQ, DIVO, ETHO, EGGY, EGGS, EGGQ 96.309

AXP American Express Co

IPAY, DIVO, ETHO 47.661

🔴 TOP SELLING

NVDA NVIDIA CORP

BLOX, ARKQ 10.704

AMD Advanced Micro Devices In

ULTI, ARKQ 8.239

FIVE FIVE BELOW COMMON STOCK U

AVUV 1.292

VSAT VIASAT INC COMMON STOCK U

AVUV 0.876

RIOT Riot Platforms Inc

BLOX, ULTI 1.308

CIFR Cipher Digital Inc

BLOX, ULTI 1.252

NTLA INTELLIA THERAPEUTICS INC

ARKG, ARKK 0.642

SHOP SHOPIFY INC - CLASS A

ARKK 0.596

⚡ CROSS-FUND DIVERGENCES

TSLA ↑ BATT, QDVO, AIEQ, ARKW ↓ ARKQ

NVDA ↑ QDVO, GAMR, AIEQ, DIVO, BLOK, NVDW, ETHO ↓ BLOX, ARKQ

AMD ↑ GAMR, BLOK, QDVO, AIEQ, EGGY, EGGQ ↓ ULTI, ARKQ

CIFR ↑ BLOK ↓ BLOX, ULTI

TSM ↑ IDVO, BLOK, ARKW, ARKK, ARKQ ↓ BLOX

RIOT ↑ BLOK ↓ BLOX, ULTI

Sector Flow → ENERGY (+1.4292) CONSUMER STAPLES (+0.3914) CONSUMER DISCRETIONARY (+0.3877) COMMUNICATION SERVICES (+0.072) INDUSTRIALS (-1.0123) INFORMATION TECHNOLOGY (-0.8301) FINANCIALS (-0.1913) MATERIALS (-0.0522)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 144 Total: 268

🔥 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 +134 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

HON

Grade

Tech: 100

Fund: 70

Price: $241.91

RSI: 67.38

WAIT for validation

Valuation: OVERVALUED (-26.4%)

View Deep Dive →

Chubb Limited

Grade

Tech: 95

Fund: 80

Price: $350.15

RSI: 51.31

ACCUMULATE on dips

Valuation: FAIR VALUE (-15.3%)

View Deep Dive →

ADP

Automatic Data Processing, I

Grade

Tech: 100

Fund: 80

Price: $263.87

RSI: 64.16

WAIT for validation

Valuation: OVERVALUED (-46.6%)

View Deep Dive →

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

THIS REPORT

mphinance.github.io/mphinance/reports/2026-07-31_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.

Get this report every morning at 5AM

Ghost Alpha Dossier — Free on Substack

✉️ Subscribe Free →

Gold pick · Signals · Sam's roast · One email, zero spam

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 // 2026-07-31 // 2026-07-31 06:58 AM CST