ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-08-28
Generated
2026-08-28 04:08 PM CST
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MARKET.MOOD
Risk-On // CALM
VIX 14.43
· SPY -0.23%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
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😎 The market's having a lazy Sunday — calm and quiet. Nobody's scared of much right now. The overall market is down a bit today. (The fear gauge sits at 14 — low and relaxed.)
⭐ Sam's favorite today is JNJ — 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
$769.35
-0.23%
5D: +0.8%
Nasdaq 100
$716.43
-0.65%
5D: +1.4%
Russell 2000
$295.75
-1.35%
5D: -0.8%
Dow 30
$535.06
-0.03%
5D: +0.3%
Bitcoin
$77,360.15
-3.61%
5D: -2.0%
Ethereum
$2,426.03
-3.36%
5D: -2.2%
Gold
$408.89
-3.24%
5D: -4.2%
20Y Treasuries
$82.88
-0.30%
5D: +0.4%
VIX.REGIME
14.43
CALM
VIX calm at 14.4 (-0.7 this week). SPY +8.8% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Market's chill with the VIX at 14.43 – complacency reigns, but watch for cracks. Big money is rotating, showing conviction in names like AVGO and NET, while actively dumping AMD, TJX, and TWST. This institutional flow suggests sector rebalancing, so don't blindly chase last month's darlings; the smart money is already shifting.
Our scanners flashed BULLISH on PGR, RVMD, JNJ, ABBV, and UBER. However, dig into the dossiers: JNJ and ABBV are Grade A but look like garbage at current levels, OVERVALUED by -48.8% and -38.8% respectively. WAIT for validation on those. The clear play here is PGR; a FORTRESS tier stock, fair value at -17.8%, with a strong ACCUMULATE on dips verdict. No "Lifers" or "Nuclear Option" plays yet, indicating no deep conviction for sustained long-term runs. Stay agile.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 14.4. Green light.
🎯 TODAY'S.WATCHLIST // 6 CONVERGENCES
PGR
3 legs
trend · Ghost Alpha V2 (score 1.0)
triangle · triangle_breakout (score 92)
flow · bullish flow (top 50)
JNJ
2 legs
trend · momentum A score 46
flow · bullish flow (top 30)
ABBV
2 legs
trend · momentum A score 43
flow · bullish flow (top 85)
EMR
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 75)
LNG
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 30)
LLY
2 legs
trend · Ghost Alpha V2 (score 0.8)
institutional · 13F buying
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 83 MATURATION EVENTS
⭐ Migration of the Day
UBER — matured triangle_breakout → momentum (streak 4d)
UBER
triangle_breakout → momentum
streak 4d
EOG
triangle_breakout → momentum
streak 2d
PFE
triangle_breakout → momentum
streak 2d
PGR
triangle_breakout → momentum
streak 2d
FCX
triangle_breakout → momentum
streak 1d
EMR
flow → momentum
streak 2d
LNG
flow → momentum
streak 2d
AON
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // CALM
VIX calm at 14.4 (-0.7 this week). SPY +8.8% vs 200 SMA.
→ BULLISH: Market favorable for momentum, can be more aggressive.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$268.04
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 32.2); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $218.64
Flip: 215.23
Call Wall: 220.0
Put Wall: 215.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $268.04
Flip: 272.33
Call Wall: 272.5
Put Wall: 265.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $255.48
Flip: N/A
Call Wall: N/A
Put Wall: 255.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $78.82
Flip: N/A
Call Wall: 79.0
Put Wall: N/A
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $155.18
Flip: 153.47
Call Wall: 157.5
Put Wall: 152.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-08-27
Funds: 71
Tickers: 2278
Options: 488
P/C: 0.73
🟢 TOP BUYING
AVGO
BROADCOM INC
ARKK, ARKQ, ARKW
5.898
CBRS
CEREBRAS SYSTEMS INC - A
ARKK, ARKW
2.663
NET
CLOUDFLARE INC - CLASS A
ARKK, ARKW
2.595
GENB
GENERATE BIOMEDICINES INC
ARKG
0.348
SNDK
SANDISK CORP COMMON STOCK
ULTI, AVLV
0.501
SQM
Sociedad Quimica y Minera
IDVO
0.253
RMS
Ramelius Resources Ltd.
GBUG
0.08
🔴 TOP SELLING
AMD
ADVANCED MICRO DEVICES
ARKW, ARKQ, ARKK
5.309
TJX
TJX Cos Inc/The
DIVO
2.367
TEM
TEMPUS AI INC-CL A
ARKK, ARKG
1.743
TWST
TWIST BIOSCIENCE CORP
ARKK, ARKG
1.207
WT
WisdomTree Inc
BLOK
0.751
FDXF
Fedex Freight Holding Co
DIVO
0.464
AAPL
APPLE INC COMMON STOCK US
DIVO, AVLV
0.488
HOOD
ROBINHOOD MARKETS INC - A
ARKW
0.27
Sector Flow →
INFORMATION TECHNOLOGY (+1.2459)
MATERIALS (+0.016)
INDUSTRIALS (+0.0112)
REAL ESTATE (+0.0055)
CONSUMER DISCRETIONARY (-0.6148)
FINANCIALS (-0.1837)
ENERGY (-0.0703)
HEALTH CARE (-0.042)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 131
Total: 280
🔥 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
+121 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
PGR
The Progressive Corporation
Tech: 95
Fund: 80
Price: $218.64
RSI: 55.23
ACCUMULATE on dips
Valuation: FAIR VALUE (-17.8%)
View Deep Dive →
Tech: 95
Fund: 80
Price: $268.04
RSI: 59.01
WAIT for validation
Valuation: OVERVALUED (-48.8%)
View Deep Dive →
Tech: 95
Fund: 70
Price: $255.48
RSI: 58.8
WAIT for validation
Valuation: OVERVALUED (-38.8%)
View Deep Dive →
🔗 Permalinks // For sharing, citing,
or just proving you were right first
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 // 2026-08-28 // 2026-08-28 04:08 PM CST