ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-08-31
Generated
2026-08-31 12:27 PM CST
🙂
MARKET.MOOD
Risk-On // NORMAL
VIX 15.16
· SPY -0.45%
Last 10 Days
🙂
🙂
🙂
🙂
🙂
🙂
🙂
😎
😎
🙂
👵 GRANDMA.MODE // PLAIN ENGLISH
▸ tap to translate
▾ hide
🙂 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 15 — low and relaxed.)
⭐ Sam's favorite today is AJG — 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
$765.91
-0.45%
5D: +0.0%
Nasdaq 100
$714.82
-0.22%
5D: +0.6%
Russell 2000
$292.82
-0.99%
5D: -2.1%
Dow 30
$531.74
-0.62%
5D: -0.7%
Bitcoin
$78,605.41
+1.00%
5D: -2.1%
Ethereum
$2,468.80
+1.08%
5D: -1.7%
Gold
$406.67
-0.54%
5D: -5.0%
20Y Treasuries
$82.36
-0.63%
5D: -1.3%
VIX.REGIME
15.16
NORMAL
VIX normal at 15.2 (-0.7 this week). SPY +8.2% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Alright, let's cut to the chase. The VIX is chilling at 15.16, indicating broad market complacency. Institutions are rotating heavily, piling into metals and crypto plays with strong buys in FCX, CF, CIFR, HUT, and RIOT. On the flip side, they're bailing from SCCO, PAYC, AVT, and ALKS, suggesting a clear shift in sector conviction. No lifers on the books today, so don't expect any long-term conviction plays to stick just yet.
Our scanner is flashing green on names like AJG, RVMD, SWKS, B, and APD. While AJG is Grade A with stellar tech, it's trading rich, overvalued by 25.1%. Keep an eye on B: despite a lower tech grade, it's a FORTRESS tier stock, massively undervalued by 93.7%. That's a deep value signal, even with a "WAIT" verdict. And for the trend riders, the BA → BOEU leveraged play has an ADX of 25.0, showing a decent trend worth monitoring.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.2. Green light.
🎯 TODAY'S.WATCHLIST // 5 CONVERGENCES
KVUE
2 legs
trend · Ghost Alpha V2 (score 0.9)
triangle · triangle_breakout (score 52)
MCO
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 76)
DLTR
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 32)
RBRK
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 75)
CF
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 // 34 MATURATION EVENTS
⭐ Migration of the Day
LNG — matured flow → momentum (streak 2d)
LNG
flow → momentum
streak 2d
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
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.2 (-0.7 this week). SPY +8.2% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$262.30
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 33.8); Full EMA stack
Choice // LEVERAGED ETF
Play: BOEU | ADX: 25.0
↳ VWAP Reclaim play. EOD close required.
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $262.23
Flip: 245.86
Call Wall: 270.0
Put Wall: 240.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $44.63
Flip: 45.52
Call Wall: 46.0
Put Wall: 44.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $323.92
Flip: 302.42
Call Wall: 330.0
Put Wall: 300.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $30.63
Flip: 31.96
Call Wall: 33.0
Put Wall: 30.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $18.93
Flip: 18.51
Call Wall: 19.0
Put Wall: 18.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-08-28
Funds: 71
Tickers: 2273
Options: 502
P/C: 0.66
🟢 TOP BUYING
FCX
Freeport-McMoRan Inc
DIVO
1.976
CF
CF Industries Holdings In
DIVO
1.13
CIFR
Cipher Digital Inc
BLOK, BLOX
0.833
HUT
HUT 8 CORP
BLOK, BLOX
0.808
RIOT
Riot Platforms Inc
BLOK, BLOX
0.804
CLSK
Cleanspark Inc
BLOK
0.521
WULF
Terawulf Inc
BLOK
0.506
VCYT
VERACYTE INC
ARKG, ARKK
0.475
🔴 TOP SELLING
SCCO
Southern Copper Corp
DIVO
2.133
PAYC
PAYCOM SOFTWARE INC COMMO
AVUV
1.146
AVT
AVNET INC COMMON STOCK US
AVUV
0.791
VAL
VALARIS LTD COMMON STOCK
AVUV
0.607
ALKS
ALKERMES PLC COMMON STOCK
AVUV
0.599
JXN
JACKSON FINANCIAL INC A C
AVUV
0.557
FDXF
Fedex Freight Holding Co
DIVO
0.521
PLXS
PLEXUS CORP COMMON STOCK
AVUV
0.5
⚡ CROSS-FUND
DIVERGENCES
TEM
↑ ARKG
↓ ARKK
MU
↑ QDVO
↓ ULTI
Sector Flow →
INFORMATION TECHNOLOGY (+3.6914)
CONSUMER DISCRETIONARY (+1.048)
COMMUNICATION SERVICES (+0.1837)
HEALTH CARE (+0.1512)
INDUSTRIALS (-5.2517)
FINANCIALS (-5.1432)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 121
Total: 367
🔥 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
+111 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
AJG
Arthur J. Gallagher & Co.
Tech: 95
Fund: 80
Price: $262.3
RSI: 57.58
WAIT for validation
Valuation: OVERVALUED (-25.1%)
View Deep Dive →
B
Barrick Mining Corporation
Tech: 60
Fund: 80
Price: $44.68
RSI: 65.1
WAIT for validation
Valuation: UNDERVALUED (+93.7%)
View Deep Dive →
Tech: 55
Fund: 70
Price: $323.77
RSI: 42.03
WAIT for validation
Valuation: OVERVALUED (-47.7%)
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.
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 // 2026-08-31 // 2026-08-31 12:27 PM CST