ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-02
Generated
2026-09-02 09:04 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 15.99
· SPY +0.21%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
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🙂 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 PLTR — she scored it 54 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
$763.38
+0.21%
5D: -1.0%
Nasdaq 100
$705.98
-0.23%
5D: -2.1%
Russell 2000
$292.67
+0.72%
5D: -2.4%
Dow 30
$530.62
+0.54%
5D: -0.9%
Bitcoin
$77,049.67
-0.46%
5D: -1.5%
Ethereum
$2,398.99
-0.78%
5D: -2.4%
Gold
$401.72
+1.25%
5D: -4.9%
20Y Treasuries
$82.00
+0.15%
5D: -1.0%
VIX.REGIME
15.99
NORMAL
VIX normal at 16.0 (+0.8 this week). SPY +7.7% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Alright, let's cut through the noise.
The VIX is flat at 15.99, meaning no immediate fear spike, but don't get complacent. Smart money's playing a different game. We see heavy institutional buys into FCX, XYZ, RKLB, AFL, and MPC – classic rotation into specific names. But the real head-scratcher? Whales are dumping NVDA, TEM, and PLTR. This clashes directly with our scanner, which flagged NVDA, JPM, and AMZN as bullish today. JPM's dossier is an "ACCUMULATE on dips," undervalued by 25.5%, aligning with scanner bullishness.
Now, NVDA is a major divergence: our dossier rates it "ACCUMULATE on dips" and deeply undervalued by 80.7%, yet institutions are taking chips off the table. Is it profit-taking, or a rotation out of the high-flyers? PLTR's simpler: institutions are selling, and our dossier confirms it's overvalued by 40.7% with a "WAIT for validation" verdict. No Lifers, no Nuclear Option plays today, signaling a lack of broad, high-conviction momentum. Keep a tight leash on those longs.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 16.0. Green light.
🎯 TODAY'S.WATCHLIST // 2 CONVERGENCES
GS
2 legs
trend · Core Watchlist (score 0.55)
triangle · triangle_breakout (score 60)
PLTR
2 legs
trend · momentum B score 54
flow · bullish flow (top 105)
conflict · 13F selling
⚠ 13F selling
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 6 MATURATION EVENTS
⭐ Migration of the Day
GS — matured triangle_breakout → momentum (streak 2d)
GS
triangle_breakout → momentum
streak 2d
COIN
new → high_conviction
streak 16d
HOOD
new → high_conviction
streak 16d
MRVL
new → high_conviction
streak 16d
OXY
new → high_conviction
streak 16d
SOFI
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 16.0 (+0.8 this week). SPY +7.7% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Choice // MOMENTUM
$172.73
↳ RSI momentum at 62.0; Strong trend (ADX 54.8); Full EMA alignment
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $358.58
Flip: 357.09
Call Wall: 360.0
Put Wall: 352.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $221.78
Flip: 216.92
Call Wall: 222.5
Put Wall: 215.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $174.50
Flip: 177.24
Call Wall: 190.0
Put Wall: 172.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $413.15
Flip: 418.37
Call Wall: 425.0
Put Wall: 402.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $1008.89
Flip: 1012.39
Call Wall: 1040.0
Put Wall: 980.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-01
Funds: 71
Tickers: 2276
Options: 507
P/C: 0.74
🟢 TOP BUYING
FCX
Freeport-McMoRan Inc
AIEQ, DIVO
11.42
XYZ
BLOCK INC
ARKW, ARKK
5.532
RKLB
ROCKET LAB
ARKK
1.365
AFL
Aflac Inc
AIEQ, DRVR
1.078
MPC
Marathon Petroleum Corp
ULTY
1.002
GH
GUARDANT HEALTH INC
ARKG
0.68
CLSK
Cleanspark Inc
BLOK
0.551
🔴 TOP SELLING
PLTR
PALANTIR TECHNOLOGIES INC
ARKK, ARKW
4.229
TEM
TEMPUS AI INC
ARKK, ULTI
3.104
NVDA
NVIDIA Corp
ULTY, BLOX
1.651
TEL
TE Connectivity PLC
AIEQ
0.494
SWKS
Skyworks Solutions Inc
DRVR
0.493
SHOP
SHOPIFY INC - CLASS A
ARKW
0.359
CRCL
CIRCLE INTERNET GROUP INC
ULTI, BLOX
0.534
AMX
America Movil SAB de CV
IDVO
0.308
⚡ CROSS-FUND
DIVERGENCES
MS
↑ DRVR
↓ AIEQ
BBY
↑ DRVR
↓ AIEQ
MO
↑ DRVR
↓ AIEQ
BR
↑ DRVR
↓ AIEQ
PNC
↑ DRVR
↓ AIEQ
MA
↑ DRVR
↓ AIEQ
Sector Flow →
COMMUNICATION SERVICES (+4.8368)
HEALTH CARE (+2.8225)
REAL ESTATE (+0.0488)
FINANCIALS (-8.4401)
CONSUMER DISCRETIONARY (-3.5165)
CONSUMER STAPLES (-0.9583)
INDUSTRIALS (-0.9296)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 88
Total: 368
🔥 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
+78 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
Tech: 95
Fund: 80
Price: $358.28
RSI: 42.71
ACCUMULATE on dips
Valuation: UNDERVALUED (+25.5%)
View Deep Dive →
Tech: 95
Fund: 80
Price: $221.63
RSI: 47.15
ACCUMULATE on dips
Valuation: UNDERVALUED (+80.7%)
View Deep Dive →
PLTR
Palantir Technologies Inc.
Tech: 55
Fund: 80
Price: $174.48
RSI: 45.56
WAIT for validation
Valuation: OVERVALUED (-40.7%)
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.
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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 // 2026-09-02 // 2026-09-02 09:04 AM CST