ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-09-07

Generated

2026-09-07 10:31 AM CST

VIX Regime

15.26 NORMAL

↓ PDF ↓ MD ⌥ src

🙂

MARKET.MOOD

Risk-On // NORMAL

VIX 15.26 · SPY -0.39%

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 15 — low and relaxed.)

⭐ Sam's favorite today is ABBV — 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

$770.19

-0.39%

5D: +0.4%

Nasdaq 100

$718.96

+0.18%

5D: +0.3%

Russell 2000

$296.01

+0.28%

5D: +0.7%

Dow 30

$534.08

-0.53%

5D: +0.5%

Bitcoin

$79,036.83

-1.63%

5D: -2.8%

Ethereum

$2,483.23

-1.25%

5D: -1.0%

Gold

$406.77

-0.84%

5D: -0.4%

20Y Treasuries

$82.21

+0.17%

5D: +0.0%

VIX.REGIME

15.26

NORMAL

VIX normal at 15.3 (+0.3 this week). SPY +8.5% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

Market's still complacent with VIX barely twitching at 15.26. The smart money's signaling a clear conviction play: load up on megacap tech. We're seeing heavy institutional buys in NVDA, MSFT, TSM, AVGO, and META. Conversely, they're trimming positions in names like SCCO and CAT. This isn't a broad rally; it's a concentrated chase for tech alpha.

Our scanner's flashing bullish on ABBV, DHR, AEM, and AU. However, proceed with extreme caution. Despite ABBV's "Grade A" tech score, it's flagged as OVERVALUED by a whopping -39.0%. AEM and AU, while showing solid fundamentals and AEM being UNDERVALUED by 21.4%, both carry a "WAIT for validation" verdict. No Lifers, no Nuclear plays—this market demands patience beyond chasing the institutional tech bid.

— Ghost out. 👻

🌤️ MARKET.WEATHER // CONTANGO

Calm contango, VIX 15.3. Green light.

🎯 TODAY'S.WATCHLIST // 14 CONVERGENCES

PGR 2 legs

trend · Ghost Alpha V2 (score 0.9) triangle · triangle_breakout (score 92)

QCOM 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 96)

MO 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 62)

ABBV 2 legs

trend · momentum A score 49 flow · bullish flow (top 47)

WMB 2 legs

trend · Ghost Alpha V2 (score 0.9) flow · bullish flow (top 65)

B 2 legs

trend · momentum B score 48 flow · bullish flow (top 15)

AJG 2 legs

trend · momentum A score 48 flow · bullish flow (top 32)

MRK 2 legs

trend · Ghost Alpha V2 (score 0.8) flow · bullish flow (top 25)

NVDA 2 legs

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

AAPL 2 legs

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

AMZN 2 legs

trend · Core Watchlist (score 0.65) institutional · 13F buying

MSFT 2 legs

trend · Ghost Alpha V2 (score 0.6) institutional · 13F buying

TSM 2 legs

trend · Core Watchlist (score 0.6) institutional · 13F buying

GOOGL 2 legs

trend · Core Watchlist (score 0.55) institutional · 13F buying

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

🔼 MIGRATION // 30 MATURATION EVENTS

⭐ Migration of the Day

GS — matured triangle_breakout → momentum (streak 3d)

GS triangle_breakout → momentum streak 3d

EOG triangle_breakout → momentum streak 2d

PGR triangle_breakout → momentum streak 1d

LNG flow → momentum streak 2d

B flow → momentum streak 1d

COIN new → high_conviction streak 16d

HOOD new → high_conviction streak 16d

MRVL new → high_conviction streak 16d

⚠️ MARKET.REGIME // NORMAL

VIX

15.26

5d Change

+0.3

VIX/VIX3M

0.74

SPY vs 200SMA

+8.5%

VIX normal at 15.3 (+0.3 this week). SPY +8.5% 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

ABBV 49/100

$256.46 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 41.9); Full EMA stack

🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS

ABBV positive GAMMA

Spot: $256.46

Flip: 255.45

Call Wall: 265.0

Put Wall: 247.5

↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.

AEM positive GAMMA

Spot: $204.73

Flip: 198.03

Call Wall: 210.0

Put Wall: 190.0

↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.

AU negative GAMMA

Spot: $109.07

Flip: 112.90

Call Wall: 120.0

Put Wall: 100.0

↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.

JNJ positive GAMMA

Spot: $275.23

Flip: 268.71

Call Wall: 280.0

Put Wall: 267.5

↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.

PGR negative GAMMA

Spot: $218.95

Flip: 218.07

Call Wall: 220.0

Put Wall: 212.5

↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.

INSTITUTIONAL.SIGNALS // TICKERTRACE API

As of: 2026-09-04

Funds: 89 Tickers: 9948 Options: 600 P/C: 0.52

🟢 TOP BUYING

NVDA NVIDIA Corp

CGUS, CHPY, CGDV, AVUS, CGGR, CGGO, NVDW, DIVO, BLOX 5755.159

MSFT Microsoft Corp

CGDV, CGUS, CGGR, AVUS, CGGO, DIVO 4286.793

TSM TAIWAN SEMICONDUCTOR SP A

CGGO, AVEM, CHPY, CGUS, CGDV, CGGR 3936.988

AVGO BROADCOM INC COMMON STOCK

CHPY, CGUS, CGDV, CGGR, CGGO, AVUS 3727.634

META META PLATFORMS INC CLASS

CGGR, CGDV, CGUS, AVUS, CGGO 2695.697

MU MICRON TECHNOLOGY INC COM

CHPY, CGGO, CGGR, AVUS, CGDV, CGUS 2456.645

GOOGL ALPHABET INC CL A COMMON

CGDV, CGGO, CGGR, CGUS, AVUS 2345.269

AAPL Apple Inc

AVUS, CGUS, CGGR, CGDV, CGGO, DIVO 2291.007

🔴 TOP SELLING

SCCO SOUTHERN COPPER CORP COMM

DIVO 3.949

CAT Caterpillar Inc

AVLV 2.575

NTES NETEASE INC ADR ADR USD.0

IDVO 0.702

FSUN FIRSTSUN CAPITAL BANCORP

AVUV 0.636

SM SM ENERGY CO COMMON STOCK

AVUV 0.373

LNTH LANTHEUS HOLDINGS INC COM

AVUV 0.364

OPEN OPENDOOR TECHNOLOGIES INC

AVUV 0.342

GS GOLDMAN SACHS GROUP INC C

AVLV 0.261

⚡ CROSS-FUND DIVERGENCES

LNTH ↑ AVSC, AVUS ↓ AVUV

NTLA ↑ AVSC, ARKG ↓ ARKK

FSUN ↑ AVSC ↓ AVUV

SM ↑ AVUS ↓ AVUV

ABNB ↑ AVUS ↓ AWAY

EXPE ↑ AVUS ↓ AWAY

Sector Flow → INFORMATION TECHNOLOGY (+245.5413) FINANCIALS (+146.9224) INDUSTRIALS (+90.372) CONSUMER DISCRETIONARY (+86.2104)

PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW

🔥 Lifers: 0 💎 HiConv: 52 Total: 358

🔥 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 +42 more

📊 TODAY'S WATCHLIST // A-GRADE SETUPS

ABBV

AbbVie Inc.

Grade

Tech: 95

Fund: 70

Price: $256.46

RSI: 56.6

WAIT for validation

Valuation: OVERVALUED (-39.0%)

View Deep Dive →

AEM

Agnico Eagle Mines Limited

Grade

Tech: 55

Fund: 80

Price: $204.73

RSI: 59.31

WAIT for validation

Valuation: UNDERVALUED (+21.4%)

View Deep Dive →

AngloGold Ashanti plc

Grade

Tech: 55

Fund: 80

Price: $109.07

RSI: 59.75

WAIT for validation

Valuation: FAIR VALUE (+12.7%)

View Deep Dive →

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

THIS REPORT

mphinance.github.io/mphinance/reports/2026-09-07_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 // 2026-09-07 // 2026-09-07 10:31 AM CST