ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-09
Generated
2026-09-09 09:09 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 16.2
· SPY -0.28%
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 down a bit today. (The fear gauge sits at 16 — low and relaxed.)
⭐ Sam's favorite today is PLTR — she scored it 72 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
$763.79
-0.28%
5D: -0.2%
Nasdaq 100
$719.16
+0.11%
5D: +1.4%
Russell 2000
$292.80
-0.64%
5D: -0.4%
Dow 30
$523.92
-0.78%
5D: -1.3%
Bitcoin
$78,961.69
+0.67%
5D: -1.1%
Ethereum
$2,501.91
+0.68%
5D: +0.8%
Gold
$405.52
+1.45%
5D: +0.7%
20Y Treasuries
$82.24
+0.05%
5D: +0.4%
VIX.REGIME
16.2
NORMAL
VIX normal at 16.2 (+1.0 this week). SPY +7.5% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is flatlining at 16.2 – no fear in the water today. Whales are still piling into the usual suspects: MSFT, META, AAPL, GOOGL, soaking up that large-cap tech. Interestingly, the NVDA trade is choppy; institutions are split, both buying and selling that name. Elsewhere, GS and SHOP are seeing significant distributions from the big money.
Our scanner flags LFST, TH, SB, ROKU, and XP as bullish. However, digging into the dossiers, ROKU, despite its Tech 100/100, is running 46.4% OVERVALUED – WAIT for validation. XP, sitting at FAIR VALUE (11.6%), also demands patience. The standout is TRMD: a Grade A, 619.6% UNDERVALUED play. That's a clear ACCUMULATE on dips. No 'Lifers' or 'Nuclear Options' today, so maintain tactical focus.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 16.2. Green light.
🎯 TODAY'S.WATCHLIST // 3 CONVERGENCES
META
2 legs
triangle · triangle_breakout (score 87)
institutional · 13F buying
AMZN
2 legs
trend · Core Watchlist (score 0.5)
institutional · 13F buying
GOOGL
2 legs
trend · Core Watchlist (score 0.5)
institutional · 13F buying
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 8 MATURATION EVENTS
⭐ Migration of the Day
GS — matured triangle_breakout → momentum (streak 1d)
GS
triangle_breakout → momentum
streak 1d
PLTR
flow → momentum
streak 1d
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
TSM
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 16.2 (+1.0 this week). SPY +7.5% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Choice // MOMENTUM
$174.41
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Stoch oversold (28.6); Trending (ADX 47.3); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $152.93
Flip: 149.09
Call Wall: 160.0
Put Wall: 152.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $19.33
Flip: 19.55
Call Wall: 20.0
Put Wall: 18.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $35.35
Flip: N/A
Call Wall: N/A
Put Wall: 35.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $353.77
Flip: 353.95
Call Wall: 360.0
Put Wall: 350.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $567.13
Flip: 569.66
Call Wall: 570.0
Put Wall: 555.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-08
Funds: 89
Tickers: 9945
Options: 612
P/C: 0.56
🟢 TOP BUYING
NVDA
NVIDIA CORP COMMON STOCK
CMAG, NVDW, CGUS, AVLV
73.951
MSFT
MICROSOFT CORP COMMON STO
CMAG, CGGR
31.15
META
META PLATFORMS INC CLASS
CMAG, CGUS, CGGR
22.595
AAPL
APPLE INC COMMON STOCK US
CMAG, CGUS
18.22
GOOGL
ALPHABET INC CL A COMMON
CMAG, CGUS
15.912
TSLA
TESLA INC COMMON STOCK US
CMAG, TSLW, CGGR
15.552
AMZN
AMAZON.COM INC COMMON STO
CMAG, CGUS
10.845
AVGO
BROADCOM INC COMMON STOCK
CGUS, CGGR
3.327
🔴 TOP SELLING
GS
GOLDMAN SACHS GROUP INC C
CGUS
7.106
NVDA
NVIDIA CORP COMMON STOCK
CGGR
5.403
SHOP
SHOPIFY INC CLASS A COM
CGGR
4.786
SES
SESA SPA COMMON STOCK
AVDE
4.344
AMAT
APPLIED MATERIALS INC COM
CGUS
3.894
MU
MICRON TECHNOLOGY INC COM
CGGR
1.462
CRM
SALESFORCE INC COMMON STO
CGUS
0.918
MSFT
MICROSOFT CORP COMMON STO
CGUS
0.917
⚡ CROSS-FUND
DIVERGENCES
MSFT
↑ CMAG, CGGR
↓ CGUS
NVDA
↑ CMAG, NVDW, CGUS, AVLV
↓ CGGR
Sector Flow →
FINANCIALS (+9.5385)
COMMUNICATION SERVICES (+1.3724)
CONSUMER DISCRETIONARY (+1.0377)
INFORMATION TECHNOLOGY (+0.8071)
INDUSTRIALS (-2.4854)
ENERGY (-0.0348)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 32
Total: 359
🔥 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
+22 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
Tech: 100
Fund: 70
Price: $152.91
RSI: 39.32
WAIT for validation
Valuation: OVERVALUED (-46.4%)
View Deep Dive →
Tech: 45
Fund: 80
Price: $19.26
RSI: 73.4
WAIT for validation
Valuation: FAIR VALUE (+11.6%)
View Deep Dive →
Tech: 85
Fund: 80
Price: $35.31
RSI: 76.27
ACCUMULATE on dips
Valuation: UNDERVALUED (+619.6%)
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 // 2026-09-09 // 2026-09-09 09:09 AM CST