ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-10
Generated
2026-09-10 09:04 AM CST
🙂
MARKET.MOOD
Risk-On // NORMAL
VIX 17.58
· SPY -0.64%
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 18 — low and relaxed.)
⭐ Sam's favorite today is PLTR — she scored it 69 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
$757.54
-0.64%
5D: -2.0%
Nasdaq 100
$709.00
-1.02%
5D: -1.2%
Russell 2000
$288.43
-0.76%
5D: -2.3%
Dow 30
$521.16
-0.56%
5D: -2.9%
Bitcoin
$77,271.22
-1.26%
5D: -3.8%
Ethereum
$2,438.82
-1.14%
5D: -3.0%
Gold
$400.93
-0.60%
5D: -2.3%
20Y Treasuries
$81.04
-0.85%
5D: -1.3%
VIX.REGIME
17.58
NORMAL
VIX normal at 17.6 (+3.3 this week). SPY +6.5% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Market's VIX is chilling at 17.58, signaling no immediate panic, but institutional flows reveal sharp rotation. Smart money is clearly accumulating GLW, NVDA, and UNH, indicating continued conviction in select tech and healthcare plays. Conversely, they're dumping BABA and KSS, signaling a clear exit from names struggling with fundamentals or macro headwinds. This selective positioning is key.
Our quant scanner flashed strong on TECK, MA, and PLTR. However, don't just chase momentum. TECK is a high-conviction "ACCUMULATE on dips" call, fundamentally undervalued by a whopping 104.4% with Grade A tech (95/100). That's a strong buy. MA and PLTR, despite their 95/100 technicals, are screaming "OVERVALUED" at -42.3% and -38.0% respectively. Our verdict: WAIT for validation on these; they're overextended. No Lifers or Nuclear Options today, so TECK is the standout grind play.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 17.6. Green light.
🎯 TODAY'S.WATCHLIST // 2 CONVERGENCES
AMZN
2 legs
trend · Core Watchlist (score 0.5)
institutional · 13F buying
FCX
2 legs
trend · Ghost Alpha V2 (score 0.6)
institutional · 13F buying
conflict · flow bullish but SHORT_DATED (0-3 DTE trap)
⚠ flow bullish but SHORT_DATED (0-3 DTE trap)
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 2d
MRVL
flow → momentum
streak 1d
TSM
flow → momentum
streak 1d
COIN
new → high_conviction
streak 16d
HOOD
new → high_conviction
streak 16d
OXY
new → high_conviction
streak 16d
SOFI
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 17.6 (+3.3 this week). SPY +6.5% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$169.11
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Stoch oversold (15.4); Trending (ADX 31.3); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $65.35
Flip: 66.00
Call Wall: 73.0
Put Wall: 65.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $565.21
Flip: 569.60
Call Wall: 570.0
Put Wall: 555.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $168.03
Flip: 169.65
Call Wall: 175.0
Put Wall: 167.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $70.66
Flip: 70.57
Call Wall: 77.0
Put Wall: 70.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $34.03
Flip: 37.49
Call Wall: 37.5
Put Wall: N/A
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-09
Funds: 89
Tickers: 9960
Options: 629
P/C: 0.51
🟢 TOP BUYING
GLW
CORNING INC COMMON STOCK
CGDV
11.555
SKHY
SK hynix Inc
CGXU, IDVO
15.139
NVDA
NVIDIA CORP COMMON STOCK
CHPY, CGDV, ULTY, AVUS
12.617
UNH
UnitedHealth Group Inc
DIVO
8.018
USAS
Americas Gold & Silver Co
SILJ
7.62
AMZN
AMAZON.COM INC COMMON STO
CGDV
7.58
CMCSA
COMCAST CORP CLASS A COMM
CGDV
6.076
FCX
Freeport-McMoRan Inc
DIVO
3.959
🔴 TOP SELLING
BABA
Alibaba Group Holding Ltd
AVEM
20.672
IAG
IA FINANCIAL CORP INC COM
AVIV
17.096
KSS
KOHLS CORP COMMON STOCK U
AVUV
11.187
SPM
SAIPEM SPA COMMON STOCK
AVDV
9.601
USA
Americas Gold & Silver Co
SILJ
7.861
GLE
SOCIETE GENERALE SA COMMO
AVDE
6.319
ARX
ARC RESOURCES LTD COMMON
AVIV, AVDE
5.951
RCL
REGIONAL CONTAINER LINE N
CGDV
5.557
⚡ CROSS-FUND
DIVERGENCES
SPM
↑ AVIV
↓ AVDV
RCL
↑ AVES
↓ CGDV
CAT
↑ ULTY
↓ DIVO
III
↑ AVIV
↓ CGXU
BABA
↑ ULTY
↓ AVEM
AMD
↑ ULTY, CHPY, KYLD
↓ ARKK
Sector Flow →
INDUSTRIALS (+1.0552)
MATERIALS (+0.9822)
HEALTH CARE (+0.674)
COMMUNICATION SERVICES (+0.4598)
FINANCIALS (-6.8282)
INFORMATION TECHNOLOGY (-3.5762)
ENERGY (-0.2401)
CONSUMER DISCRETIONARY (-0.2037)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 352
🔥 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
+12 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
TECK
Teck Resources Limited
Tech: 95
Fund: 70
Price: $65.38
RSI: 48.22
ACCUMULATE on dips
Valuation: UNDERVALUED (+104.4%)
View Deep Dive →
MA
Mastercard Incorporated
Tech: 95
Fund: 80
Price: $565.01
RSI: 44.61
WAIT for validation
Valuation: OVERVALUED (-42.3%)
View Deep Dive →
PLTR
Palantir Technologies Inc.
Tech: 95
Fund: 80
Price: $168.2
RSI: 45.96
WAIT for validation
Valuation: OVERVALUED (-38.0%)
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 // 2026-09-10 // 2026-09-10 09:04 AM CST