ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-11
Generated
2026-09-11 09:04 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 16.02
· SPY +1.06%
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 65 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
$765.86
+1.06%
5D: -0.6%
Nasdaq 100
$716.43
+1.09%
5D: -0.3%
Russell 2000
$289.87
+0.75%
5D: -2.1%
Dow 30
$526.51
+1.11%
5D: -1.4%
Bitcoin
$79,316.93
+3.59%
5D: +0.2%
Ethereum
$2,627.54
+7.81%
5D: +5.5%
Gold
$402.70
+1.60%
5D: -1.0%
20Y Treasuries
$81.27
+0.61%
5D: -1.1%
VIX.REGIME
16.02
NORMAL
VIX normal at 16.0 (+1.5 this week). SPY +7.6% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
The VIX flat at 16.02 signals a green light for selective tactical plays, with no systemic fear in the market's guts. Institutional flow is a mixed bag: smart money is loading up on NVDA and even BABA, KSS, but simultaneously dumping GOOGL, TSM, and MU. This underscores a quiet rotation beneath the surface. With zero conviction "lifers" or "nuclear options" on the books, today is about sharp, short-term picks, not multi-month holds.
Our scanner flags TRMD, AMZN, V, MA, and PLTR. The alpha play is clearly TRMD, a "CASTLE" tier stock with a staggering 609.8% undervaluation and Grade A tech/fund scores. The verdict: ACCUMULATE on dips – don't overthink it. Meanwhile, FORTRESS names V and MA, while tech-strong at 95-100, are deep in overvalued territory by over 40%. Patience, quant brethren; the verdict is WAIT for a re-entry on those.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 16.0. Green light.
🎯 TODAY'S.WATCHLIST // 1 CONVERGENCE
META
2 legs
triangle · triangle_breakout (score 83)
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 3d
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 16.0 (+1.5 this week). SPY +7.6% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$168.08
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Stoch oversold (15.3); Trending (ADX 27.3); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $34.96
Flip: 36.94
Call Wall: 37.5
Put Wall: 32.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $368.84
Flip: 369.70
Call Wall: 372.5
Put Wall: 367.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $565.66
Flip: 569.62
Call Wall: 570.0
Put Wall: 555.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $168.47
Flip: 170.49
Call Wall: 172.5
Put Wall: 165.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $497.58
Flip: 491.07
Call Wall: 500.0
Put Wall: 490.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-10
Funds: 89
Tickers: 9968
Options: 570
P/C: 0.45
🟢 TOP BUYING
BABA
Alibaba Group Holding Ltd
AVEM
20.121
KSS
KOHLS CORP COMMON STOCK U
AVUV
10.2
SPM
SAIPEM SPA COMMON STOCK
AVDV
9.695
NVDA
NVIDIA Corp
AVLV, CMAG, DIVO
12.801
BNY
BANK OF NEW YORK MELLON C
NYNY, AVUS
11.442
GLE
SOCIETE GENERALE SA COMMO
AVDE
6.264
DINO
HF SINCLAIR CORP COMMON S
AVLV
5.415
META
META PLATFORMS INC CLASS
ARKK, ARKW
4.585
🔴 TOP SELLING
CAT
Caterpillar Inc
ULTY, AVLV
45.884
SNEX
STONEX GROUP INC COMMON S
NYNY, AVUV
16.557
GOOGL
Alphabet Inc
ARKK, ARKW
4.801
TSM
Taiwan Semiconductor Manu
AVEM, CHPY
7.115
MU
MICRON TECHNOLOGY INC COM
CHPY, AVLV, AVUS
7.089
SCCO
Southern Copper Corp
DIVO
4.314
RCL
ROYAL CARIBBEAN CRUISES L
CGDV
3.333
AAPL
APPLE INC COMMON STOCK US
AVLV, AVUS
3.326
⚡ CROSS-FUND
DIVERGENCES
UBS
↑ AVDE
↓ AVIV
EXP
↑ AVUV
↓ AVMV
FAST
↑ AVLV
↓ AVMV
NWSA
↑ AVMV
↓ NYNY
GOOGL
↑ CMAG
↓ ARKK, ARKW
META
↑ ARKK, ARKW
↓ AVLV, AVUS
Sector Flow →
FINANCIALS (+2.0514)
COMMUNICATION SERVICES (+0.6193)
ENERGY (+0.2073)
INDUSTRIALS (-1.7602)
INFORMATION TECHNOLOGY (-1.0272)
MATERIALS (-0.8088)
HEALTH CARE (-0.238)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 343
🔥 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
Tech: 85
Fund: 80
Price: $34.99
RSI: 75.01
ACCUMULATE on dips
Valuation: UNDERVALUED (+609.8%)
View Deep Dive →
Tech: 95
Fund: 80
Price: $368.29
RSI: 47.08
WAIT for validation
Valuation: OVERVALUED (-40.3%)
View Deep Dive →
MA
Mastercard Incorporated
Tech: 100
Fund: 80
Price: $565.57
RSI: 39.97
WAIT for validation
Valuation: OVERVALUED (-42.5%)
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 // 2026-09-11 // 2026-09-11 09:04 AM CST