ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-09-14

Generated

2026-09-14 11:11 AM CST

VIX Regime

16.82 NORMAL

↓ PDF ↓ MD ⌥ src

🙂

MARKET.MOOD

Risk-On // NORMAL

VIX 16.82 · SPY -0.36%

Last 10 Days

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👵 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 17 — low and relaxed.)

⭐ Sam's favorite today is CDE — she scored it 43 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

$761.51

-0.36%

5D: -0.6%

Nasdaq 100

$709.21

-0.79%

5D: -1.3%

Russell 2000

$288.74

-0.05%

5D: -2.0%

Dow 30

$525.30

-0.09%

5D: -0.5%

Bitcoin

$78,468.17

+2.12%

5D: +2.5%

Ethereum

$2,505.21

+1.14%

5D: +2.8%

Gold

$393.32

-1.37%

5D: -1.6%

20Y Treasuries

$81.25

+0.48%

5D: -1.1%

VIX.REGIME

16.82

NORMAL

VIX normal at 16.8 (+1.5 this week). SPY +6.8% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

The VIX loafing at 16.82 indicates a market asleep at the wheel, but don't get complacent. Institutional flow is dead flat — no big money conviction, and the last five days show a complete absence of sector leadership. With no "Lifers" or "Nuclear Options" on the board, the tape's lacking serious directional heat, meaning this isn't a market for blind chasing.

Today's scanner did flag a few names worth a look. SSRM and C are both strong "ACCUMULATE on dips" calls, Grade A quality with SSRM just -6.4% off fair value and C at 12.0% above. These are your fundamental anchors. Now, for AAPL: The scanner showed it, but the dossier screams "WAIT." It’s Grade B, sure, but a massive 49.6% OVERVALUED. Chasing AAPL here is asking to get rekt. Stick to value and conviction.

— Ghost out. 👻

🌤️ MARKET.WEATHER // CONTANGO

Calm contango, VIX 16.8. Green light.

🎯 TODAY'S.WATCHLIST // 3 CONVERGENCES

QCOM 3 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 94) flow · bullish flow (top 58)

ARW 2 legs

trend · Ghost Alpha V2 (score 1.0) triangle · triangle_breakout (score 50)

C 2 legs

trend · Ghost Alpha V2 (score 0.9) flow · bullish flow (top 78)

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

16.82

5d Change

+1.5

VIX/VIX3M

0.88

SPY vs 200SMA

+6.8%

VIX normal at 16.8 (+1.5 this week). SPY +6.8% vs 200 SMA.

→ HEALTHY: Standard position sizing, focus on high-quality momentum.

🔒 premium intel below // unlock full dossier

🔪 DAILY.CUTS // PRIME · CHOICE · SELECT

Choice // MOMENTUM

CDE 43/100

$19.90 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 32.2); Full EMA stack

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

SSRM positive GAMMA

Spot: $34.90

Flip: 33.22

Call Wall: 36.0

Put Wall: 32.0