ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-15
Generated
2026-09-15 09:39 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 17.43
· SPY -0.45%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
▸ tap to translate
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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 17 — low and relaxed.)
⭐ Sam's favorite today is PLTR — she scored it 55 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
$757.44
-0.45%
5D: -0.7%
Nasdaq 100
$706.25
-0.41%
5D: -1.4%
Russell 2000
$285.05
-0.99%
5D: -1.9%
Dow 30
$519.60
-0.93%
5D: -0.8%
Bitcoin
$75,981.96
-2.79%
5D: -1.5%
Ethereum
$2,426.12
-3.51%
5D: -3.5%
Gold
$392.69
-0.04%
5D: -2.6%
20Y Treasuries
$80.63
-0.37%
5D: -1.4%
VIX.REGIME
17.43
NORMAL
VIX normal at 17.4 (+1.7 this week). SPY +6.2% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is chilling at 17.43, indicating a flat-line market – no major systemic shocks expected. Smart money is loading up on mega-cap tech: MSFT, AAPL, AMZN, TSM are getting bid up, alongside OKE. Meanwhile, MRK and DE are on the institutional selling block. The lack of "Lifers" or "Nuclear Option" tells you this isn't a long-term conviction play, but rather a tactical, momentum-driven environment. Don't get caught sleeping.
Our dossiers confirm the valuation tightrope. WFC is a clear ACCUMULATE on dips, trading at -4.7% below fair value. But listen up, folks: DO NOT CHASE V or PLTR. Their -41.1% and -38.3% overvaluations are screaming "WAIT for validation" despite their top-tier tech scores. Chasing here makes you a bag holder. Keep an eye on VIR and PBF from the scanner for short-term pops.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 17.4. Green light.
🎯 TODAY'S.WATCHLIST // 4 CONVERGENCES
MRVL
2 legs
trend · Core Watchlist (score 0.65)
flow · bullish flow (top 22)
PLTR
2 legs
trend · momentum A score 55
flow · bullish flow (top 40)
TSM
2 legs
trend · Core Watchlist (score 0.55)
institutional · 13F buying
AMZN
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
COIN
flow → momentum
streak 1d
MRVL
flow → momentum
streak 1d
PLTR
flow → momentum
streak 1d
TSM
flow → momentum
streak 1d
HOOD
new → high_conviction
streak 16d
OXY
new → high_conviction
streak 16d
SOFI
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 17.4 (+1.7 this week). SPY +6.2% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$168.50
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Stoch oversold (15.7); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $89.72
Flip: 88.62
Call Wall: 92.5
Put Wall: 88.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $373.27
Flip: 372.57
Call Wall: 375.0
Put Wall: 365.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $171.06
Flip: 164.52
Call Wall: 180.0
Put Wall: 162.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $109.92
Flip: 109.47
Call Wall: 120.0
Put Wall: 107.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $30.14
Flip: N/A
Call Wall: N/A
Put Wall: 30.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-14
Funds: 96
Tickers: 10090
Options: 612
P/C: 0.54
🟢 TOP BUYING
MSFT
MICROSOFT CORP COMMON STO
FTLS, CGGO, AVLV
330.548
OKE
ONEOK INC COMMON STOCK US
EMLP, AIEQ, AVMV, AVUS, AVLV
321.459
AAPL
APPLE INC COMMON STOCK US
FTLS, AVLV
279.934
AMZN
AMAZON.COM INC COMMON STO
FTLS, CGGO, AVLV
253.092
TSM
TAIWAN SEMICONDUCTOR SP A
WCMG, FTLS, IDVO, AVEM
223.459
CB
CHUBB LTD COMMON STOCK
WCMG, WCMI, FTLS, AVLV
131.235
VLO
VALERO ENERGY CORP COMMON
WCMG, FTLS, AVLV
103.214
LNG
CHENIERE ENERGY INC COMMO
EMLP, AVLV
67.252
🔴 TOP SELLING
MRK
MERCK + CO. INC. COMMON S
AVLV
9.322
DE
DEERE + CO COMMON STOCK U
AVLV
6.483
GILD
GILEAD SCIENCES INC COMMO
AVLV
3.651
TEVA
Teva Pharmaceutical Indus
IDVO
3.535
RCL
ROYAL CARIBBEAN CRUISES L
CGDV
3.501
FLEX
FLEX LTD COMMON STOCK
AVLV
3.439
AU
ANGLOGOLD ASHANTI PLC COM
AVEM
3.185
OSCR
OSCAR HEALTH INC CLASS
AVUV
2.174
⚡ CROSS-FUND
DIVERGENCES
ADM
↑ AVIV
↓ AVLV
ATS
↑ AVIV
↓ AVDV
SE
↑ WCME
↓ CGXU
TOST
↑ MMSC
↓ IPAY
CAT
↑ FTLS
↓ AVLV
TWST
↑ MMSC
↓ ARKK
Sector Flow →
Information Technology (+74.5942)
Financials (+52.9827)
Health Care (+48.2586)
Electric Power & Transmission (+39.5684)
FINANCIALS (-0.5719)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 404
🔥 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
WFC
Wells Fargo & Company
Tech: 100
Fund: 80
Price: $89.79
RSI: 67.97
ACCUMULATE on dips
Valuation: FAIR VALUE (-4.7%)
View Deep Dive →
Tech: 100
Fund: 80
Price: $373.15
RSI: 37.27
WAIT for validation
Valuation: OVERVALUED (-41.1%)
View Deep Dive →
PLTR
Palantir Technologies Inc.
Tech: 95
Fund: 80
Price: $171.02
RSI: 48.78
WAIT for validation
Valuation: OVERVALUED (-38.3%)
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 // 2026-09-15 // 2026-09-15 09:39 AM CST