ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-16
Generated
2026-09-16 09:36 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 16.84
· SPY +0.23%
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 up 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
$759.14
+0.23%
5D: +0.2%
Nasdaq 100
$709.62
+0.72%
5D: +0.1%
Russell 2000
$285.76
+0.22%
5D: -0.4%
Dow 30
$519.80
-0.27%
5D: -0.2%
Bitcoin
$75,623.11
+0.01%
5D: -2.1%
Ethereum
$2,387.54
-0.48%
5D: -5.5%
Gold
$397.47
+0.84%
5D: +0.3%
20Y Treasuries
$81.03
+0.39%
5D: +0.3%
VIX.REGIME
16.84
NORMAL
VIX normal at 16.8 (+0.4 this week). SPY +6.4% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
The VIX is snoozing at 16.84, indicating a calm pre-market, but don't get complacent. Smart money is clearly piling into conviction names: AVGO, LLY, and META are getting serious institutional love, alongside AEM and Korea's A005930 (Samsung). On the flip side, they're dumping dead weight like AON and TXG. This tells you where the *real* alpha hunters are placing their bets.
Our scanner flags INTC and ILMN as bullish, but here's the kicker: ILMN's dossier screams *OVERVALUED by a massive 55.7%*, despite its Grade A tech. Tread carefully there; don't chase momentum blindly. Even top-tier giants like MSFT and V, boasting Grade A tech and fundamentals, are significantly overvalued by 29.7% and 41.1% respectively. Our system's verdict is a firm "WAIT" on these fortresses. Keep your powder dry and let the premium cool off.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 16.8. Green light.
🎯 TODAY'S.WATCHLIST // 6 CONVERGENCES
META
2 legs
triangle · triangle_breakout (score 75)
institutional · 13F buying
MSFT
2 legs
trend · Core Watchlist (score 0.65)
institutional · 13F buying
PLTR
2 legs
trend · momentum A score 55
flow · bullish flow (top 103)
MRVL
2 legs
trend · Core Watchlist (score 0.6)
flow · bullish flow (top 65)
AMZN
2 legs
trend · Core Watchlist (score 0.5)
institutional · 13F buying
AVGO
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
MRVL
flow → momentum
streak 2d
PLTR
flow → momentum
streak 2d
COIN
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 16.8 (+0.4 this week). SPY +6.4% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$171.05
↳ Stoch oversold (27.1); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $226.46
Flip: 210.56
Call Wall: 230.0
Put Wall: 210.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $492.61
Flip: 501.75
Call Wall: 505.0
Put Wall: 490.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $373.47
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: $170.44
Flip: 165.57
Call Wall: 180.0
Put Wall: 160.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $49.19
Flip: 49.31
Call Wall: 50.0
Put Wall: 47.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-15
Funds: 96
Tickers: 10095
Options: 611
P/C: 0.6
🟢 TOP BUYING
A005930
SAMSUNG ELECTRONICS CO LT
CGGO
5.893
AVGO
BROADCOM INC
CGGO, ARKW
6.958
LLY
ELI LILLY + CO COMMON STO
CGGO
3.854
META
META PLATFORMS INC-CLASS
ARKW, ARKK
3.852
AEM
AGNICO EAGLE MINES LTD CO
CGGO
3.81
SHOP
Shopify Inc
CGGO, ARKW
5.684
TEVA
Teva Pharmaceutical Indus
IDVO
3.772
AMZN
Amazon.com Inc
CGGO, ARKW, KQQQ
3.735
🔴 TOP SELLING
AON
AON PLC CLASS A COMMON ST
CGGO
9.443
TXG
10X GENOMICS INC-CLASS A
ARKG, ARKK
8.375
AMCR
AMCOR PLC COMMON STOCK US
CGGO
4.44
LKQ
LKQ CORP COMMON STOCK USD
CGGO
3.82
TEVJF
Teva Pharmaceutical Indus
IDVO
3.617
AMD
Advanced Micro Devices In
ARKW, ARKK, ULTY
3.875
RCL
ROYAL CARIBBEAN CRUISES L
CGDV
2.449
CRCL
CIRCLE INTERNET GROUP INC
ARKK, ULTI, ARKW
3.428
⚡ CROSS-FUND
DIVERGENCES
GOOG
↑ ARKW
↓ ARKK
COIN
↑ ARKW
↓ ARKK
CRWV
↑ ARKW
↓ ARKK
GOOGL
↑ KQQQ
↓ ULTY
SHOP
↑ CGGO, ARKW
↓ ARKK, ULTY
AMZN
↑ CGGO, ARKW, KQQQ
↓ ARKK
Sector Flow →
CONSUMER DISCRETIONARY (+0.5921)
COMMUNICATION SERVICES (+0.4805)
INFORMATION TECHNOLOGY (+0.2979)
INDUSTRIALS (+0.083)
HEALTH CARE (-0.7248)
FINANCIALS (-0.6264)
ENERGY (-0.0528)
UTILITIES (-0.0512)
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
Tech: 95
Fund: 70
Price: $225.99
RSI: 50.7
WAIT for validation
Valuation: OVERVALUED (-55.7%)
View Deep Dive →
MSFT
Microsoft Corporation
Tech: 95
Fund: 80
Price: $492.72
RSI: 48.02
WAIT for validation
Valuation: OVERVALUED (-29.7%)
View Deep Dive →
Tech: 100
Fund: 80
Price: $373.34
RSI: 37.84
WAIT for validation
Valuation: OVERVALUED (-41.1%)
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 // 2026-09-16 // 2026-09-16 09:36 AM CST