ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-17
Generated
2026-09-17 09:39 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 15.75
· SPY +1.03%
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 GEV — she scored it 60 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
$761.84
+1.03%
5D: -0.3%
Nasdaq 100
$716.44
+1.66%
5D: +0.2%
Russell 2000
$287.03
+1.10%
5D: -0.4%
Dow 30
$517.67
+0.48%
5D: -1.5%
Bitcoin
$76,683.03
+0.70%
5D: -0.2%
Ethereum
$2,470.76
+2.26%
5D: -0.2%
Gold
$400.00
+2.11%
5D: +0.3%
20Y Treasuries
$81.58
+0.87%
5D: +0.9%
VIX.REGIME
15.75
NORMAL
VIX normal at 15.8 (-2.1 this week). SPY +6.7% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Market's chill with VIX at 15.75, so no immediate panic on the desk. Institutions are clearly rotating into risk and growth. We're seeing heavy buying in LYFT, SWKS, NVDA, and ASML, alongside significant XLY exposure – a strong signal for consumer discretionary and semis. On the flip side, they're trimming defensive positions like HD, MCD, and WMT, even shedding some MSFT despite its quality.
Our scanners are flagging PAYO, HUT, and CLSK for potential upside, with C and MRVL also looking hot. Speaking of C, the dossier gives it an 'ACCUMULATE on dips' verdict with 15.1% upside to fair value – definitely on my watchlist. Meanwhile, strong names like HOOD and MSFT are flagged as 'OVERVALUED' with -30% downside to fair value, aligning with the institutional selling on MSFT. No 'Lifers' or 'Nuclear Option' plays standing out today, so keep it tactical.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.8. Green light.
🎯 TODAY'S.WATCHLIST // 5 CONVERGENCES
BG
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 69)
IBRX
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 87)
C
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 35)
HUT
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 82)
NVDA
2 legs
trend · Core Watchlist (score 0.65)
institutional · 13F buying
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 9 MATURATION EVENTS
⭐ Migration of the Day
GS — matured triangle_breakout → momentum (streak 1d)
GS
triangle_breakout → momentum
streak 1d
MRVL
flow → momentum
streak 3d
C
flow → momentum
streak 2d
PLTR
flow → momentum
streak 2d
COIN
flow → momentum
streak 1d
HOOD
flow → momentum
streak 1d
TSM
flow → momentum
streak 1d
OXY
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.8 (-2.1 this week). SPY +6.7% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$1057.84
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Stoch oversold (35.5); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $131.37
Flip: 134.08
Call Wall: 136.0
Put Wall: 131.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $107.49
Flip: 107.22
Call Wall: 110.0
Put Wall: 106.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $498.06
Flip: 488.29
Call Wall: 500.0
Put Wall: 487.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $219.61
Flip: 212.86
Call Wall: 220.0
Put Wall: 212.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $424.80
Flip: 422.30
Call Wall: 430.0
Put Wall: 420.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-16
Funds: 96
Tickers: 10097
Options: 611
P/C: 0.67
🟢 TOP BUYING
LYFT
LYFT INC A COMMON STOCK U
SLTY, AVUV
103.753
XLY
State Street Consumer Dis
DIVO
18.85
SWKS
SKYWORKS SOLUTIONS INC CO
CGGO
8.366
NVDA
NVIDIA Corp
CGGO, CHPY, ULTY
7.73
ASML
ASML Holding NV
CGGO, CHPY
6.962
STAN
STANDARD CHARTERED PLC CO
CGGO
4.061
MRNY
YieldMax MRNA Option Inco
YMAX
2.961
HOOY
YieldMax HOOD Option Inco
YMAX
2.811
🔴 TOP SELLING
TEM
TEMPUS AI INC-CL A
ULTI, ARKK, ARKG
70.709
MSFT
MICROSOFT CORP COMMON STO
DIVO, CGGO
14.484
HD
Home Depot Inc/The
DIVO
9.598
MCD
McDonald's Corp
DIVO
7.446
WMT
Walmart Inc
DIVO
7.38
TSM
TAIWAN SEMICONDUCTOR SP A
CGGO, ARKW
7.22
AVGO
BROADCOM INC
CGGO, ARKW, ARKK
6.517
AMZN
Amazon.com Inc
CGGO, ARKW, ARKK
6.032
⚡ CROSS-FUND
DIVERGENCES
CAT
↑ ULTY
↓ DIVO
A000660
↑ AVEM
↓ CGGO
SBUX
↑ SLTY
↓ CGGO
TSLA
↑ SLTY
↓ ARKK, ARKW
NVDA
↑ CGGO, CHPY, ULTY
↓ ARKW, ARKK, DIVO
CNC
↑ SLTY
↓ CGGO
Sector Flow →
CONSUMER DISCRETIONARY (+5.1888)
INFORMATION TECHNOLOGY (+0.2048)
MATERIALS (+0.0732)
CONSUMER STAPLES (-0.9629)
INDUSTRIALS (-0.8041)
COMMUNICATION SERVICES (-0.5065)
HEALTH CARE (-0.2195)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 401
🔥 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: 75
Fund: 80
Price: $131.38
RSI: 46.57
ACCUMULATE on dips
Valuation: FAIR VALUE (+15.1%)
View Deep Dive →
HOOD
Robinhood Markets, Inc.
Tech: 95
Fund: 80
Price: $107.59
RSI: 48.05
WAIT for validation
Valuation: OVERVALUED (-30.1%)
View Deep Dive →
MSFT
Microsoft Corporation
Tech: 95
Fund: 80
Price: $498.18
RSI: 46.33
WAIT for validation
Valuation: OVERVALUED (-30.0%)
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.
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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 // 2026-09-17 // 2026-09-17 09:39 AM CST