ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-09-21

Generated

2026-09-21 11:14 AM CST

VIX Regime

14.93 CALM

↓ PDF ↓ MD ⌥ src

😎

MARKET.MOOD

Risk-On // CALM

VIX 14.93 · SPY +1.31%

Last 10 Days

🙂 🙂 🙂 🙂 🙂 🙂 🙂 🙂 🙂 😎

👵 GRANDMA.MODE // PLAIN ENGLISH ▸ tap to translate

😎 The market's having a lazy Sunday — calm and quiet. Nobody's scared of much right now. The overall market is up a bit today. (The fear gauge sits at 15 — low and relaxed.)

⭐ Sam's favorite today is SBLK — she scored it 44 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

$771.67

+1.31%

5D: +2.1%

Nasdaq 100

$738.13

+2.31%

5D: +4.8%

Russell 2000

$286.09

+0.70%

5D: +0.3%

Dow 30

$519.14

+0.63%

5D: -0.2%

Bitcoin

$85,789.41

+5.73%

5D: +12.3%

Ethereum

$2,747.95

+3.97%

5D: +12.3%

Gold

$399.18

-0.49%

5D: +1.3%

20Y Treasuries

$81.72

+0.58%

5D: +1.3%

VIX.REGIME

14.93

CALM

VIX calm at 14.9 (-2.2 this week). SPY +8.3% vs 200 SMA.

SECTOR.ROTATION // 5D LEADERS

🧠 AI.SYNTHESIS _

Market's still chill with the VIX at 14.93, indicating no immediate panic in the air. Institutions are piling into blue-chips and tech, notably scooping up DIA and AVGO, while rotating out of names like MU and GM – likely trimming some fat. It's a selective hunt, not broad-based euphoria. Don't chase dead money.

Our scanner flagged SMMT, NTR, and ANGX for potential momentum, but tread carefully. Dossiers suggest GDDY is grossly overvalued by 50.8% despite solid fundamentals; that's a hard "WAIT for validation." On the flip side, SBLK is a compelling "ACCUMULATE on dips," boasting a massive 92.6% undervaluation with Grade A tech and fund scores. Meanwhile, AAPL remains a quality stock, but at a near 50% overvaluation, it's another "WAIT" for now. No Lifers or Nuclear Option plays, so conviction for sustained, leveraged runs is scarce. Stay nimble.

— Ghost out. 👻

🌤️ MARKET.WEATHER // CONTANGO

Calm contango, VIX 14.9. Green light.

🎯 TODAY'S.WATCHLIST // 8 CONVERGENCES

GOOGL 3 legs

trend · Ghost Alpha V2 (score 0.7) downtrend_breakout · downtrend breakout (confirmed, broke 2026-09-18) institutional · 13F buying

IBRX 2 legs

trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 68)

PANW 2 legs

trend · Ghost Alpha V2 (score 0.7) triangle · triangle_breakout (score 49)

SMMT 2 legs

trend · Ghost Alpha V2 (score 1.0) flow · bullish flow (top 65)

GDDY 2 legs

trend · Ghost Alpha V2 (score 0.9) flow · bullish flow (top 82)

NOW 2 legs

trend · Ghost Alpha V2 (score 0.8) flow · bullish flow (top 55)

AVGO 2 legs

trend · Core Watchlist (score 0.55) institutional · 13F buying

GS 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 // 9 MATURATION EVENTS

⭐ Migration of the Day

GS — matured triangle_breakout → momentum (streak 1d)

GS triangle_breakout → momentum streak 1d

IBRX triangle_breakout → momentum streak 1d

MRVL flow → momentum streak 3d

PLTR flow → momentum streak 3d

COIN flow → momentum streak 1d

HOOD flow → momentum streak 1d

TSM flow → momentum streak 1d

OXY new → high_conviction streak 16d

⚠️ MARKET.REGIME // CALM

VIX

14.93

5d Change

-2.2

VIX/VIX3M

0.82

SPY vs 200SMA

+8.2%

VIX calm at 14.9 (-2.2 this week). SPY +8.3% vs 200 SMA.

→ BULLISH: Market favorable for momentum, can be more aggressive.

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🔪 DAILY.CUTS // PRIME · CHOICE · SELECT

Prime // MOMENTUM

SBLK 44/100

$31.75 ⚡ BOUNCE

↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 31.9); Full EMA stack

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

GDDY positive GAMMA

Spot: $103.26

Flip: 97.91

Call Wall: 105.0

Put Wall: 96.0