ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-22
Generated
2026-09-22 09:21 AM CST
😎
MARKET.MOOD
Risk-On // CALM
VIX 14.54
· SPY +0.02%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
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😎 The market's having a lazy Sunday — calm and quiet. Nobody's scared of much right now. The overall market is basically flat today. (The fear gauge sits at 15 — low and relaxed.)
⭐ Sam's favorite today is XOM — she scored it 20 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
$773.69
+0.02%
5D: +2.9%
Nasdaq 100
$745.40
+0.53%
5D: +5.9%
Russell 2000
$287.92
+0.82%
5D: +1.4%
Dow 30
$517.66
-0.41%
5D: +0.7%
Bitcoin
$86,135.22
-0.54%
5D: +6.5%
Ethereum
$2,747.38
-1.05%
5D: +5.2%
Gold
$396.70
-0.42%
5D: +1.3%
20Y Treasuries
$81.85
+0.06%
5D: +1.2%
VIX.REGIME
14.54
CALM
VIX calm at 14.5 (-2.7 this week). SPY +8.5% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Volatility remains subdued with the VIX chilling at 14.54, keeping the risk-on vibe alive. Smart money is actively bidding up HOOD, COIN, TEM, CRCL, and TSLA – watch those for continued momentum. Conversely, institutions are actively dumping BBD, QLYS, TTEK, RCL, and OKTA; these names are in the sell-off crosshairs. No extreme "Lifers" or "Nuclear Options" signals today, suggesting a measured, rather than manic, market.
Our scanner is flashing bullish on WGS, MPC, DGX, NAT, and WBD. Pay close attention to MPC, a "FORTRESS" tier play, which is 80.4% undervalued with a 95 Tech score – a clear "ACCUMULATE on dips." NAT, another "CASTLE" tier, is a screaming value at 196.2% undervalued; also "ACCUMULATE on dips." While DGX boasts 95 Tech, it's 34.4% OVERVALUED, so "WAIT for validation" before chasing that monster.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 14.5. Green light.
🎯 TODAY'S.WATCHLIST // 3 CONVERGENCES
DGX
2 legs
trend · Ghost Alpha V2 (score 0.8)
flow · bullish flow (top 72)
CRCL
2 legs
trend · Ghost Alpha V2 (score 0.6)
institutional · 13F buying
AVGO
2 legs
trend · Core Watchlist (score 0.55)
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 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
SOFI
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // CALM
VIX calm at 14.5 (-2.7 this week). SPY +8.5% vs 200 SMA.
→ BULLISH: Market favorable for momentum, can be more aggressive.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$164.55
↳ Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $393.11
Flip: 403.53
Call Wall: 440.0
Put Wall: 340.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $235.69
Flip: 253.18
Call Wall: 260.0
Put Wall: 230.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $7.72
Flip: 6.06
Call Wall: 8.0
Put Wall: 6.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $108.31
Flip: 108.23
Call Wall: 120.0
Put Wall: 105.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $498.89
Flip: 499.85
Call Wall: 510.0
Put Wall: 497.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-21
Funds: 96
Tickers: 10092
Options: 598
P/C: 0.56
🟢 TOP BUYING
HOOD
Robinhood Markets Inc
ULTI, ARKK, HOOW, ULTY
75.215
COIN
Coinbase Global Inc
ULTI, COIW, ARKK
70.055
TEM
TEMPUS AI INC-CL A
ULTI, ARKK
68.178
CRCL
Circle Internet Group Inc
ULTI, ARKK
67.783
TSLA
TESLA INC
TSLW, ARKK, ARKW
12.299
AVGO
Broadcom Inc
HACK
6.531
CSCO
Cisco Systems Inc
HACK
4.319
LITE
Lumentum Holdings Inc
ULTI, ULTY
5.912
🔴 TOP SELLING
BBD
BANCO BRADESCO ADR ADR
AVES, AVEM
10.72
QLYS
Qualys Inc
HACK
3.776
TTEK
Tetra Tech, Inc.
COWS, EMLP
4.338
RCL
ROYAL CARIBBEAN CRUISES L
CGDV
2.08
NTLA
INTELLIA THERAPEUTICS INC
ARKK
1.859
TOU
TOURMALINE OIL CORP COMMO
AVDE
1.804
WULF
Terawulf Inc
ULTI, BLOX
2.418
⚡ CROSS-FUND
DIVERGENCES
IREN
↑ ULTI
↓ BLOX
COHR
↑ ULTY
↓ ULTI
MSTR
↑ ULTY
↓ ULTI
FIGR
↑ ULTY
↓ BLOX
COIN
↑ ULTI, COIW, ARKK
↓ BLOX
CBRS
↑ ARKK
↓ ULTI
Sector Flow →
INFORMATION TECHNOLOGY (+15.7521)
FINANCIALS (+14.6774)
ENERGY (+5.7931)
MATERIALS (+2.9266)
CONSUMER DISCRETIONARY (-3.3638)
Petroleum Product Transmission (-0.7544)
COMMUNICATION SERVICES (-0.6433)
Natural Gas Transmission (-0.2034)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 370
🔥 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
MPC
Marathon Petroleum Corporati
Tech: 95
Fund: 60
Price: $394.33
RSI: 56.55
ACCUMULATE on dips
Valuation: UNDERVALUED (+80.4%)
View Deep Dive →
DGX
Quest Diagnostics Incorporat
Tech: 95
Fund: 70
Price: $235.46
RSI: 49.11
WAIT for validation
Valuation: OVERVALUED (-34.4%)
View Deep Dive →
NAT
Nordic American Tankers Limi
Tech: 85
Fund: 70
Price: $7.7
RSI: 72.34
ACCUMULATE on dips
Valuation: UNDERVALUED (+196.2%)
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 // 2026-09-22 // 2026-09-22 09:21 AM CST