ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-23
Generated
2026-09-23 09:41 AM CST
😎
MARKET.MOOD
Risk-On // CALM
VIX 14.76
· SPY -0.54%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
▸ tap to translate
▾ hide
😎 The market's having a lazy Sunday — calm and quiet. Nobody's scared of much right now. The overall market is down a bit today. (The fear gauge sits at 15 — low and relaxed.)
⭐ Sam's favorite today is PLTR — she scored it 45 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
$769.34
-0.54%
5D: +1.1%
Nasdaq 100
$739.84
-0.22%
5D: +3.3%
Russell 2000
$283.36
-0.78%
5D: -0.7%
Dow 30
$516.83
-0.57%
5D: -0.1%
Bitcoin
$84,371.24
-2.09%
5D: +3.9%
Ethereum
$2,666.23
-3.14%
5D: +1.3%
Gold
$393.07
-1.33%
5D: -1.3%
20Y Treasuries
$80.86
-1.16%
5D: -1.1%
VIX.REGIME
14.76
CALM
VIX calm at 14.8 (-2.4 this week). SPY +7.8% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX chilling at 14.76 signals a low-stress environment, prime for alpha hunting. Smart money is clearly rotating: big bids into META and BBD, while NVDA gets dumped—likely profit-taking, not a trend reversal. No Lifers or Nuclear plays suggest a market without extreme, entrenched momentum, fostering more nuanced picks.
Our scanners are blaring for DVN and NAT. These aren't just technical pops; our dossiers confirm DVN (FORTRESS) and NAT (CASTLE) are "Grade A," fundamentally sound, and massively "UNDERVALUED" (185.9% and 191.6% respectively). Both are absolute "ACCUMULATE on dips." Conversely, PLTR, though technically strong, is flagged "OVERVALUED" by 44.9%. Don't chase it; "WAIT for validation" before deploying capital.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 14.8. Green light.
🎯 TODAY'S.WATCHLIST // 1 CONVERGENCE
IBRX
3 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 76)
flow · bullish flow (top 45)
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 9 MATURATION EVENTS
⭐ Migration of the Day
IBRX — matured triangle_breakout → momentum (streak 2d)
IBRX
triangle_breakout → momentum
streak 2d
GS
triangle_breakout → momentum
streak 1d
MRVL
flow → momentum
streak 3d
COIN
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
⚠️ MARKET.REGIME // CALM
VIX calm at 14.8 (-2.4 this week). SPY +7.8% vs 200 SMA.
→ BULLISH: Market favorable for momentum, can be more aggressive.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$173.75
↳ Stoch oversold (39.1); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $48.17
Flip: 48.12
Call Wall: 50.0
Put Wall: 46.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $7.61
Flip: 6.05
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: $190.11
Flip: 177.47
Call Wall: 195.0
Put Wall: 175.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $264.13
Flip: 268.76
Call Wall: 270.0
Put Wall: 260.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $91.05
Flip: 94.34
Call Wall: 100.0
Put Wall: 90.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-22
Funds: 96
Tickers: 10094
Options: 636
P/C: 0.52
🟢 TOP BUYING
BBD
BANCO BRADESCO ADR ADR
AVES, AVEM
11.06
META
META PLATFORMS INC-CLASS
ARKW, ARKK
8.272
SMSN
SAMSUNG ELECTR GDR REG S
AVEM
2.124
BMNR
BITMINE IMMERSION TECHNOL
BLOX
1.962
TOU
TOURMALINE OIL CORP COMMO
AVDE
1.767
FBTC
Fidelity Wise Origin Bitc
BLOX, CRPT
1.51
MSTR
MICROSTRATEGY INC-CL A
BLOX
0.966
TEVA
Teva Pharmaceutical Indus
IDVO, WCMI
1.341
🔴 TOP SELLING
NVDA
NVIDIA CORP
BLOX, ARKK
14.439
RCL
ROYAL CARIBBEAN CRUISES L
CGDV
3.759
A298040
HYOSUNG HEAVY INDUSTRIES
AVEM
2.188
TXG
10X GENOMICS INC-CLASS A
ARKG, ARKK
2.124
TWST
TWIST BIOSCIENCE CORP
ARKG, ARKK
1.912
TEM
TEMPUS AI INC
ARKK, ARKG, ULTI
1.934
RIOT
RIOT PLATFORMS INC.
BLOX, ULTI
1.789
IREN
IREN Ltd
BLOX, ULTI
1.729
⚡ CROSS-FUND
DIVERGENCES
BEAM
↑ ARKG
↓ ARKK
BMNR
↑ BLOX
↓ ULTI
TSM
↑ IDVO
↓ BLOX
MARA
↑ BLOX
↓ ULTI
SKHY
↑ CGXU
↓ WCMI
TEVA
↑ IDVO, WCMI
↓ WCME
Sector Flow →
Financials (+2.2168)
Other (+0.9912)
COMMUNICATION SERVICES (+0.6185)
Industrials (+0.4183)
INFORMATION TECHNOLOGY (-7.182)
Information Technology (-2.1175)
Consumer Discretionary (-1.8176)
Software (-0.9937)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 371
🔥 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
DVN
Devon Energy Corporation
Tech: 95
Fund: 80
Price: $48.13
RSI: 47.08
ACCUMULATE on dips
Valuation: UNDERVALUED (+185.9%)
View Deep Dive →
NAT
Nordic American Tankers Limi
Tech: 100
Fund: 70
Price: $7.59
RSI: 69.11
ACCUMULATE on dips
Valuation: UNDERVALUED (+191.6%)
View Deep Dive →
PLTR
Palantir Technologies Inc.
Tech: 95
Fund: 80
Price: $190.12
RSI: 57.74
WAIT for validation
Valuation: OVERVALUED (-44.9%)
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 // 2026-09-23 // 2026-09-23 09:41 AM CST