ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-24
Generated
2026-09-24 09:39 AM CST
🙂
MARKET.MOOD
Risk-On // NORMAL
VIX 15.64
· SPY -0.24%
Last 10 Days
🙂
🙂
🙂
🙂
🙂
🙂
😎
😎
😎
🙂
👵 GRANDMA.MODE // PLAIN ENGLISH
▸ tap to translate
▾ hide
🙂 Just an ordinary day out there. Nothing's on fire, nothing's a party. Business as usual. The overall market is down a bit today. (The fear gauge sits at 16 — low and relaxed.)
⭐ Sam's favorite today is TRMD — 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
$765.96
-0.24%
5D: +0.6%
Nasdaq 100
$737.90
-0.45%
5D: +2.4%
Russell 2000
$280.85
-0.38%
5D: -1.1%
Dow 30
$512.51
-0.35%
5D: -0.7%
Bitcoin
$84,721.72
+0.40%
5D: +4.4%
Ethereum
$2,693.28
+0.32%
5D: +1.9%
Gold
$390.57
-0.59%
5D: -2.6%
20Y Treasuries
$80.24
-0.27%
5D: -1.2%
VIX.REGIME
15.64
NORMAL
VIX normal at 15.6 (-2.1 this week). SPY +7.2% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX sitting at 15.64 confirms we're in a chop market, not a panic. But don't get complacent. Smart money is clearly de-risking from big tech, dumping TSM, AMD, NVDA, and LRCX. They're rotating into names like CNC, TGT, and surprisingly, even TSLA, which saw institutional buying.
Our scanners are flashing hot on TRMD and DK. TRMD is a Grade A beast, showing a massive 638.0% undervaluation – a prime accumulation zone on any dip. DK also looks solid, undervalued by 30.0%. On the flip side, MSFT, while quality, is sitting 29.1% overvalued; wait for validation there. No Lifers or Nuclear plays suggest selective opportunities rather than broad market momentum. Stay nimble.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.6. Green light.
🎯 TODAY'S.WATCHLIST // 0 CONVERGENCES
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
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
SOFI
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.6 (-2.1 this week). SPY +7.2% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$34.58
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 38.5); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $34.59
Flip: 33.59
Call Wall: 35.0
Put Wall: 32.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $68.24
Flip: 69.03
Call Wall: 85.0
Put Wall: 65.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $494.16
Flip: 493.16
Call Wall: 505.0
Put Wall: 490.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $222.56
Flip: 220.29
Call Wall: 225.0
Put Wall: 220.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $58.52
Flip: 58.04
Call Wall: 59.0
Put Wall: 56.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-23
Funds: 82
Tickers: 10057
Options: 267
P/C: 0.79
🟢 TOP BUYING
CNC
CENTENE CORP COMMON STOCK
SLTY, AVLV
129.315
LYFT
LYFT INC A COMMON STOCK U
SLTY, AVUV
127.712
TGT
TARGET CORP COMMON STOCK
SLTY, AVLV
68.156
RKLB
ROCKET LAB
SLTY, ARKQ, ARKK
61.09
TSLA
TESLA INC
SLTY, ARKW
12.16
A298040
HYOSUNG HEAVY INDUSTRIES
AVEM
2.257
LLY
ELI LILLY + CO COMMON STO
AVLV
1.613
ACN
ACCENTURE PLC CL A COMMON
AVLV
1.323
🔴 TOP SELLING
TSM
TAIWAN SEMICONDUCTOR SP A
CHPY, AVEM
152.483
AMD
Advanced Micro Devices In
CHPY, ULTY
19.799
LRCX
Lam Research Corp
CHPY, ULTY
15.533
NVDA
NVIDIA Corp
CHPY, ULTY
14.442
ALAB
Astera Labs Inc
CHPY, ULTY
13.322
MRVL
MARVELL TECHNOLOGY GROUP
CHPY, ULTI
19.183
MU
Micron Technology Inc
ULTI, CHPY
18.019
GOOGL
ALPHABET INC-CL A
ULTY, ARKQ
17.978
⚡ CROSS-FUND
DIVERGENCES
RCL
↑ AVLV
↓ CGDV
ASML
↑ CGXU
↓ CHPY
TEM
↑ ARKG
↓ ULTI
Sector Flow →
CONSUMER DISCRETIONARY (+9.9476)
Electric Power & Transmission (+0.7114)
Other (+0.1924)
MATERIALS (+0.0802)
INFORMATION TECHNOLOGY (-101.0291)
COMMUNICATION SERVICES (-4.5188)
FINANCIALS (-4.4023)
INDUSTRIALS (-3.6748)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 377
🔥 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: 100
Fund: 80
Price: $34.58
RSI: 61.17
ACCUMULATE on dips
Valuation: UNDERVALUED (+638.0%)
View Deep Dive →
DK
Delek US Holdings, Inc.
Tech: 75
Fund: 70
Price: $68.26
RSI: 44.55
ACCUMULATE on dips
Valuation: UNDERVALUED (+30.0%)
View Deep Dive →
MSFT
Microsoft Corporation
Tech: 100
Fund: 80
Price: $494.02
RSI: 39.86
WAIT for validation
Valuation: OVERVALUED (-29.1%)
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.
Get this report every morning at 5AM
Ghost Alpha Dossier — Free on Substack
✉️ Subscribe Free →
Gold pick · Signals · Sam's roast · One email, zero spam
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 // 2026-09-24 // 2026-09-24 09:39 AM CST