ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-25
Generated
2026-09-25 10:01 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 15.66
· SPY +0.19%
Last 10 Days
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👵 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 up a bit today. (The fear gauge sits at 16 — low and relaxed.)
⭐ Sam's favorite today is MU — 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
$768.63
+0.19%
5D: -0.6%
Nasdaq 100
$742.74
+0.22%
5D: +0.2%
Russell 2000
$280.95
-0.25%
5D: -1.6%
Dow 30
$514.09
+0.28%
5D: -1.1%
Bitcoin
$83,944.12
-0.52%
5D: -3.1%
Ethereum
$2,692.74
+0.20%
5D: -3.0%
Gold
$392.28
+0.15%
5D: -1.5%
20Y Treasuries
$79.00
-0.53%
5D: -3.4%
VIX.REGIME
15.66
NORMAL
VIX normal at 15.7 (+0.8 this week). SPY +7.5% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is hanging at 15.66, signaling market complacency – business as usual, no panic selling. Institutions are making their plays clear: piling into memory and storage via MU, A005930, A000660, STX, and CXMT. This looks like a hardware bid, potentially signaling a rotation. Conversely, they’re bailing on old tech like META, defense plays NOC, and some cyclicals like RCL. Smart money's rotating, folks.
On the short-term front, the scanner is flashing green for PGEN, ZS, and TRMD. But the real alpha's in the dossiers. PGEN, TECK, and TRMD are all Grade A, with strong tech and fundamental scores, screaming "ACCUMULATE on dips." Pay special attention to TRMD; our models show it 636.9% undervalued – that’s a deep-value whale in the making. Get greedy when others are fearful.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.7. Green light.
🎯 TODAY'S.WATCHLIST // 4 CONVERGENCES
BRKR
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 72)
MU
2 legs
trend · momentum A score 44
institutional · 13F buying
NVDA
2 legs
trend · Core Watchlist (score 0.65)
institutional · 13F buying
NET
2 legs
trend · Ghost Alpha V2 (score 0.7)
flow · bullish flow (top 82)
conflict · 13F selling
⚠ 13F selling
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 9 MATURATION EVENTS
⭐ Migration of the Day
MRVL — matured flow → momentum (streak 3d)
MRVL
flow → momentum
streak 3d
COIN
flow → momentum
streak 1d
PLTR
flow → momentum
streak 1d
ZS
flow → momentum
streak 1d
GS
new → high_conviction
streak 16d
HOOD
new → high_conviction
streak 16d
OXY
new → high_conviction
streak 16d
SOFI
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.7 (+0.8 this week). SPY +7.5% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$386.10
↳ Stoch oversold (17.4); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $7.80
Flip: N/A
Call Wall: 10.0
Put Wall: N/A
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $66.04
Flip: 65.30
Call Wall: 68.0
Put Wall: 65.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $34.64
Flip: 34.00
Call Wall: 35.0
Put Wall: 32.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $1084.59
Flip: 1070.57
Call Wall: 1100.0
Put Wall: 1040.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $8.29
Flip: 8.03
Call Wall: 9.0
Put Wall: 8.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-24
Funds: 98
Tickers: 10096
Options: 621
P/C: 0.49
🟢 TOP BUYING
MU
MICRON TECHNOLOGY INC COM
DRAM, CHPY, CHAT, CGGR
2909.708
A005930
Samsung Electronics Co Lt
DRAM, CHAT
821.662
A000660
SK hynix Inc
DRAM, CHAT
776.993
STX
SEAGATE TECHNOLOGY HOLDIN
DRAM, CGGR
383.746
CXMT
CXMT CORPORATION
DRAM
143.76
SNDK
Sandisk Corp
DRAM, ULTI, KQQQ
200.966
WDC
Western Digital Corp
DRAM
100.408
NVDA
NVIDIA CORP COMMON STOCK
CHAT, CHPY, ULTY, KQQQ
93.789
🔴 TOP SELLING
RCL
ROYAL CARIBBEAN CRUISES L
CGDV
9.492
NOC
NORTHROP GRUMMAN CORP COM
CGGR
6.198
META
META PLATFORMS INC CLASS
CGGR
1.753
TEM
TEMPUS AI INC-CL A
ARKK, ARKG
1.587
GTE
GRAN TIERRA ENERGY INC CO
AVUV
1.508
INIO
INNIO NV COMMON STOCK
CGXU
1.386
GH
GUARDANT HEALTH INC COMMO
ARKG, CGGR
2.051
NET
CLOUDFLARE INC CLASS A
CGGR
0.934
⚡ CROSS-FUND
DIVERGENCES
NET
↑ CHAT
↓ CGGR
RSI
↑ AVSC
↓ MMSC
VCYT
↑ ARKG
↓ MMSC
INTC
↑ CHPY, CHAT, KYLD
↓ KQQQ
NVDA
↑ CHAT, CHPY, ULTY, KQQQ
↓ CGGR
SPCX
↑ ULTY
↓ ARKK
Sector Flow →
INFORMATION TECHNOLOGY (+170.6935)
COMMUNICATION SERVICES (+15.2598)
CONSUMER DISCRETIONARY (+11.4993)
INDUSTRIALS (+6.0856)
ENERGY (-0.0524)
UTILITIES (-0.0513)
Health Care (-0.0106)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 22
Total: 385
🔥 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: 70
Price: $7.79
RSI: 62.45
ACCUMULATE on dips
Valuation: UNDERVALUED (+85.8%)
View Deep Dive →
TECK
Teck Resources Limited
Tech: 95
Fund: 70
Price: $66.0
RSI: 42.12
ACCUMULATE on dips
Valuation: UNDERVALUED (+98.6%)
View Deep Dive →
Tech: 95
Fund: 80
Price: $34.62
RSI: 57.32
ACCUMULATE on dips
Valuation: UNDERVALUED (+636.9%)
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 // 2026-09-25 // 2026-09-25 10:01 AM CST