ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-29
Generated
2026-09-29 11:23 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 16.36
· SPY -0.34%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
▸ tap to translate
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🙂 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 FFIV — she scored it 48 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
$763.02
-0.34%
5D: -0.6%
Nasdaq 100
$736.57
+0.01%
5D: -0.6%
Russell 2000
$277.76
-0.81%
5D: -1.5%
Dow 30
$510.79
-0.63%
5D: -0.7%
Bitcoin
$83,093.83
-0.49%
5D: -1.1%
Ethereum
$2,678.34
-0.38%
5D: -0.5%
Gold
$380.45
+0.67%
5D: -3.2%
20Y Treasuries
$77.96
-0.84%
5D: -3.1%
VIX.REGIME
16.36
NORMAL
VIX normal at 16.4 (+2.2 this week). SPY +6.6% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is chilling at 16.36, so no market freakouts, but don't mistake calm for complacency. Smart money is loading up on CRDO, SPCX, and ADS, while dumping EDV and DIS – watch those names for potential downside. No "Lifers" today means conviction is fleeting; it's a short-term game. LMTL is flashing a Nuclear Option play, 2x leveraged momentum with ADX 31.2 – if you like a thrill.
Our scanner loves TEVA, MCHP, CLSK, and yes, even AAPL. But hold your horses on Apple; it's a FORTRESS, sure, but models scream it's OVERVALUED by a whopping -48.7%. STX is in a similar boat, WAIT for validation. The real gem for accumulation? GLBE. It's CASTLE-tier, fair value at -19.6% and begging for dips. That's your actionable intel.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 16.4. Green light.
🎯 TODAY'S.WATCHLIST // 4 CONVERGENCES
STX
2 legs
trend · Ghost Alpha V2 (score 0.9)
triangle · triangle_breakout (score 52)
VTRS
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 86)
PANW
2 legs
trend · Ghost Alpha V2 (score 0.8)
flow · bullish flow (top 42)
FFIV
2 legs
trend · momentum A score 48
institutional · 13F buying
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 12 MATURATION EVENTS
⭐ Migration of the Day
VTRS — matured triangle_breakout → momentum (streak 2d)
VTRS
triangle_breakout → momentum
streak 2d
MRVL
flow → momentum
streak 2d
PANW
flow → momentum
streak 2d
TEVA
flow → momentum
streak 2d
COIN
flow → momentum
streak 1d
HOOD
flow → momentum
streak 1d
PLTR
flow → momentum
streak 1d
GS
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 16.4 (+2.2 this week). SPY +6.6% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$431.15
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 55.1); Full EMA stack
Choice // LEVERAGED ETF
Play: LMTL | ADX: 31.2
↳ VWAP Reclaim play. EOD close required.
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $330.71
Flip: 338.82
Call Wall: 340.0
Put Wall: 327.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $903.80
Flip: 903.33
Call Wall: 1000.0
Put Wall: 880.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $39.54
Flip: 41.85
Call Wall: 45.0
Put Wall: 30.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $362.74
Flip: 362.32
Call Wall: 370.0
Put Wall: 350.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $64.87
Flip: 65.01
Call Wall: 66.0
Put Wall: 64.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-28
Funds: 98
Tickers: 10103
Options: 576
P/C: 0.66
🟢 TOP BUYING
CRDO
Credo Technology Group Ho
ULTI, EGGS, EGGY
2.085
SPCX
Space Exploration Technol
EGGQ, EGGY
1.289
ADS
ADIDAS AG COMMON STOCK
AVDE
0.595
BR
Broadridge Financial Solu
BLOK
0.559
A011200
HMM CO LTD COMMON STOCK K
AVEM
0.52
RIO
RIO2 LTD/NEW COMMON STOCK
AVDV
0.46
EDR
ENDEAVOUR SILVER CORP COM
AVDV
0.458
FFIV
F5 INC COMMON STOCK
AVUS
0.325
🔴 TOP SELLING
EDV
ENDEAVOUR MINING PLC COMM
AVIV
3.494
DIS
D AMICO INTERNATIONAL SHI
AVDV
1.895
P8Z
BUMITAMA AGRI LTD COMMON
AVDV
1.724
CME
CME Group Inc
BLOK
1.534
INIO
INNIO NV COMMON STOCK
CGXU
1.01
ATS
AUSTRIA TECHNOLOGIE + SYS
AVDV
0.757
NOS
NOS SGPS COMMON STOCK EUR
AVDV
0.749
HIVE
Hive Digital Technologies
BLOK
0.74
⚡ CROSS-FUND
DIVERGENCES
BE
↑ EGGY, EGGQ
↓ EGGS, ULTI
SKHY
↑ EGGS, EGGQ
↓ EGGY
AMD
↑ EGGQ
↓ EGGY, KYLD
SNDK
↑ ULTI, EGGQ
↓ EGGY
VRT
↑ EGGQ
↓ EGGY
LITE
↑ EGGY, EGGS, EGGQ
↓ ULTI
Sector Flow →
INFORMATION TECHNOLOGY (+8.0384)
INDUSTRIALS (+5.1731)
CONSUMER DISCRETIONARY (+0.3291)
HEALTH CARE (+0.2199)
FINANCIALS (-9.0649)
MATERIALS (-1.4397)
COMMUNICATION SERVICES (-0.3568)
UTILITIES (-0.0208)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 23
Total: 407
🔥 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
+13 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
Tech: 100
Fund: 70
Price: $330.91
RSI: 65.96
WAIT for validation
Valuation: OVERVALUED (-48.7%)
View Deep Dive →
STX
Seagate Technology Holdings
Tech: 95
Fund: 80
Price: $904.56
RSI: 53.06
WAIT for validation
Valuation: OVERVALUED (-31.7%)
View Deep Dive →
GLBE
Global-E Online Ltd.
Tech: 100
Fund: 80
Price: $39.6
RSI: 66.26
ACCUMULATE on dips
Valuation: FAIR VALUE (-19.6%)
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 // 2026-09-29 // 2026-09-29 11:23 AM CST