ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-09-30
Generated
2026-09-30 11:19 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 15.86
· SPY +0.62%
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 AAPL — she scored it 46 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
$768.93
+0.62%
5D: +0.2%
Nasdaq 100
$744.59
+0.90%
5D: +0.5%
Russell 2000
$279.54
+0.19%
5D: -0.8%
Dow 30
$512.67
-0.04%
5D: -0.0%
Bitcoin
$84,292.98
+0.80%
5D: -0.1%
Ethereum
$2,687.05
+0.39%
5D: -0.3%
Gold
$381.32
-0.41%
5D: -2.6%
20Y Treasuries
$77.74
-0.63%
5D: -2.1%
VIX.REGIME
15.86
NORMAL
VIX normal at 15.9 (+0.7 this week). SPY +7.4% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX chilling at 15.86 – market's not sweating, for now. Institutional flows are a mixed bag, showing conviction buys in UNH, NKE, and AAPL, but also significant selling pressure on META and PRU. NVDA is the battleground, appearing on both buy and sell lists; smart money is either rebalancing profits or seeing diverging long/short setups. This split sentiment on a market leader is a red flag for volatility within the tech sector.
Our scanner is bullish on ROK, LSCC, and the GOOG twins (GOOG/GOOGL). However, pump the brakes on ROK; while it's flashing, our dossier pegs it as massively overvalued by -50.6% with a "WAIT for validation" verdict. The real play here is GOOG/GOOGL: Grade A tech, fair value at 0.7%, and a clear "ACCUMULATE on dips" recommendation. No "Lifers" or "Nuclear Option" plays today, so stick to tactical entries.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.9. Green light.
🎯 TODAY'S.WATCHLIST // 11 CONVERGENCES
LSCC
2 legs
trend · Ghost Alpha V2 (score 1.0)
downtrend_breakout · downtrend breakout (confirmed, broke 2026-09-25)
ACMR
2 legs
trend · Ghost Alpha V2 (score 0.9)
triangle · triangle_breakout (score 53)
NTAP
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 68)
VTRS
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 86)
NTCT
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 62)
MSFT
2 legs
trend · Ghost Alpha V2 (score 0.7)
institutional · 13F buying
AVGO
2 legs
trend · Core Watchlist (score 0.55)
institutional · 13F buying
NVDA
2 legs
trend · Ghost Alpha V2 (score 0.7)
institutional · 13F buying
conflict · 13F selling
⚠ 13F selling
GOOG
2 legs
trend · Ghost Alpha V2 (score 0.9)
downtrend_breakout · downtrend breakout (confirmed, broke 2026-09-18)
conflict · flow bullish but SHORT_DATED (0-3 DTE trap)
⚠ flow bullish but SHORT_DATED (0-3 DTE trap)
GOOGL
2 legs
trend · Ghost Alpha V2 (score 0.9)
downtrend_breakout · downtrend breakout (confirmed, broke 2026-09-18)
conflict · flow bullish but SHORT_DATED (0-3 DTE trap)
⚠ flow bullish but SHORT_DATED (0-3 DTE trap)
AAPL
2 legs
trend · momentum A score 46
institutional · 13F buying
conflict · flow bullish but SHORT_DATED (0-3 DTE trap)
⚠ flow bullish but SHORT_DATED (0-3 DTE trap)
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 10 MATURATION EVENTS
⭐ Migration of the Day
VTRS — matured triangle_breakout → momentum (streak 3d)
VTRS
triangle_breakout → momentum
streak 3d
MRVL
flow → momentum
streak 2d
PANW
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
OXY
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.9 (+0.7 this week). SPY +7.4% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$336.69
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 31.1); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $437.27
Flip: 429.52
Call Wall: 440.0
Put Wall: 390.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $348.58
Flip: 338.29
Call Wall: 350.0
Put Wall: 332.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $351.99
Flip: N/A
Call Wall: 352.5
Put Wall: N/A
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $209.93
Flip: 212.16
Call Wall: 240.0
Put Wall: 190.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $20.96
Flip: 20.03
Call Wall: 21.0
Put Wall: 19.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-09-29
Funds: 98
Tickers: 10103
Options: 594
P/C: 0.68
🟢 TOP BUYING
UNH
UnitedHealth Group Inc
DIVO
7.517
NKE
NIKE INC CL B COMMON STO
CGGR
6.716
NVDA
NVIDIA Corp
QDVO, CGDV
7.864
AEM
Agnico Eagle Mines Ltd
IDVO, DIVO
4.354
AAPL
Apple Inc
QDVO, CGGR
6.358
MSFT
Microsoft Corp
QDVO, CGDV
5.541
FDX
FedEx Corp
DIVO
2.803
AVGO
BROADCOM INC COMMON STOCK
QDVO, CGDV
3.183
🔴 TOP SELLING
META
Meta Platforms Inc
CGDV, CGGR, GAMR
32.222
PRU
PERSEUS MINING LTD COMMON
AVDV
14.356
INTC
Intel Corp
CGDV, CHPY
14.152
NVDA
NVIDIA Corp
NVDW, CMAG, CHPY, GAMR, DIVO
12.101
MU
Micron Technology Inc
CGGR, CHPY
5.938
ATD
ALIMENTATION COUCHE TARD
AVDE
1.98
LLY
Eli Lilly & Co
CGDV
1.614
CF
CF Industries Holdings In
DIVO
0.963
⚡ CROSS-FUND
DIVERGENCES
V
↑ QDVO
↓ DIVO
SOFR
↑ QDVO
↓ DIVO
DIS
↑ AVDV
↓ WNDR
TSM
↑ IDVO
↓ CHPY
UBER
↑ CGGR
↓ WNDR
NVDA
↑ QDVO, CGDV
↓ NVDW, CMAG, CHPY, GAMR, DIVO
Sector Flow →
HEALTH CARE (+1.0687)
CONSUMER DISCRETIONARY (+0.3646)
INDUSTRIALS (+0.3638)
CONSUMER STAPLES (+0.0673)
INFORMATION TECHNOLOGY (-1.1074)
MATERIALS (-0.5083)
FINANCIALS (-0.4065)
COMMUNICATION SERVICES (-0.3605)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 23
Total: 444
🔥 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
ROK
Rockwell Automation, Inc.
Tech: 80
Fund: 80
Price: $437.19
RSI: 63.55
WAIT for validation
Valuation: OVERVALUED (-50.6%)
View Deep Dive →
Tech: 100
Fund: 80
Price: $348.44
RSI: 62.88
ACCUMULATE on dips
Valuation: FAIR VALUE (+0.7%)
View Deep Dive →
Tech: 100
Fund: 80
Price: $351.86
RSI: 63.27
ACCUMULATE on dips
Valuation: FAIR VALUE (+0.7%)
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 // 2026-09-30 // 2026-09-30 11:19 AM CST