ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-10-09
Generated
2026-10-09 11:52 AM CST
😎
MARKET.MOOD
Risk-On // CALM
VIX 14.87
· SPY +0.55%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
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😎 The market's having a lazy Sunday — calm and quiet. Nobody's scared of much right now. The overall market is up a bit today. (The fear gauge sits at 15 — low and relaxed.)
⭐ Sam's favorite today is ALAB — 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
$778.20
+0.55%
5D: +0.4%
Nasdaq 100
$750.79
+0.43%
5D: -0.7%
Russell 2000
$278.93
+0.49%
5D: -1.6%
Dow 30
$515.58
+0.77%
5D: +0.7%
Bitcoin
$82,697.92
+1.25%
5D: -3.6%
Ethereum
$2,489.56
+0.71%
5D: -8.2%
Gold
$384.27
+1.49%
5D: +1.2%
20Y Treasuries
$77.90
+0.04%
5D: +1.0%
VIX.REGIME
14.87
CALM
VIX calm at 14.9 (-0.4 this week). SPY +8.1% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
Alright, listen up. VIX is asleep at 14.87, but don't get complacent. Institutions are picking their spots: loading up PBR, SHEL, and even the DIA, while selling off WMT and INTC. This isn't broad market euphoria; it's tactical rotation – chasing value and taking chips off the table.
Our quant models are flagging names, but discipline is key. CRDO is the gold standard here: Grade A, 100/100 Tech, and near fair value at -1.1%. That's an ACCUMULATE on any dip. On the flip side, ROK and VSXY, while flashing bullish, are grossly overvalued by 49.9% and 30.9% respectively. They're on the WAIT list; don't chase that froth. No lifers or nukes today, so stay selective and keep your powder dry.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 14.9. Green light.
🎯 TODAY'S.WATCHLIST // 4 CONVERGENCES
CRDO
3 legs
trend · Ghost Alpha V2 (score 1.0)
triangle · triangle_breakout (score 57)
downtrend_breakout · downtrend breakout (confirmed, broke 2026-10-01)
conflict · flow bullish but SHORT_DATED (0-3 DTE trap)
⚠ flow bullish but SHORT_DATED (0-3 DTE trap)
SNOW
2 legs
trend · Ghost Alpha V2 (score 0.8)
triangle · triangle_breakout (score 89)
TEVA
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 75)
M
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 60)
Independent legs: trend · triangle · flow · 13F. Bullish agreement adds; bearish/short-dated flagged amber.
🔼 MIGRATION // 14 MATURATION EVENTS
⭐ Migration of the Day
VTRS — matured triangle_breakout → momentum (streak 3d)
VTRS
triangle_breakout → momentum
streak 3d
CRDO
flow → momentum
streak 3d
ALAB
flow → momentum
streak 2d
DAL
flow → momentum
streak 2d
MRVL
flow → momentum
streak 2d
PLTR
flow → momentum
streak 2d
TEVA
flow → momentum
streak 1d
COIN
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // CALM
VIX calm at 14.9 (-0.4 this week). SPY +8.1% vs 200 SMA.
→ BULLISH: Market favorable for momentum, can be more aggressive.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$338.99
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 41.6); Full EMA stack
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $431.32
Flip: 428.26
Call Wall: 440.0
Put Wall: 420.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $214.10
Flip: 209.83
Call Wall: 217.5
Put Wall: 207.5
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $82.45
Flip: 81.55
Call Wall: 85.0
Put Wall: 75.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $340.00
Flip: 357.42
Call Wall: 360.0
Put Wall: 330.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $335.01
Flip: 336.81
Call Wall: 340.0
Put Wall: 335.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-10-08
Funds: 98
Tickers: 10136
Options: 548
P/C: 0.59
🟢 TOP BUYING
PBR
PETROLEO BRASILEIRO SPON
CGGR
10.114
RR.
ROLLS ROYCE HOLDINGS PLC
AVIV, AVDE
5.516
VOD
VODAFONE GROUP PLC SP ADR
AVIV, AVDE
4.24
DIA
State Street SPDR Dow Jon
DIVO
4.088
SHEL
SHELL PLC ADR ADR
AVIV, AVDE
2.199
WMT
WALMART INC COMMON STOCK
AVLV
1.51
ASML
ASML Holding NV
AVDE
1.159
ACN
ACCENTURE PLC CL A COMMON
AVLV
1.071
🔴 TOP SELLING
WMT
WALMART INC COMMON STOCK
DIVO
7.797
RKT
ROCKET COS INC CLASS A CO
CGGR
6.636
UNH
UNITEDHEALTH GROUP INC CO
CGGO, CGGR
5.943
INTC
Intel Corp
CGGR, CHPY
5.448
GS
GOLDMAN SACHS GROUP INC C
AVLV
3.58
MU
MICRON TECHNOLOGY INC COM
CHPY, CGGR
4.384
BKNG
BOOKING HOLDINGS INC COMM
CGGO
2.479
DASH
DOORDASH INC A COMMON S
AVLV
1.547
⚡ CROSS-FUND
DIVERGENCES
SUNB
↑ AVMV
↓ AVIV
STAN
↑ AVDE
↓ AVIV
LAD
↑ AVUV
↓ MMSC
NFLX
↑ AVLV
↓ CGGR
WMT
↑ AVLV
↓ DIVO
ASML
↑ AVDE
↓ CHPY
Sector Flow →
INDUSTRIALS (+0.625)
MATERIALS (+0.4738)
ENERGY (+0.3991)
FINANCIALS (+0.3399)
CONSUMER DISCRETIONARY (-0.9061)
COMMUNICATION SERVICES (-0.8137)
CONSUMER STAPLES (-0.8127)
INFORMATION TECHNOLOGY (-0.3582)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 24
Total: 574
🔥 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
+14 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
ROK
Rockwell Automation, Inc.
Tech: 75
Fund: 80
Price: $431.11
RSI: 55.16
WAIT for validation
Valuation: OVERVALUED (-49.9%)
View Deep Dive →
CRDO
Credo Technology Group Holdi
Tech: 100
Fund: 80
Price: $213.26
RSI: 63.9
ACCUMULATE on dips
Valuation: FAIR VALUE (-1.1%)
View Deep Dive →
Tech: 75
Fund: 70
Price: $82.35
RSI: 51.34
WAIT for validation
Valuation: OVERVALUED (-30.9%)
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 // 2026-10-09 // 2026-10-09 11:52 AM CST