ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-10-13
Generated
2026-10-13 12:24 PM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 15.5
· SPY -0.13%
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 TXN — 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
$777.06
-0.13%
5D: -0.0%
Nasdaq 100
$742.07
-0.53%
5D: -2.1%
Russell 2000
$276.33
-0.56%
5D: -0.5%
Dow 30
$515.77
-0.41%
5D: +0.9%
Bitcoin
$83,116.68
+1.66%
5D: +0.7%
Ethereum
$2,504.53
+2.46%
5D: +0.8%
Gold
$380.97
-0.31%
5D: +1.4%
20Y Treasuries
$78.33
+0.36%
5D: +1.5%
VIX.REGIME
15.5
NORMAL
VIX normal at 15.5 (+0.5 this week). SPY +7.8% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is chilling at 15.5, no panic in the air, but don't get complacent. Institutional flow is a mixed bag, lacking broad conviction. Big tech is seeing some profit-taking; NVDA, GOOGL, MSFT are on the sell side, while AAPL shows split action. LLY and NFLX, alongside CRCL and TWLO, saw some institutional love, suggesting selective rotations rather than clear market direction.
Our scanner flagged TXN, TMO, PH, TT, and PWR as technically bullish, but hold your horses. The dossiers for TXN (-38.2%), PH (-40.1%), and TT (-45.3%) all scream massively OVERVALUED, despite their CASTLE-tier status. Models say "WAIT for validation"—don't chase this pump. No Lifers means no persistent conviction plays yet. For the truly aggressive, SOUX (2x SOUN) is trending strong (ADX 29.6, Grade B), but that's a leveraged momentum play, pure risk-on. Overall, proceed with caution.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.5. Green light.
🎯 TODAY'S.WATCHLIST // 8 CONVERGENCES
TXN
2 legs
trend · momentum A score 48
triangle · triangle_breakout (score 92)
PH
2 legs
trend · Ghost Alpha V2 (score 1.0)
triangle · triangle_breakout (score 63)
MGA
2 legs
trend · Ghost Alpha V2 (score 1.0)
triangle · triangle_breakout (score 75)
TMO
2 legs
trend · Ghost Alpha V2 (score 1.0)
flow · bullish flow (top 80)
FORM
2 legs
trend · momentum A score 36
flow · bullish flow (top 70)
META
2 legs
trend · Ghost Alpha V2 (score 0.7)
institutional · 13F buying
AAPL
2 legs
trend · Ghost Alpha V2 (score 0.8)
institutional · 13F buying
conflict · 13F selling
⚠ 13F selling
CDNS
2 legs
trend · momentum B score 39
triangle · triangle_breakout (score 94)
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 // 18 MATURATION EVENTS
⭐ Migration of the Day
NTAP — matured triangle_breakout → momentum (streak 2d)
NTAP
triangle_breakout → momentum
streak 2d
PH
triangle_breakout → momentum
streak 2d
DHR
flow → momentum
streak 4d
ALAB
flow → momentum
streak 3d
CRDO
flow → momentum
streak 3d
DAL
flow → momentum
streak 2d
MRVL
flow → momentum
streak 2d
PLTR
flow → momentum
streak 2d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.5 (+0.5 this week). SPY +7.8% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
$285.20
⚡ BOUNCE
↳ Bounce 2.0 setup (EMA+ADX+Stoch); Trending (ADX 46.3); Full EMA stack
Choice // LEVERAGED ETF
Play: SOUX | ADX: 29.6
↳ VWAP Reclaim play. EOD close required.
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $284.88
Flip: 279.32
Call Wall: 290.0
Put Wall: 275.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $954.36
Flip: 944.34
Call Wall: 970.0
Put Wall: 920.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $475.04
Flip: 455.89
Call Wall: 480.0
Put Wall: 450.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $336.54
Flip: 337.35
Call Wall: 360.0
Put Wall: 320.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $371.55
Flip: 378.52
Call Wall: 410.0
Put Wall: 370.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-10-12
Funds: 98
Tickers: 10139
Options: 562
P/C: 0.67
🟢 TOP BUYING
CRCL
CIRCLE INTERNET GROUP INC
ULTI, AVLV
160.126
TWLO
TWILIO INC A COMMON STO
CGGR
6.859
AAPL
Apple Inc
CGGR
6.587
LLY
ELI LILLY + CO COMMON STO
CGGR
2.905
NFLX
NETFLIX INC COMMON STOCK
AVLV
2.105
NEM
NEWMONT CORP COMMON STOCK
AVUS
1.834
NKE
NIKE INC CL B COMMON STO
CGGR
1.546
FSLR
FIRST SOLAR INC COMMON ST
CGGR
1.452
🔴 TOP SELLING
NVDA
NVIDIA Corp
CMAG, DIVO
34.075
AAPL
Apple Inc
CMAG, DIVO
31.476
GOOGL
Alphabet Inc
CMAG, DIVO
26.743
MSFT
Microsoft Corp
CMAG, DIVO
25.825
ALB
ALBEMARLE CORP COMMON STO
CGGR
6.432
MU
Micron Technology Inc
CGGR
3.626
GS
Goldman Sachs Group Inc/T
AVLV
2.69
TSM
TAIWAN SEMICONDUCTOR SP A
CGGR
2.296
⚡ CROSS-FUND
DIVERGENCES
V
↑ QDVO
↓ DIVO
HIMS
↑ ULTI
↓ KYLD
AMZN
↑ CGGR
↓ CMAG
META
↑ CGGR
↓ CMAG
MU
↑ DRAM
↓ CGGR
MSFT
↑ QDVO
↓ CMAG, DIVO
Sector Flow →
Health Care (+5.1061)
Financials (+4.8325)
Materials (+0.1599)
Energy (+0.058)
Information Technology (-9.13)
Consumer Discretionary (-1.5532)
Communication Services (-1.5517)
Real Estate (-0.4993)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 31
Total: 577
🔥 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
+21 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
TXN
Texas Instruments Incorporat
Tech: 100
Fund: 80
Price: $285.2
RSI: 62.41
WAIT for validation
Valuation: OVERVALUED (-38.2%)
View Deep Dive →
PH
Parker-Hannifin Corporation
Tech: 75
Fund: 80
Price: $953.42
RSI: 42.82
WAIT for validation
Valuation: OVERVALUED (-40.1%)
View Deep Dive →
TT
Trane Technologies plc
Tech: 85
Fund: 80
Price: $474.9
RSI: 75.78
WAIT for validation
Valuation: OVERVALUED (-45.3%)
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 // 2026-10-13 // 2026-10-13 12:24 PM CST