ALPHA.DOSSIER ●
Daily Intelligence Report // Sam the Quant Ghost // 2026-10-14
Generated
2026-10-14 09:56 AM CST
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MARKET.MOOD
Risk-On // NORMAL
VIX 15.64
· SPY -0.75%
Last 10 Days
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👵 GRANDMA.MODE // PLAIN ENGLISH
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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 GEV — she scored it 45 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
$772.17
-0.75%
5D: -0.2%
Nasdaq 100
$735.75
-1.05%
5D: -1.6%
Russell 2000
$273.13
-1.29%
5D: -1.6%
Dow 30
$515.43
-0.15%
5D: +0.7%
Bitcoin
$81,721.58
-1.65%
5D: -1.4%
Ethereum
$2,419.07
-3.11%
5D: -3.4%
Gold
$375.26
-1.68%
5D: -0.9%
20Y Treasuries
$78.26
-0.13%
5D: +0.5%
VIX.REGIME
15.64
NORMAL
VIX normal at 15.6 (+0.6 this week). SPY +7.1% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX at 15.64 screams complacency, but don't get lazy. Big money is still flowing, with institutions aggressively buying ABBV, CAT, GOOGL, NVDA, and A005930. On the flip side, smart money is shedding MSFT, CVX, WDC, MPC, and A000660. The absence of "Lifers" today confirms this isn't a buy-and-hold market; it's a tactical rotation game.
Our scanner is flashing bullish on LLY, PANW, CRWD, FAST, and AFRM. LLY is a no-brainer ACCUMULATE on dips, a Grade A FORTRESS trading 19.6% below fair value. AFRM also looks juicy, undervalued by a whopping 53%. But caution on FAST: while technically robust, it's nearly 50% OVERVALUED. Wait for validation there. For the true degens, SOUN to SOUX is your Grade B Nuclear Option, boasting a strong ADX of 32.1. Stay nimble.
— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 15.6. Green light.
🎯 TODAY'S.WATCHLIST // 5 CONVERGENCES
U
2 legs
trend · Ghost Alpha V2 (score 0.9)
triangle · triangle_breakout (score 82)
BLK
2 legs
trend · Ghost Alpha V2 (score 0.7)
triangle · triangle_breakout (score 88)
AFRM
2 legs
trend · Ghost Alpha V2 (score 0.9)
flow · bullish flow (top 57)
NVDA
2 legs
trend · Core Watchlist (score 0.65)
institutional · 13F buying
LLY
2 legs
trend · Ghost Alpha V2 (score 0.9)
triangle · triangle_breakout (score 86)
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
MRVL — matured flow → momentum (streak 2d)
MRVL
flow → momentum
streak 2d
PANW
flow → momentum
streak 2d
PLTR
flow → momentum
streak 2d
TEVA
flow → momentum
streak 1d
COIN
new → high_conviction
streak 16d
GS
new → high_conviction
streak 16d
HOOD
new → high_conviction
streak 16d
OXY
new → high_conviction
streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX normal at 15.6 (+0.6 this week). SPY +7.1% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Choice // MOMENTUM
$942.34
↳ Pullback into support in uptrend
Choice // LEVERAGED ETF
Play: SOUX | ADX: 32.1
↳ VWAP Reclaim play. EOD close required.
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
Spot: $1206.77
Flip: 1184.48
Call Wall: 1240.0
Put Wall: 1150.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $51.20
Flip: 52.35
Call Wall: 52.5
Put Wall: 50.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $71.04
Flip: 71.33
Call Wall: 77.5
Put Wall: 70.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
Spot: $943.38
Flip: 941.32
Call Wall: 1020.0
Put Wall: 935.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
Spot: $154.38
Flip: 140.54
Call Wall: 160.0
Put Wall: 140.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS
// TICKERTRACE API
As of: 2026-10-13
Funds: 98
Tickers: 10141
Options: 564
P/C: 0.61
🟢 TOP BUYING
ABBV
AbbVie Inc
DIVO
4.217
CAT
Caterpillar Inc
DIVO
2.142
GOOGL
Alphabet Inc
CQTM, DIVO
2.411
NVDA
NVIDIA Corp
NVDW, DIVO
2.31
A005930
SAMSUNG ELECTRONICS CO LT
CGGO
1.093
TWLO
TWILIO INC A COMMON STO
CGGR
0.887
LYFT
LYFT INC A COMMON STOCK U
AVUV
0.838
EMAAR
EMAAR PROPERTIES PJSC COM
AVES
0.765
🔴 TOP SELLING
A000660
SK HYNIX INC COMMON STOCK
CGGR
10.21
CVX
Chevron Corp
DIVO
3.97
MSFT
MICROSOFT CORP COMMON STO
DIVO, CGGR
5.632
WDC
WESTERN DIGITAL CORP COMM
CGGR
2.973
MPC
Marathon Petroleum Corp
DIVO
2.362
ASII
ASTRA INTERNATIONAL TBK P
AVEM
1.22
PSNL
PERSONALIS INC
ARKG
1.156
INTC
INTEL CORP COMMON STOCK U
CGGR
0.788
Sector Flow →
Health Care (+0.417)
Real Estate (+0.3936)
Industrials (+0.2189)
Information Technology (+0.2121)
Energy (-0.6108)
Financials (-0.1572)
Materials (-0.098)
Utilities (-0.0934)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0
💎 HiConv: 31
Total: 580
🔥 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
LLY
Eli Lilly and Company
Tech: 95
Fund: 80
Price: $1205.73
RSI: 56.69
ACCUMULATE on dips
Valuation: FAIR VALUE (-19.6%)
View Deep Dive →
Tech: 95
Fund: 70
Price: $51.01
RSI: 52.35
WAIT for validation
Valuation: OVERVALUED (-49.9%)
View Deep Dive →
AFRM
Affirm Holdings, Inc.
Tech: 75
Fund: 80
Price: $70.95
RSI: 48.88
ACCUMULATE on dips
Valuation: UNDERVALUED (+53.0%)
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 // 2026-10-14 // 2026-10-14 09:56 AM CST