ALPHA.DOSSIER ●

Daily Intelligence Report // Sam the Quant Ghost // 2026-10-15

Generated
2026-10-15 09:45 AM CST
VIX Regime
17.41 NORMAL
↓ PDF ↓ MD ⌥ src
🙂
MARKET.MOOD
Risk-On // NORMAL
VIX 17.41 · SPY -0.27%
Last 10 Days
🙂 🙂 🙂 🙂 🙂 😎 🙂 🙂 🙂 🙂
👵 GRANDMA.MODE // PLAIN ENGLISH ▸ tap to translate

🙂 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 17 — low and relaxed.)

⭐ Sam's favorite today is PLTR — she scored it 49 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
$767.54
-0.27%
5D: -1.4%
Nasdaq 100
$719.74
-1.26%
5D: -4.2%
Russell 2000
$273.12
+0.65%
5D: -2.1%
Dow 30
$519.19
+0.69%
5D: +0.6%
Bitcoin
$81,171.56
-0.48%
5D: -3.0%
Ethereum
$2,372.01
-1.91%
5D: -6.4%
Gold
$381.29
+1.41%
5D: -0.9%
20Y Treasuries
$80.56
+2.11%
5D: +3.3%
VIX.REGIME
17.41
NORMAL
VIX normal at 17.4 (+2.0 this week). SPY +6.4% vs 200 SMA.
SECTOR.ROTATION // 5D LEADERS
🧠 AI.SYNTHESIS _
VIX is chilling at 17.41, so no immediate panic, but don't get complacent. Whales are still piling into the usual suspects: MSFT, NVDA, AAPL, AMD, AMZN. Stick with the market leaders, it seems. Meanwhile, MU and WDC found themselves on the chopping block alongside some less familiar names, suggesting a rotation out of specific semi plays. Crucially, zero "lifers" means conviction is shallow; traders are playing short-term rotations, not HODLing.

Our scanner flashed bullish on ADI, FAST, LLY, PLTR, and COST. Good names, but pump the brakes. Dossiers on ADI, FAST, and LLY scream OVERVALUED by 20-47%. This ain't the time to chase; WAIT for validation or better entry. The only clear momentum play is SOUN, which is seeing a leveraged pop via SOUX with a strong ADX of 34.9. Follow the trend there, but watch your stops.

— Ghost out. 👻
🌤️ MARKET.WEATHER // CONTANGO
Calm contango, VIX 17.4. Green light.
🎯 TODAY'S.WATCHLIST // 9 CONVERGENCES
KNSA 2 legs
trend · Ghost Alpha V2 (score 0.8) triangle · triangle_breakout (score 75)
KMB 2 legs
trend · Ghost Alpha V2 (score 0.7) triangle · triangle_breakout (score 89)
KDP 2 legs
trend · Ghost Alpha V2 (score 0.6) triangle · triangle_breakout (score 66)
OTEX 2 legs
trend · Ghost Alpha V2 (score 0.6) triangle · triangle_breakout (score 85)
META 2 legs
trend · Core Watchlist (score 0.65) institutional · 13F buying
NVDA 2 legs
trend · Core Watchlist (score 0.5) institutional · 13F buying
AVGO 2 legs
trend · Core Watchlist (score 0.5) institutional · 13F buying
COST 2 legs
trend · momentum B score 45 triangle · triangle_breakout (score 67) conflict · bearish options flow
⚠ bearish options flow
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 // 8 MATURATION EVENTS
⭐ Migration of the Day
MRVL — matured flow → momentum (streak 2d)
MRVL flow → momentum streak 2d
PLTR 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
SOFI new → high_conviction streak 16d
TSM new → high_conviction streak 16d
⚠️ MARKET.REGIME // NORMAL
VIX
17.41
5d Change
+2.0
VIX/VIX3M
0.91
SPY vs 200SMA
+6.5%
VIX normal at 17.4 (+2.0 this week). SPY +6.4% vs 200 SMA.
→ HEALTHY: Standard position sizing, focus on high-quality momentum.
🔒 premium intel below // unlock full dossier
🔪 DAILY.CUTS // PRIME · CHOICE · SELECT
Prime // MOMENTUM
PLTR 49/100
$190.26
↳ RSI momentum at 78.2; Strong trend (ADX 36.3); Full EMA alignment
Choice // LEVERAGED ETF
SOUN B/Grade
Play: SOUX | ADX: 34.9
↳ VWAP Reclaim play. EOD close required.
🧲 GEX.DEALER.POSITIONING // GAMMA FLIP · CALL/PUT WALLS
ADI positive GAMMA
Spot: $398.42
Flip: 397.80
Call Wall: 410.0
Put Wall: 385.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
FAST negative GAMMA
Spot: $49.92
Flip: 52.35
Call Wall: 52.5
Put Wall: 47.5
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
LLY positive GAMMA
Spot: $1263.63
Flip: 1187.56
Call Wall: 1300.0
Put Wall: 1180.0
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
PLTR negative GAMMA
Spot: $196.29
Flip: 198.89
Call Wall: 200.0
Put Wall: 190.0
↳ Negative gamma: dealers amplify moves (chase). Expect bigger swings and trend/breakout risk.
COST positive GAMMA
Spot: $990.61
Flip: N/A
Call Wall: 1000.0
Put Wall: N/A
↳ Positive gamma: dealers dampen moves (sell rips, buy dips). Expect mean reversion and a tighter range.
INSTITUTIONAL.SIGNALS // TICKERTRACE API
As of: 2026-10-14
Funds: 145 Tickers: 10207 Options: 1093 P/C: 0.36
🟢 TOP BUYING
MSFT MICROSOFT CORP COMMON STO
BIGY, FEPI, QYLD, QRMI, DJIA, QYLG, XRMI, XYLD, XYLG, QQQI, SPYI, GPTY, AIPI, CGGO, AVUS 8224.265
NVDA NVIDIA Corp
AIPI, QRMI, QYLD, QYLG, XRMI, BIGY, XYLD, QQQI, XYLG, SPYI, GPTY, FEPI, SOXY, LFGY, CEPI, DJIA, CHPY 7890.45
AAPL APPLE INC COMMON STOCK US
BIGY, QRMI, QYLD, QYLG, QQQI, XRMI, XYLD, XYLG, SPYI, FEPI, GPTY, DJIA, AIPI, CGGO 7159.657
AMD Advanced Micro Devices In
AMDW, FEPI, SOXY, GPTY, CEPI, QYLD, QRMI, QYLG, QQQI, AIPI, BIGY, XYLD, XRMI, XYLG, SPYI, CHPY, KYLD, ULTY 4690.768
AMZN AMAZON.COM INC
FEPI, BIGY, QYLD, QRMI, QYLG, QQQI, GPTY, XYLD, XRMI, XYLG, SPYI, AIPI, DJIA 3536.241
GOOGL Alphabet Inc
BIGY, FEPI, GPTY, DJIA, QYLD, QRMI, QYLG, XRMI, QQQI, XYLD, XYLG, AIPI, SPYI, ULTY 3440.786
MU MICRON TECHNOLOGY INC COM
FEPI, QRMI, QYLD, CEPI, SOXY, QYLG, QQQI, AIPI, BIGY, XYLD, XRMI, XYLG, SPYI, CHPY 3002.547
AVGO Broadcom Inc
FEPI, SOXY, BIGY, GPTY, AIPI, QYLD, QRMI, QYLG, XRMI, QQQI, XYLD, XYLG, SPYI, CHPY, KYLD 2753.207
🔴 TOP SELLING
A000660 SK HYNIX INC COMMON STOCK
DRAM, AVEM 5.909
MU MICRON TECHNOLOGY INC COM
DRAM, CGGO 5.347
WDC Western Digital Corp
CGGO 2.69
A005930 Samsung Electronics Co Lt
DRAM 1.475
PSNL PERSONALIS INC
ARKG 1.383
SAF SAFRAN SA COMMON STOCK EU
AVIV 1.326
ABX BARRICK MINING CORP COMMO
AVIV 1.239
BAS BASF SE COMMON STOCK
AVIV 1.046
⚡ CROSS-FUND DIVERGENCES
TSLA ↑ FEPI, CEPI, BIGY, GPTY, QYLD, QRMI, QYLG, QQQI, XYLD, XRMI, XYLG, SPYI, TSLW ↓ SLTY
ORCL ↑ FEPI, AIPI, GPTY, BIGY, XYLD, XRMI, XYLG, SPYI ↓ SLTY
CRM ↑ AIPI, DJIA, GPTY, SPYI, XYLD, XRMI, XYLG ↓ SLTY
ASII ↑ AVEM ↓ AVES
SBUX ↑ QYLD, QRMI, QYLG, QQQI, XRMI, XYLD, SPYI, XYLG ↓ SLTY
ETN ↑ XYLG, XRMI, XYLD, SPYI ↓ SLTY
Sector Flow → Information Technology (+745.778) Communication Services (+140.1466) Consumer Discretionary (+123.6744) Financials (+109.699) Materials (-0.3214) Utilities (-0.023)
PERSISTENCE.TRACKER // 21-DAY ROLLING WINDOW
🔥 Lifers: 0 💎 HiConv: 30 Total: 584
🔥 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 +20 more
📊 TODAY'S WATCHLIST // A-GRADE SETUPS
ADI
Analog Devices, Inc.
Grade
A
Tech: 95
Fund: 80
Price: $397.47
RSI: 52.74
WAIT for validation
Valuation: OVERVALUED (-23.9%)
View Deep Dive →
FAST
Fastenal Company
Grade
B
Tech: 75
Fund: 80
Price: $49.94
RSI: 46.84
WAIT for validation
Valuation: OVERVALUED (-47.7%)
View Deep Dive →
LLY
Eli Lilly and Company
Grade
A
Tech: 100
Fund: 80
Price: $1263.35
RSI: 67.06
WAIT for validation
Valuation: OVERVALUED (-21.8%)
View Deep Dive →
🔗 Permalinks // For sharing, citing, or just proving you were right first
THIS REPORT
mphinance.github.io/mphinance/reports/2026-10-15_alpha_dossier.html
LATEST ALWAYS
mphinance.github.io/mphinance/reports/latest.html
REPORT ARCHIVE
mphinance.github.io/mphinance/
GHOST BLOG
mphinance.com/blog/
TRADERDADDY PRO
traderdaddy.pro ↗
SOURCE CODE
github.com/mphinance/mphinance ↗
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 // 2026-10-15 // 2026-10-15 09:45 AM CST
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