JW Rank brings six factor groups into a 0–100 score for options and Wheel strategy research. Use it to prioritize which symbols to investigate, then examine the conditions behind the number.
These are the base weights for jw-rank-v1. Actual contributions depend on each factor’s available inputs.
Price relative to 20-, 50- and 200-day moving averages, RSI, ATR-adjusted MACD histogram and the observed trend state.
Stronger price structure can help this factor, but momentum is not rewarded without limit. RSI is scored around a defined range.
Implied volatility rank and percentile, ATR as a percentage of price, and implied versus realized volatility when available.
Higher volatility is not automatically better. The model favors a defined premium range and moderates the score at extreme readings.
Estimated dollar trading volume and the underlying security’s bid–ask spread.
This is an underlying-market liquidity proxy, not a measure of every option contract’s liquidity. Inspect the selected contract separately.
Market regime, tail-risk regime, skew regime and the model’s volatility-risk classification.
Higher means more favorable market-wide risk conditions in the model—not greater tail risk or protection against losses.
For stocks: profitability, growth, cash-flow growth and leverage. For ETFs: expenses, asset scale, concentration and distress exposure.
Stocks and ETFs use different inputs. This factor is not a valuation target or a complete assessment of business quality.
Premium availability, RSI, ATR relative to price, the earnings window and market regime.
A general setup assessment for Wheel research. It does not select a strike, expiration, position size or suitable trade for an individual.
Some reports use the names “Volatility Pressure,” “Market Tail Risk” and “Strategy Fit” for Premium setup, Tail-risk safety and Wheel strategy fit. Several factors share inputs; they are complementary views, not independent probabilities. Gamma exposure (GEX) is not required for this model.
Defined rules map numeric values and recognized market states onto a 0–100 scale. Some rules favor higher or lower readings; others favor a band. Values are bounded to the scoring range.
A factor is the arithmetic mean of its available input scores, rounded to one decimal place. Its Coverage is the share of expected inputs present: six for trend, four for premium, two for liquidity, four for tail risk, seven for stock fundamentals (four for ETFs), and five for strategy fit.
Each factor’s effective weight is its base weight multiplied by its Coverage. JW Rank is the weighted average of the available factors, rounded to one decimal place. Overall Coverage is the sum of the base-weighted factor coverages.
A missing input is not given a neutral score. A partly populated factor has less influence; a completely missing factor is excluded. The remaining effective weights are normalized to calculate the total. If no usable factors remain, no score is produced.
Illustration: if only the 10% fundamental factor is missing and all other factors have full input coverage, overall Coverage is 90%. The remaining weighted scores are divided by 0.90—not treated as though fundamentals scored zero.
Higher scores indicate a more favorable combination of the model’s observed setup conditions. Labels describe that combination; they do not predict a return or guarantee safety.
Compare the factors as well as the total. Two symbols can share the same score with very different trend, premium and risk profiles. A high aggregate can coexist with a weak factor. Differences in Coverage, asset model or observation time also limit like-for-like comparisons.
The MU report dated September 4, 2026 shows JW Rank 72.1, labeled Constructive. Its displayed Technical Trend score is 90, while Volatility Pressure is 34 and Strategy Fit is 59.
The useful question is not simply whether 72.1 is “good.” It is why the price structure and premium environment point in different directions—and what the options and event evidence add.
Read the dated MU reportJW Rank is calculated in background refresh jobs for eligible followed symbols. Opening a page reads the available stored result; it does not trigger a new calculation. Timing depends on refresh settings, scheduling, processing capacity and upstream availability—not every market tick.
The score’s “as of” time records when it was generated, not when every source field was observed. Price, technical history, fundamentals and market regime can have different observation times. A new page load is not evidence of new underlying data.
If a refresh fails, the last successful score may remain available within the configured age limit. After that limit, the current-score service withholds it. A dated public report remains a historical edition, not a live score.
The same model, inputs and earnings-date context produce the same score. AI narrative does not set or override JW Rank. Market changes, new inputs, coverage changes, the passage of time around earnings, or a model revision can change the result.
JW Rank does not replace contract-level liquidity checks, an earnings review, payoff analysis or assessment of assignment and downside exposure. It does not account for your capital, holdings, taxes or risk tolerance. The score is not a calibrated probability of profit or a claim of demonstrated investment performance.
Methodology version: jw-rank-v1. This guide describes the implemented model reviewed on . Check model versions when comparing results across editions.