Who mentions $JNJ most on Surfaced?

@jacobplieth (Jacob Plieth) mentions $JNJ most — 40 mentions in the past 12 months.

When was $JNJ first mentioned on Surfaced?

The earliest tracked mention of $JNJ in the Surfaced archive was on Jul 17, 2025.

How many voices track $JNJ?

11 FinTwit voices have mentioned $JNJ 59 times in the past 12 months.

What kind of voices mention $JNJ most?

$JNJ is mentioned most by Biotech voices on Surfaced.

$JNJ — FinTwit mentions on Surfaced

Recent mentions

64 mentions

@alphaticaioJun 28, 2026 · 2:38 PM

WEEKLY DARK POOL RECAP | Week 16 · June 22-25, 2026 Week 16. 76% accuracy. Sell signals: 11/14. The dark pool was distributing. Friday stripped for Q2 window dressing. This week we're showing you something different. Two versions of the same scorecard. One includes Friday. One doesn't. The difference is what Q2 window dressing looks like in real time. You've heard the term "window dressing" your entire investing life. Now you'll see it in the data. WHAT HAPPENED FRIDAY Q2 ends Monday. On the last Friday of every quarter, fund managers buy their core holdings to show them in the quarterly portfolio snapshot sent to investors. This creates massive mechanical buying that has nothing to do with directional conviction. The buying is cosmetic. It's for the quarterly report. Here's what that looked like on our dark pool data: Thursday (June 25): Zero dark pool buyers. Every name sold. -$6.46B. The heaviest dark pool sell of sixteen weeks. Friday (June 26): Zero dark pool sellers. Every name bought. +$10.35B. The heaviest dark pool buy of sixteen weeks. A $16.8B swing in 24 hours. Same institutions. Same names. Opposite direction. That's window dressing. THE TWO SCORECARDS VERSION 1: Full week including Friday (Mon-Fri) Accuracy: 10/20 (50%) Friday's massive buy flow flipped the weekly net positive on names that were being sold all week. Examples: $MSFT: Mon-Thu net: -$785M (SELL). Fri: +$951M. Full-week net: +$166M (BUY). Return: -7.0%. The signal flipped from correct to wrong because of one mechanical session. $NVDA: Mon-Thu net: -$427M (SELL). Fri: +$663M. Full-week net: +$236M (BUY). Return: -7.1%. Same problem. $SPY: Mon-Thu net: -$3.02B (SELL). Fri: +$3.64B. Full-week net: +$621M (BUY). Return: -2.4%. Same problem. VERSION 2: Mon-Thu only (Friday stripped) Accuracy: 13/17 (76%) This is the clean directional signal without the Q2 mechanical noise. ALPHATICA BUY SIGNALS (Mon-Thu) vs ACTUAL RETURNS $SHOP Signal: BUY Net: +$450M Return: +2.5% ✓ $JNJ Signal: BUY Net: +$54M Return: +7.2% ✓ $NFLX Signal: BUY Net: +$92M Return: -8.4% ✗ 2 out of 3 (67%). Only three buy signals. The dark pool was not accumulating this week. It was distributing. ALPHATICA SELL SIGNALS (Mon-Thu) vs ACTUAL RETURNS $SPY Signal: SELL Net: -$3.02B Return: -1.7% ✓ $AAPL Signal: SELL Net: -$1.12B Return: -7.7% ✓ $IWM Signal: SELL Net: -$1.10B Return: +1.1% ✗ $QQQ Signal: SELL Net: -$868M Return: -3.3% ✓ $MSFT Signal: SELL Net: -$785M Return: -7.0% ✓ $GOOGL Signal: SELL Net: -$462M Return: -6.6% ✓ $NVDA Signal: SELL Net: -$427M Return: -7.1% ✓ $AVGO Signal: SELL Net: -$403M Return: -7.9% ✓ $BRK.B Signal: SELL Net: -$257M Return: -0.3% ✓ $MU Signal: SELL Net: -$255M Return: +7.0% ✗ $TSLA Signal: SELL Net: -$201M Return: -6.3% ✓ $META Signal: SELL Net: -$142M Return: -6.0% ✓ $GLD Signal: SELL Net: -$130M Return: -4.6% ✓ $TLT Signal: SELL Net: -$95M Return: +0.7% ✗ 11 out of 14 (79%). The sell signals dominated the week. THE MISSES $MU: -$255M net sell Mon-Thu but +7.0% return. The massive earnings beat on Wednesday overwhelmed the dark pool signal. The institutions sold $MU into earnings (we documented -$5.53B zero buys on Wednesday, the largest single-name sell of the series). The earnings beat reversed the stock. The dark pool was hedging, not predicting. The algorithm caught the distribution. The earnings changed the thesis. Both documented. $IWM: -$1.10B net sell but +1.1% return. The great rotation favored small caps. Breadth hit 3.17x (series record) on Tuesday while the Nasdaq dropped -1.57%. The broad market advanced while the indexes sold. $IWM benefited from the rotation even as the dark pool sold it. $TLT: -$95M net sell but +0.7% return. Barely positive. Small size, borderline call. $NFLX: +$92M net buy but -8.4% return. One session appearance at small size. WEEKLY SCORECARD Week 16 (Mon-Thu): 13/17 (76%) Week 15: 11/13 (85%) Week 14: 7/9 (78%) Three-week combined: 31/39 (79%) Three-week buys: 15/19 (79%) Three-week sells: 16/20 (80%) THE LESSON Window dressing is real. You can see it in the data. Thursday: zero dark pool buyers, -$6.46B. Friday: zero dark pool sellers, +$10.35B. The same institutions. The same names. The opposite direction. 24 hours apart. If you include Friday's mechanical flow, the scorecard drops from 76% to 50%. The signal was correct. The noise was loud. This is why quarter-end weeks require a different lens. The directional signal lives in Mon-Thu. The Friday flow is the quarterly report. Both are real data. Only one is a directional signal. The methodology is consistent. The results are public. The framework adapts to the calendar. Every signal published in real time. Every result validated against the return. The hits and the misses. Both shown. Both documented. Three weeks. 31/39. 79%.

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