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We examined multi-level factors related to the longitudinal physical activity trajectories of adolescent girls to determine the important predictors for physical activity. The Trial of Activity in Adolescent Girls (TAAG) Maryland site recruited participants at age 14 ( n = 566) and followed up with these girls at age 17 ( n = 553) and age 23 ( n = 442). Individual, social factors and perceived environmental factors were assessed by questionnaire; body mass index was measured at age 14 and age 17, and self-reported at age 23. Neighborhood factors were assessed by geographic information systems. The outcome, moderate-to-vigorous physical activity (MVPA) minutes in a day, was assessed from accelerometers. A mixture of linear mixed-effects models with double penalization on fixed effects and random effects was used to identify the intrinsic grouping of participants with similar physical activity trajectory patterns and the most relevant predictors within the groups simultaneously. Three clusters of participants were identified. Two hundred and forty participants were clustered as “maintainers” and had consistently low MVPA over time; 289 participants were clustered as “decreasers” who had decreasing MVPA over time; 39 participants were grouped as “increasers” and had increasing MVPA over time. Each of the three clusters has its own cluster-specific factors identified using the clustering method, indicating that each cluster has unique characteristics.