One system. Regime-aware intelligence.Your market. Your leverage.
A multi-strategy consensus engine that reads market conditions daily and determines a target exposure — so you can apply it using your preferred instrument.
The same algorithm, tested across every major US index and 2 international markets — without additional tuning — at 1× through 3× leverage, across 41 years and every major crisis since 1985.
Updated daily before market close
While leveraged buy-and-hold experienced drawdowns near −99% during the same period.
Positive in every worst year: 2000 (+27%), 2001 (+11%), 2002 (+9%), 2008 (+1%). See all 18 validation tests →
Most strategies don't fail in backtests.
They fail in reality.
Backtests assume stability. Real markets don't behave.
- Markets don't trend cleanly
- Volatility spikes unexpectedly
- Leverage amplifies losses quickly
Most strategies break when conditions change.
The failure isn't performance—it's static exposure.
- Bear markets destroy static exposure
- Sideways markets erode returns through churn
- Overfit systems collapse outside their training window
During prolonged downturns, leveraged exposure can collapse even without market crashes.
What works in one regime often fails in another.
JEDI adapts exposure—every day.
JEDI is built around a different assumption — that the regime will change, and the system's job is to detect it and adjust exposure. Every day is a fresh decision. No allocation is permanent.
It doesn't predict individual stocks, guarantee returns, or outperform in every environment. It makes one decision — how to position today — and revisits it tomorrow.
Then we tested that assumption against every major failure mode—and it held up.
How it works
Three deterministic steps, run every trading day — not a black box.
Read market state
The system reads multiple signals each day to determine the current market state — Expansion, Trend, Neutral, or Contraction.
See how it works →Determine target exposure
Each state maps to a target exposure — long, short, or defensive positioning. Position size reflects conviction — not fixed weights.
View today's positioning →Apply
You apply that exposure using your preferred instrument — across markets and leverage levels.
Get started →Validate the system
Explore 41 years of backtests, current market state, and historical positioning — all in one place.
One system. Many expressions.
The same system, applied across markets and leverage.
All results are based on simulated backtests using real price data.
Nasdaq-100 · 3× Leverage — in detail
One expression — active today and shown across 41 years of historical market conditions.
The system determines daily exposure to the Nasdaq-100 — expressed using 3× leveraged instruments. Backtested across 41 years of real and reconstructed market data.
58.2% CAGR · −31.8% Max DD · 2.00 Sharpe · 1985–2025
Positive returns through the dot-com bust, GFC, and COVID shock.
The system in action — today and over time
Live positioning and historical outcomes — shown for the Nasdaq-100 expression.
What Would $10K Have Become?
Backtested performance based on historical data (1985–2025)
If you invested $10,000 in 2010:
Based on historical simulation (1985–2025). Not indicative of future results.
The same system generating today's signal produced these historical outcomes.
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