Performance Data

41-Year Backtest Performance

Complete year-by-year performance of the JEDI Nasdaq-100 algorithm vs the NDX index. Backtest period: 1985–2025. Full methodology and assumptions disclosed below.

58.2%
CAGR
2.00
Sharpe Ratio
−31.8%
Max Drawdown
1.83
Calmar Ratio
54.7%
Win Rate
2.35
Profit Factor

Strong risk-adjusted performance with consistent outperformance across multiple market cycles.

How the system adapts across market regimes

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Regime Transition Intelligence

800+ regime transitions identified across 41 years — enabling adaptive positioning across changing market conditions.

This enables the system to increase exposure during favorable conditions and reduce risk during adverse regimes.

Includes major market events:
Black Monday 1987 Dot-com 2000 GFC 2008 COVID 2020 Inflation Bear 2022

Annual Returns · 1985–2025

JEDI algorithm vs Nasdaq-100 index. Pre-2010 uses synthetic 3× daily-rebalanced ETF model.

Alpha measures annual outperformance of JEDI versus the Nasdaq-100.

Download Annual Returns (CSV)
Year JEDI Return NDX Return Alpha (JEDI − NDX) Data Source
2025+107.2%+20.4%+86.8 pp📈 Real TQQQ
2024+129.6%+27.0%+102.6 pp📈 Real TQQQ
2023+100.2%+54.9%+45.3 pp📈 Real TQQQ
2022−11.1%−33.7%+22.6 pp📈 Real TQQQ
2021+82.2%+28.6%+53.6 pp📈 Real TQQQ
2020+267.2%+45.3%+221.9 pp📈 Real TQQQ
2019+130.7%+37.3%+93.4 pp📈 Real TQQQ
2018+38.2%−2.8%+41.0 pp📈 Real TQQQ
2017+110.8%+30.2%+80.6 pp📈 Real TQQQ
2016+6.7%+8.1%−1.4 pp📈 Real TQQQ
2015−0.9%+8.6%−9.5 pp📈 Real TQQQ
2014+145.1%+18.9%+126.2 pp📈 Real TQQQ
2013+131.6%+30.8%+100.8 pp📈 Real TQQQ
2012+78.7%+14.6%+64.1 pp📈 Real TQQQ
2011−2.1%+1.0%−3.1 pp📈 Real TQQQ
2010+152.8%+17.6%+135.2 pp📈 Real TQQQ
🔬 Pre-2010 Results — Modeled Using Synthetic 3× Nasdaq-100 ETF Data (TQQQ/SQQQ launched in 2010)
2009+64.0%+47.2%+16.8 pp🔬 Synthetic 3×
2008+1.3%−40.9%+42.2 pp🔬 Synthetic 3×
2007+58.0%+18.5%+39.5 pp🔬 Synthetic 3×
2006−0.6%+4.6%−5.2 pp🔬 Synthetic 3×
2005+35.5%+2.6%+32.9 pp🔬 Synthetic 3×
2004+61.5%+10.8%+50.7 pp🔬 Synthetic 3×
2003+63.0%+42.8%+20.2 pp🔬 Synthetic 3×
2002+24.2%−38.9%+63.1 pp🔬 Synthetic 3×
2001+20.1%−25.9%+46.0 pp🔬 Synthetic 3×
2000+36.8%−38.2%+75.0 pp🔬 Synthetic 3×
1999+56.5%+99.9%−43.4 pp🔬 Synthetic 3×
1998+246.3%+82.1%+164.2 pp🔬 Synthetic 3×
1997+86.3%+21.5%+64.8 pp🔬 Synthetic 3×
1996+86.4%+40.2%+46.2 pp🔬 Synthetic 3×
1995+164.5%+44.8%+119.7 pp🔬 Synthetic 3×
1994+15.1%+2.2%+12.9 pp🔬 Synthetic 3×
1993−9.3%+11.8%−21.1 pp🔬 Synthetic 3×
1992+21.7%+8.0%+13.7 pp🔬 Synthetic 3×
1991+136.5%+65.6%+70.9 pp🔬 Synthetic 3×
1990+32.1%−11.9%+44.0 pp🔬 Synthetic 3×
1989+112.8%+28.2%+84.6 pp🔬 Synthetic 3×
1988−5.3%+9.6%−14.9 pp🔬 Synthetic 3×
1987+37.7%+9.4%+28.3 pp🔬 Synthetic 3×
1986+4.7%+7.7%−3.0 pp🔬 Synthetic 3×
1985+0.0%+18.0%−18.0 pp🔬 Synthetic 3× · Warmup
Methodology Note

1985–2010 uses synthetic TQQQ/SQQQ data modeled as a 3× daily-rebalanced leveraged exposure to the Nasdaq-100 index, including ETF expense ratios and daily compounding effects.

2010–2025 uses actual historical TQQQ/SQQQ prices.

Backtests assume 0.05% slippage per trade and commission-free execution (Alpaca).

Backtests are generated using the same signal engine that produces live algorithm signals.

All performance figures are derived from backtested simulations and do not represent actual trading results. Backtests are based on historical data and assumptions that may not reflect real market conditions. Past performance does not guarantee future results.

What Would $10K Have Become?

Based on 41 years of backtested data (1985–2025). Adapts across bull, bear, and crisis markets.

Explore different market cycles:

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