A rules-based long/short strategy designed to monetize volatility shocks rather than rely on sustained market direction.
• Live brokerage performance
• Liquid Nasdaq-100 instruments
• SMA structure with client custody
Strategy currently deployed through separately managed accounts
Systematic Volatility Strategy Capturing Market Dislocations in the Nasdaq-100
Structural Volatility in Modern Equity Markets
Modern equity markets are increasingly driven by systematic positioning, derivatives flows, and liquidity cascades, creating recurring volatility dislocations that are not tied to fundamental valuation.
Events such as macro shocks, forced de-risking, and rapid positioning shifts frequently produce short-term price dislocations within highly liquid instruments such as the Nasdaq-100.
These environments create opportunities for systematic strategies designed to identify and monetize volatility shocks rather than rely on sustained directional market trends.
Systematic Strategy Framework
Systematic volatility strategies require a disciplined framework to identify dislocations, deploy positions, and manage risk.
The JPAG strategy applies a structured process designed to capture short-term volatility shocks and liquidity-driven price dislocations in highly liquid Nasdaq-100 instruments.
This process focuses on three core components:
Signal identification
Systematic positioning
Risk management
Strategy Characteristics
The JPAG systematic volatility strategy is designed around a set of structural principles that prioritize liquidity, transparency, and disciplined execution.
The strategy focuses on highly liquid Nasdaq-100 index futures, allowing positions to be established and adjusted efficiently during periods of elevated market volatility.
Client capital is deployed through separately managed accounts, ensuring investors retain custody and full visibility into their brokerage accounts while the strategy is executed through a rules-based trading framework.
Risk Management Framework
Capital Preservation Through Disciplined Risk Control
Volatility is not avoided — it is intentionally engaged when conditions present asymmetric opportunity.
The JPAG strategy is designed to deploy capital with conviction during periods of market dislocation while maintaining strict discipline around risk exposure.
Position sizing, dynamic exposure adjustments, and continuous monitoring ensure that volatility is approached selectively and strategically, rather than indiscriminately.
This framework allows the strategy to pursue meaningful upside during volatility events while avoiding sustained losses that could impair long-term capital compounding.
The objective is simple: participate when opportunity is asymmetric, step aside when conditions are unclear.
Verified Performance & Data Transparency
Verified Brokerage Performance
At JPAG Risk Capital, performance transparency is fundamental to our investment approach.
All reported results originate directly from live brokerage accounts and reflect actual trading activity rather than hypothetical or simulated performance.
Strategy performance is monitored using institutional risk metrics and reviewed across multiple market environments to evaluate consistency and asymmetric return characteristics.
Detailed performance records are shared with qualified investors in private discussions, allowing full visibility into trade history, risk metrics, and capital evolution.
Our objective is straightforward:
deliver disciplined returns, maintain transparency, and compound capital through cycles of volatility.
Past performance is not indicative of future results
Qualified Investor Inquiries
Investor Access
JPAG Risk Capital works with a limited number of aligned investors seeking exposure to systematic volatility strategies.
If the framework outlined on this site aligns with your objectives and you meet the SEC’s Qualified Client criteria, we invite you to initiate a conversation.
Introductory discussions provide an opportunity to review the strategy, discuss risk characteristics, and explore potential alignment.
Due to capacity considerations, investor relationships are established selectively.
Qualified investors may schedule an introductory call using the calendar below.
All discussions are confidential.
Investor inquiries are reviewed selectively to ensure alignment and capacity availability.