Just-in-time adaptive interventions (JITAIs) are designed to provide support when individuals are receptive and can respond beneficially to the prompt. The notion of a just-in-time (JIT) state is critical for JITAIs. To date, JIT states have been formulated either in a largely data-driven way or based on theory alone. There is a need for an approach that enables rigorous theory testing and optimization of the JIT state concept. The purpose of this system ID experiment was to investigate JIT states empirically and enable the empirical optimization of a JITAI intended to increase physical activity (steps/d). We recruited physically inactive English-speaking adults aged ≥25 years who owned smartphones. Participants wore a Fitbit Versa 3 and used the study app for 270 days. The JustWalk JITAI project uses system ID methods to study JIT states. Specifically, provision of support systematically varied across different theoretically plausible operationalizations of JIT states to enable a more rigorous and systematic study of the concept. We experimentally varied 2 intervention components: notifications delivered up to 4 times per day designed to increase a person's steps within the next 3 hours and suggested daily step goals. Notifications to walk were experimentally provided across varied operationalizations of JIT states accounting for need (ie, whether daily step goals were previously met or not), opportunity (ie, whether the next 3 h were a time window during which a person had previously walked), and receptivity (ie, a person previously walked after receiving notifications). Suggested daily step goals varied systematically within a range related to a person's baseline level of steps per day (eg, 4000) until they met clinically meaningful targets (eg, averaging 8000 steps/d as the lower threshold across a cycle). A series of system ID estimation approaches will be used to analyze the data and obtain control-oriented dynamical models to study JIT states. The estimated models from all approaches will be contrasted, with the ultimate goal of guiding rigorous, replicable, empirical formulation and study of JIT states to inform a future JITAI. As is common in system ID, we conducted a series of simulation studies to formulate the experiment. The results of our simulation studies illustrated the plausibility of this approach for generating informative and unique data for studying JIT states. The study began enrolling participants in June 2022, with a final enrollment of 48 participants. Data collection concluded in April 2023. Upon completion of the analyses, the results of this study are expected to be submitted for publication in the fourth quarter of 2023. This study will be the first empirical investigation of JIT states that uses system ID methods to inform the optimization of a scalable JITAI for physical activity. ClinicalTrials.gov NCT05273437; https://clinicaltrials.gov/ct2/show/NCT05273437. DERR1-10.2196/52161.