I left my job to start up my own business as a sole trader. It's a professional service, and it is going to take me quite a while to build up a client base and start making money, I have enough money to last me about 4-5 months if I didn't get one client.
Does anyone know if I would be entitled to anything at all from anywhere while I'm not making any money - I'm guessing not.
The means test has nothing to do with it (and it's not true that if you have cash you will not get anything; the first 20k of savings is disregarded).
In principle, you will not be able to claim JA as you are not available for/looking for work due to being self-employed. However, there are circumstances where self-employed peopel, who are not fully employed or earning over the means limit, can claim JA to make up difference. I woyld suggest a chat with the Sw people in your local office to see if you have any options in your circumstances.