Everything Igor's trading bots did in 2026, why each one was stopped, and what the numbers actually were. No real money was ever traded. Every figure below is tagged with the kind of evidence it came from, because the three kinds disagree by orders of magnitude.
Everything after the dashed line is drift on two leftover positions, not bot trading: 100 NVDA assigned to the Option bot on 06/26 and 10 QQQ left open by Sniper.
Each fill on the shared Alpaca account is matched FIFO to the bot that opened the lot, so a position one bot opened and another closed is credited to the opener. The sum reconciles to the broker within $1.89.
| Bot | Active | Fills | Realized | Unrealized | Total | On ledger |
|---|---|---|---|---|---|---|
| VolnaOptionoptions, Alpaca from 04/23 | 04/23–06/26 | 196 | −891.00 | +2,886.50 | +1,995.50 | +2.00% |
| VolnaSniperintraday, 289 round trips | 03/27–05/22 | 1,458 | +292.95 | +393.98 | +686.93 | +0.69% |
| VolnaTodayone trade: SMH 25 sh | 04/10–04/20 | 2 | +625.02 | 0.00 | +625.02 | +0.63% |
| VolnaNeutral4 pair trades | 04/06–04/20 | 66 | +589.35 | 0.00 | +589.35 | +0.59% |
| Passive sleeveMTUM + JEPI, Path X | 04/29–04/30 | 3 | +90.37 | 0.00 | +90.37 | +0.09% |
| Manual cleanup + fees26 cleanup fills, 270 TAF fees | 03/27–04/30 | 26 | −19.73 | 0.00 | −19.73 | −0.02% |
| Alpaca account | 03/23– | 1,751 | +1,686.96 | +3,280.48 | +3,967.44 | +3.97% |
| BlackIcecrypto, own $11,000 ledger | 03/22–04/29 | 70 | −404.65 | 0.00 | −404.65 | −3.68% |
| BlackIce funding-arbBinance + Hyperliquid paper | 04/29–05/26 | 2 | −0.31 | +0.30 | −0.01 | 0.00% |
| VolnaArb · VolnaCarrydry-run scaffolds | never | 0 | 0.00 | 0.00 | 0.00 | — |
Broker-verified, per opening bot. The account had no activity before 03/23, so year-to-date equals since inception.
| Bot | Mar | Apr | May | Jun | Jul–Sep | Total realized |
|---|---|---|---|---|---|---|
| VolnaSniper | −116.92 | +207.74 | +202.13 | — | — | +292.95 |
| VolnaNeutral | — | +589.35 | — | — | — | +589.35 |
| VolnaToday | — | +625.02 | — | — | — | +625.02 |
| VolnaOption | — | −330.00 | −983.00 | +422.00 | — | −891.00 |
| Passive sleeve | — | +90.37 | — | — | — | +90.37 |
| BlackIce (own ledger) | −388.83 | −15.82 | — | — | — | −404.65 |
The bar was set on day one and never met. Each step below narrowed the fleet until nothing was left running.
For each: what it does, the phases it went through, every number that was reported for it, and the decision that stopped it.
Intraday momentum bot for US large caps. Four setups: opening-range breakout (ORB), VWAP pullback continuation, VWAP reclaim and EMA9 re-entry. Scales out half at 1R, trails the rest, flat by 3:55 PM ET. Universe SPY, QQQ, NVDA, TSLA, AMD, AAPL, later AMZN and GOOGL. Risk 0.25% per trade, max 3 positions, 10 trades a day, 1.5% daily loss halt, 5 consecutive losses halt. Data from Polygon 1-minute bars, execution on Alpaca paper.
| Tier | Metric | Value | Date |
|---|---|---|---|
| Paper | Broker-verified, 03/27–05/22, 289 round trips | +$292.95 realized, +$686.93 with QQQ | 09/25 |
| Paper | Bot's own trade log, 289 trades, 54.3% win, profit factor 1.04 | +$206.25 | 05/26 |
| Paper | By setup: VWAP pullback 119 trades / ORB 53 / EMA9 26 / VWAP reclaim 4 / untagged 87 | +$90.67 / −$199.05 / +$25.78 / +$25.37 / +$263.48 | 05/26 |
| Paper | Golden week 04/14–04/18, 28 trades, 57.1% win | +$264.50 | 04/25 |
| Backtest | Same week after the lunch-gate fix, 26 trades, 42.3% win | −$87.72 | 04/25 |
| Backtest | 3-month walk-forward, 13 windows, 346 trades, 1 of 13 weeks profitable | −$1,581.46 | 04/25 |
| Backtest | Stress: 2022 bear 651 trades / sideways Apr-2024 167 / Aug-2024 VIX 61 | −$5,460 / +$347 / −$773 | 04/25 |
| Backtest | ORB only, TP 2.0R: in-sample vs out-of-sample Q4-2025 | +$1,692 / −$1,989 | 04/26 |
| Backtest | Multi-period, 1,277 trades over 1.59 years: 2025 +1.28%, 2026 YTD +2.35% | CAGR 1.91% | 04/29 |
| Backtest | Gap Reversal, the proposed repurpose: 117 trades, 31.6% win, Sharpe −3.57 | −$6,681 | 04/28 |
No out-of-sample edge. Every in-sample win evaporated on fresh data; the one profitable regime was a bear market. The 04/28 data sprint killed it, the 04/30 cleanup gave it four more weeks, and the 05/26 hold ended those weeks with the whole fleet at +0.40%.
"Verdict: No edge under current config. All 4 strategies underperform OOS."Master summary, 04/28/2026
"Мой вывод: нет, структурно. Не код плохой — а класс стратегий мёртв для retail в 2026."Sniper pivot pitch, 04/28/2026
"Sniper is regime-dependent — barely positive in calm, profitable in stress. Sharpe ~0 in calm. Real money case is weak."Per-bot ROI review, 04/29/2026
To resume: explain why 2026 outperformed 2025 (were the R1–R5 fixes the reason?), tune the low-volatility and too-late filters, and run it only with a small allocation that scales up in a bear regime. The code and the 05/26 state are preserved on the production box.
Options income bot. Sells iron condors and straddles/strangles on liquid ETFs and mega caps when IV rank is high, with vertical spreads, butterflies, covered calls and the wheel as secondary sleeves. Watchlist SPY, QQQ, IWM, AAPL, MSFT, GOOGL, AMZN, TSLA, NVDA, META, AMD, GLD, TLT, later SLV, USO, UNG, DBA. $100,000 notional, max 15 positions, 50% margin cap, 10% drawdown kill switch. Chains from Tradier and Yahoo; an internal Black-Scholes simulator until 04/21, Alpaca multi-leg paper orders after.
| Tier | Metric | Value | Date |
|---|---|---|---|
| Paper | Broker-verified option trading, 04/23–06/26, 196 fills | −$891.00 | 09/25 |
| Paper | Assigned NVDA 100 sh at $195, marked $223.865 | +$2,886.50 unrealized | 09/25 |
| Paper | Bot's narrower tracker: 30 trades (24 IC, 5 straddle, 1 wheel), 7 wins | +$798.90 | 05/26 |
| Simulator | Bot's position ledger, 89 closed positions, contradicted by its own equity-sync log | +$19,632.70 | 05/26 |
| Simulator | "Paper: +$12.8K / 17 days" claim (3–5 GLD trades, simulator period) | +$12,800 | 04/18 |
| Simulator | Internal account on the .92 copy at shutdown | −$2,365.80 | 04/25 |
| Simulator | Peak / trough / worst day P&L, 03/25–03/27 | $284,425.55 / −$892,216.40 / −$1,181,915 | 03/26 |
| Simulator | Emergency closes 03/25–03/27, 1,347 events on 4 butterflies | −$1,947,008.00 | 03/27 |
| Simulator | Day P&L reading with capital pinned at $100,000 | −$2,395,645 | 03/30 |
| Backtest | A3 multi-ETF iron condor, 8 years, 206 trades, 62.1% win, max DD −10.6% | CAGR −0.27% · Sharpe −0.15 | 04/28 |
| Backtest | A1 long-vol calendar, 60 trades, Sharpe 0.75 | CAGR 0.98% | 04/28 |
| Backtest | Butterfly sleeve | 399 trades, 1 win | 04/28 |
The strategy class has no return at this size. Defined-risk premium selling on liquid ETFs backtests flat over eight years, and the live paper run matched: five kill-switch days in a row, then a ledger that could not stay within $10,000 of the broker. The 04/30 kill was partly triggered by a bug, so it was reversed, but nothing that followed changed the verdict, and the 05/26 hold made it final.
"🛑 Option bot = KILL (not revise): 8-year backtest: −0.27% CAGR, Sharpe −0.15 / Live paper: kill-switch trip 5+ days running (23, 24, 28, 29, 30 April) / Pattern: emergency closes at '184% of max profit' suggests sizing/calc bug on naked legs / Future: don't revive until strategy redesigned from scratch."Master summary, 04/30/2026, executed on Igor's instruction "do whatever will help us to get the right decision"
"Verdict: KILLED. Defined-risk vol-selling on liquid ETFs does not deliver target returns."A3 backtest, 04/28/2026. The advisor had pitched 12–17%.
"Option bot's live paper performance (5 days hitting kill-switch) is consistent with backtest forecast (−0.27% CAGR) — strategy is genuinely broken in calm regime, not just bad luck."04/30/2026
To resume: only with a strategy redesigned from scratch. The multi-leg order path, risk checks and broker sync are built and can be reused; the alpha is not there. Separate paper accounts per bot were proposed and rejected by Igor: production will be one Level 3 account, and paper must mirror it.
Market-neutral statistical arbitrage. Trades the spread between cointegrated pairs on z-score: enter at ±2.25, exit at 0.2, stop at 3.5, half-life and volume filters, three-day earnings blackout. Universe of eight mega-cap pairs (NVDA/AMD, V/MA, HD/LOW, XOM/CVX, GOOGL/META, JPM/BAC, COST/WMT, MSFT/AAPL); the pairs that actually traded were QQQ/XLK, KO/PEP and GDX/GDXJ. Risk 0.40% per trade, max 4 pairs, 40% gross. Polygon hourly bars, Alpaca paper, health server on :3002.
| Tier | Metric | Value | Date |
|---|---|---|---|
| Paper | Broker-verified, 04/06–04/20, 66 fills | +$589.35 | 09/25 |
| Paper | Bot's own log: QQQ/XLK +$108.23 and +$264.56, KO/PEP +$53.86, GDX/GDXJ +$0.43, partials +$146.23 | +$573.31 | 04/17 |
| Backtest | No backtest results were recorded in the project history | — | — |
Not for losing. It was frozen on 04/18 as part of narrowing the fleet to the two bots with a live-trading plan. Four trades in two weeks is too few to judge, and the exit bug on 04/07 showed the execution layer still needed work. Nobody came back to it before the 05/26 hold.
"Decision: focus on 2 bots. VolnaToday, VolnaNeutral, BlackIce frozen (systemd disabled)."Portfolio decision, 04/18/2026
"Out of focus portfolio. Code preserved for reference. Not running."Master summary, 04/18/2026
To resume: fix the duplicate order-id exit path, add a backtest (none exists), and run it long enough to get 50+ pair trades. Code and state are on contabo; the static dashboard still loads but its API is dead.
Daily momentum breakout on sector ETFs: SPY, QQQ, IWM, XLK, XLF, XLE, XLI, XBI, SMH. Buys Donchian-channel breakouts confirmed by ADX above 25 and volume 1.5x its 20-day average, scanning at 10:15 AM and 3:50 PM ET, holds one to five days with a 1.5x ATR stop and 2.5x ATR target. Risk 0.5% per trade, max 5 positions, 10% drawdown halt, VIX pause above 35. Polygon daily bars, Alpaca paper, health on :3003.
| Tier | Metric | Value | Date |
|---|---|---|---|
| Paper | Broker-verified, one trade, SMH 25 sh | +$625.02 | 09/25 |
| Paper | Bot's own ledger (position was still open when it stopped) | $0.00 | 04/18 |
| Backtest | Pre-launch backtest after six review rounds | Sharpe 1.07 | 03/2026 |
Same 04/18 decision as VolnaNeutral: out of focus. One trade in three weeks means the strategy was never really tested; the +$625.02 is a single lucky semiconductor breakout, not evidence.
"Decision: focus on 2 bots. VolnaToday, VolnaNeutral, BlackIce frozen (systemd disabled)."Portfolio decision, 04/18/2026
To resume: it needs months, not weeks, to produce a sample; a daily breakout system on nine ETFs fires a few times a month. Code and state preserved on contabo.
Crypto agent in two lives. Life one: a seven-layer signal pipeline (DCA, momentum, mean reversion, scalping, grid, portfolio rebalancing, ML scoring) on hourly candles for BTC, ETH, XRP, SOL, ADA, DOGE, AVAX, PEPE, priced from Coinbase, paper ledger of $11,000. Life two, from 04/28: delta-neutral funding-rate arbitrage, long spot and short perpetual, collecting funding when the annualized rate clears a threshold, with a Binance engine (via a SOCKS tunnel to an EU proxy) and a Hyperliquid engine built beside it.
| Tier | Metric | Value | Date |
|---|---|---|---|
| Paper | Signals phase, 70 trades 03/22–04/29, 22 wins (31.4%), profit factor 0.36 | −$404.65 | 04/29 |
| Paper | By strategy: rebalance 18 / momentum 10 / DCA 36 / mean reversion 3 / scalping 3 | −$282.81 / −$81.24 / −$23.37 / −$12.41 / −$4.84 | 04/29 |
| Paper | By coin: ETH / XRP / SOL / BTC / DOGE / PEPE / AVAX | −$126.54 / −$107.63 / −$93.19 / −$39.77 / −$34.16 / −$3.75 / +$0.39 | 04/29 |
| Paper | Snapshot at nine days: about $9,900, 7 wins / 26 losses | −10% | 03/30 |
| Paper | Funding-arb Binance: 1 manual test pair; 0 automatic entries in 4 weeks (APR below threshold) | −$0.31 | 05/26 |
| Paper | Funding-arb Hyperliquid: 1 LINK pair, funding +$0.38, price −$0.08 | +$0.30 | 05/26 |
| Backtest | Signals v1.0 → v1.5, 90 days to 03/24/2026 (BTC −30%) | −17.6% → −0.7% · PF 0.62 → 0.81 | 03/24 |
| Backtest | Funding-arb A2 v2, 2019–2026, 98 pairs, 89.8% win, max DD −0.99%; calm 2024–26 regime 30.94%; bear 2022 zero trades; 51 liquidations at a 30% buffer | CAGR 30.94% calm | 04/28 |
| Backtest | Same strategy vs QQQ over 6.63 years: 2022 +0.9%, 2025 +0.8%, 2026 YTD 0.0% | CAGR 12.68% | 04/28 |
| Backtest | Config B sweep, calm regime, max 8 pairs (the shipped config) | 21.5% · Sharpe 1.27 | 04/29 |
| Backtest | Hyperliquid replay, only 2024-05 → 2026-04 of data | 44.2% · Sharpe 0.77 | 04/29 |
| Backtest | Cross-venue spread arbitrage, 658 trades, 9.7% win | CAGR −54.7% | 04/29 |
| Backtest | Forward expectation for funding-arb after degradation | 8–10% a year, below the 12% bar | 04/28 |
Life one had no edge and lost on every strategy but one coin. Life two was the fleet's best backtest, but its forward expectation sat under the 12% bar, the primary venue is illegal for a US person, the alternative venue had two years of history, and in four weeks of paper the market never offered a single automatic entry. The 05/26 hold caught it still waiting.
"Root Cause: No Edge. The bot has no statistical edge. Technical indicators (RSI, MACD, Bollinger Bands) on 1-hour candles are lagging — by the time they trigger, the move is priced in. The 7-layer pipeline adds complexity but doesn't add alpha. The ML model was trained on 33 trades — statistically meaningless."BlackIce improvement plan, 03/30/2026
"Don't re-enable today. Reasons: 1. Funding-arb is the bot needed… 2. BlackIce main has 6 strategies + 9 filters + ML scoring — surface area for bugs is huge 3. We haven't run it in 10 days; market regime shifted… 4. Reconcile pass not yet written 5. Mid-day deploy violates non-negotiable #8."Re-enable plan, 04/29/2026
"Forward, expect 8–10% live (post-degradation), which is below the 12% bar. So FA-only does NOT meet the goal forward-looking… funding-arb makes sense as a diversifier sleeve (10–30% of portfolio), not a replacement for QQQ."QQQ vs funding-arb study, 04/28/2026
"If both <10% → strategy itself doesn't clear bar, abandon, all capital to QQQ/Multi."Four-week decision tree for Binance vs Hyperliquid, 04/29/2026. The four weeks ended in the 05/26 hold with zero entries on either venue.
To resume the signals bot: a reconcile pass, atomic close paths and seven smoke tests were specified and never built. To take funding-arb live: a US tax attorney first, 100+ live trades before any phase two, Hyperliquid only. The Telegram bot token still needs rotating.
Two crypto dry-run skeletons from one afternoon. VolnaArb watches Uniswap v3 on Arbitrum against Bybit spot for ETH and ARB gaps above 15 bps with capital pre-staked on both venues ($6,000 notional). VolnaCarry pairs perpetuals across Bybit and OKX to harvest the funding spread on BTC and ETH ($10,000 notional, 8% APR to open, 5% to close). LIVE=true is hard-blocked in both; no wallet or exchange clients were ever wired.
They never started. Both were registered as disabled the day they were written, and the funding-rate idea reappeared three weeks later as the BlackIce funding-arb engines with a real backtest behind it. Zero opportunities logged, zero trades.
Strategies from the 04/28 data sprint and the advisor rounds that never became a bot.
Monthly 12-1 momentum on US large caps. Backtest 1996–2026: Sharpe 1.05 net, CAGR 18.7%, max DD −44.1%, but survivorship-corrected to Sharpe 0.4–0.6 and 10–13% CAGR, about 1–2% a year over SPY since 2010. All three advisors: doesn't beat the MTUM ETF after slippage, taxes and dev cost. Verdict "Y v3 NOT BUILT"; $24,865 of MTUM and JEPI bought instead on 04/28 and sold in the 04/30 cleanup for +$90.37.
Proposed Sniper repurpose. 117 trades, 31.6% win, −$6,681, Sharpe −3.57 annualized, max DD −$6,863. "DO NOT ITERATE: further parameter tuning would be in-sample fitting, exactly the trap that killed ORB."
Post-earnings IV decay: v1 naked puts 102 trades, 82.4% win, −$3,402; every variant negative. Post-earnings drift: +$92,497 in-sample, −$6,474 over 208 trades out of sample. "Edge real, instrument unworkable."
Claude's pick in advisor Round 5. 60 trades, Sharpe 0.75, CAGR 0.98%. Killed under the 8% line.
Pieces of the same effort that never traded through a broker, plus the one thing in this family that is still live.
Single-file SPA v1.3.8: $100k paper engine with SMA, RSI, MACD, Bollinger and VWAP strategies on simulated prices, 25 market-intelligence benchmarks. Last commit 03/23/2026; its EC2 host went with the AWS account and volna.meridiam.co now hosts this page instead.
TypeScript paper-trading scaffold from 07/03/2026: Alpaca adapter, risk kernel, SMA-crossover strategy, backtester and journal with unit tests. Two commits, never deployed, no fills.
The only routine Telegram sender for the fleet. Read bot health and P&L from the Meridiam API and decided what was worth interrupting Igor for. Its last hourly snapshot, 11:00 AM ET on 05/26: Sniper $101,444.82, Option $100,543.72.
Momentum screener and daily digest at impuls.meridiam.co. Deliberately places no orders; since 08/17 it hosts a per-user paper portfolio for humans. Not a bot, so it has no line in the ledger.
vs- Sniper, vo-/vc- Option, volnaneutral-, volnatoday-, passive-). Fills were replayed FIFO per symbol; a closing fill credits the bot that opened the lot, whoever sent the close. Sum of parts $3,967.44 vs broker $3,969.33.