u/Bright-Sea-7640

Disclaimer: I'm a retail.

I've been running a low freq market neutral crypto stat arb portfolio trading a basket of assets.

Since March, performance has deteriorated, and from April, it's basically been consistently losing money. I'm seeing drawdowns I haven't seen before.

As a retail, honestly have no clue whether it's just me (and hence need to shut down/rework the alpha) or whether the regime's been a bit iffy recently.

Curious how others running low frequency stat arb stuff in crypto are doing....