I've been doing storage statistical arbitrage all week. Honestly, made a little profit. The drawdown is very low. If you're interested, you can look into it. The idea is based on mathematical induction—analyzing how the exchange rates between storage tokens have fluctuated over the past two months, when, and why. Once you figure that out, you can layer on position management. The reason I’m not going into too much detail is that there’s just too much to explain, and even if I did, you probably wouldn’t learn it. You’ll need to spend a few days researching it yourself to really get it right. Another important point is to be more patient with weaker tokens. How do you interpret this? For example, if $MU is a long-term strong token, you can go long on $MU and short on others when it pulls back more than 10%, then close the position when it returns to the midline. For something like $SKHYNIX, which is a long-term weak token, you’ll need to wait for it to deviate further from the midline before hedging. And keep the position smaller.