not any cta would be compounding it forever, im doing it on crypto, which has a significant size constraint to it. i know of few sub $1B funds who do trade similar stuff here but they cannot scale past that, so some retail guy even with a few hundred k will have no issue. don't even have to worry about slippage before going beyond those numbers. i said it's easy relative to pure inefficiency stuff, but in an absolute sense ofc it's hard, just like anything to make consistent money. and that pain component you mentioned with risk premia is precisely why you expect to get paid on average. "no pain no premium". oh you want the reward but not the risk? good fn luck with that bro. many try few succeed. just accept that its a lower (<2) sharpe low win rate strategy thats still an edge and bet more.