Minimizing costs for cross sectional strategies

I run two highly uncorrelated cross sectional crypto strategies at the moment. without fees they achieve 2.5-2.9 sharpe. After taker fees and slippage, sharpes become ~1. Trading on hyperliquid.

what methods are there to reduce fees?

Right now I'm trying a few approaches:

- Hold positions if the signal is consecutive, only rebalancing if the signal flips. Tradeoff is that it loses a bit of performance since its designed to resize the position every bar, but the cost savings make up for it.

- Maker orders.

- Instead of going long the top 6 assets and short the bottom 6 assets, go long the top 3 and short bottom 3. This didnt really improve sharpe after fees

Are there any other ways to minimize costs that I'm not aware of?

Any input greatly appreciated