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Get your taxes done using TurboTax
You seem to have a good handle on the different states that you're working with and you are on the right track with the states you've looked at so far.
As a non-resident Arkansas, Delaware, Kansas, Michigan and Nebraska require you to file a return if you have any income in the state at all. Most states only require non-residents to file if their income in the states meet a filing threshold.
I don't know whether you're wasting your time filing for the losses in those states. If you have income later that is significant enough you'll be glad you did but if you don't ever have income that justifies paying the filing fees for those states? I don't know.
Losses in a state are weird and there are different treatments in most states. The multi-state tax commission has a white paper specifically for those invested in PTPs. Here is a link to it. It's a lot of reading but you strike me as the person who will be comfortable with the research.
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