Let $A_1,A_2,\ldots$ be an infinite collection of infinite sets of integers, say $A_i=\{a_{i1}<a_{i2}<\cdots\}$. Does there exist some $f:\mathbb{N}\to\{-1,1\}$ such that $$\max_{m, 1\leq i\leq d} \left\lvert \sum_{1\leq j\leq m} f(a_{ij})\right\rvert \ll_d 1$$ for all $d\geq 1$?