He may not be completely comfortable yet.
Other option is you overfed or he's constipated. Mine still sits on the bottom if he eats way too much sometimes (I don't feed him heavily but he goes to bottom and steals from other fish). Actually feeding more than just a few pieces of krill will make him constipated (at least I assume that's what it is), so we don't give him more than a piece every once in awhile, but cocktail shrimp doesn't do this to him.
Also, baby arows just seem to take rests sometimes, and will also sleep at the bottom, but if he's just sitting at the bottom all the time and doesn't swim at the top much that's not good.