I took a look at that frustrating loss from last week today. After reviewing, it’s not that I was wrong about the direction; it’s that I was reckless: seeing the depth in the pool looked okay, so I went all in, and as a result, slippage directly pushed my cost basis up. When I tried to recover later, I chased the price down, and kept going faster and faster… Basically, I mistook “can execute” for “can execute at the price I want.”

I used to focus more on candlestick charts, but now I pay more attention to order matching, pool depth, and how much of my position I hold relative to it. If it’s too thin, I split my orders into several parts—preferably slower, but avoiding hard hits at a single price point. The same applies to order pacing: leave some buffer, place part of the order, wait for it to fill back, then add more—don’t go all-in emotionally.

Recently, everyone’s been talking about testnet incentives, point expectations, and whether the mainnet will issue tokens… I also get tempted, but this kind of liquidity often comes and goes quickly, and it’s easiest to fall into slippage black holes. Anyway, my current rule is: split orders when possible, avoid chasing when I can, and prioritize my risk management.