Last night, I was educated by myself again. I originally wanted to make a quick short trade during a small fluctuation, but as soon as I entered the market, I found that the slippage was larger than expected, and the depth wasn't as thick as I thought. I panicked and chased the trades in two attempts, causing the average price to be driven higher... Basically, I didn't leave myself a "buffer zone," and my order placement rhythm got messy, making things worse the more I tried to compensate.

Reflecting on it: small pools shouldn't be aggressively matched with market orders; it's better to split the orders and wait a bit, or simply switch to a deeper order book. Earning a little less is better than having slippage eat up your profits.
Recently, everyone compares RWA, US Treasury yields, and on-chain yield products. Seeing this reminds me even more: no matter how attractive the returns look, liquidity and exit costs are the key. When you really want to exit, you'll see who’s just on paper gains.
Now, I’m willing to take one more step: before placing each order, spend half a minute checking the order book and recent trades. When necessary, pay a bit more in fees for a safer route. It’s more trouble, but it helps me survive.