I’m getting calmer and calmer about the whole “MEV front-running” thing. Put simply, it’s not about who’s smarter—it’s about that tiny, pitiful certainty that ordinary people have: you think you’ve clicked a button and the trade will execute, but then you get sandwiched, slippage gets worse, and the liquidity on the other side of the cross-chain could even be drained. In the end, the one who always takes the blame is someone like me—the kind of manual trader who’s always a step behind.

Recently, everyone has been interpreting ETF fund flows, U.S. stock risk appetite, and the ups and downs in the crypto market as if they’re tied together. But the more I read into it, the less I get worked up… No matter how hot the macro narrative is, once the on-chain ordering gets messy, the experience is still going to collapse.

My habit of staying calm is kind of old-fashioned: before placing an order, I first check the actual fills and failure rate of a few recent trades of the same type in the mempool or a block explorer. I set slippage a bit smaller—if it doesn’t work, I cancel and wait for the next bus. The same goes for bridges: test with a small amount first, and only add more after confirming the other pool hasn’t been drained. If it takes longer, then so be it—at least I won’t get front-run so badly that my mindset explodes.