I used to be quite stubborn, always saying "I only look at on-chain data," thinking that data wouldn't lie.

Later, after monitoring MEV/ordering for a while, I realized that on-chain isn't purely a record; it's more like a "post-event replay":
The trades you see, slippage, liquidations—sometimes they're just people jumping the queue, and sometimes you don't even know who you're racing against.

To put it plainly, the two groups most affected are:
First, retail traders who manually click trades, thinking that pressing the button guarantees execution;
Second, those doing tasks to farm airdrops—when the points system gets crowded, everyone interacts frequently with small amounts, making it easier to be front-run or swept, losing small amounts but feeling pretty annoyed.
Task platforms also act like anti-witchcraft measures, making it feel like clocking in at work, and in the end, you still have to pay a kind of "invisible tax" (MEV)... it's a bit frustrating.

I'm also adjusting my previous statement of "only look at on-chain":
Now I first consider how the chain or pool's ordering rules work, avoid pushing hard without a public pool if possible, minimize operations when I can, and keep assets in cold wallets—take it slow if needed.
Safety first, and fairness... at least don't treat it as the default setting.