Just reviewed last night's failed trade, even though I thought I was being very cautious, I still got caught by slippage and depth issues. The pool looked like it had volume, and in my rush, I split the orders too carelessly, pushing the first order off the price, and the following ones kept chasing the execution. By the time I realized it, the fees were almost more than the "profit." Later, I thought it was pretty funny; it was really just about not controlling the order placement rhythm: wanting to eat quickly, but ending up losing out.

By the way, I also verified something: don't be too superstitious about on-chain data tool tags. Recently, someone was complaining about lag and being misled, and the "smart money" label I see isn't necessarily really smart... Anyway, my current approach is pretty rough: first, see if the depth can handle my volume, set slippage tighter, and prefer fewer executions rather than getting pushed out by my own throttle. That's it for now.