Just took a sweep across the on-chain liquidation lines for lending and found that some protocols are like a puzzle missing a piece—everything is modularly composed, but the design logic behind the liquidation thresholds varies a lot. When you’re three steps away from the red line, I’m not really looking at the specific parameters; I’m looking at the “signals.” For example, when the gas suddenly spikes for large borrowings, or when validators preferentially pack transactions with high-MEV swaps—unfair ordering is something retail traders have complained about for a long time, and I find it pretty annoying too. In any case, right now I’d rather cut my position in half when it’s close to the liquidation threshold than gamble on that last breath. After all, it only looks good when you see through the colorful window—doesn’t it make no sense to shatter the glass just to force liquidation?