Yesterday, I almost attributed the reasons for the actual trading losses to "buying at a high price."

This judgment is straightforward: smart money buys first, and we follow 30-60 seconds later. Once the market moves, the price naturally deteriorates. However, after breaking down the accounts, the conclusion changed.

I calculated the cost difference based on the actual purchase quantity: my purchase quantity × (my purchase price - smart money's purchase price).

There were 158 transactions that matched smart money BUY, of which 150 were precisely time-matched. The result is: the portion bought at a high price indeed cost 44.6719 U more, but the portion bought at a low price saved 79.8196 U, resulting in a net cost difference of -35.1477 U. In other words, just looking at the purchase price, we actually spent 35.15 U less overall.

This does not mean that entry speed is unimportant. In a short-cycle market, 30 seconds will certainly harm returns.

But it reminds me: don’t attribute the entire loss to buying at a high price just because of a few striking "high-buy" transactions. The income difference should be broken down: purchase cost, missed buys, missed sells, position rules, each should be accounted for individually, and then look at the net impact.

In the past, I would directly try to optimize entry delays or loosen price protection. Now I would first ask: how much does this loss actually account for in the overall accounts? If I don’t clarify this first, the direction of optimization is likely to be wrong.

The conclusion this time is: buying at a high price is not the main culprit. Don’t trust your intuition first; break down the accounts first.

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