What Do Traders Miss About Structure In Low-Volume Sessions?

Live trading introduces uncertainty that clean historical charts can hide: execution delays, slippage, spreads, emotional pressure, and missed signals. I would compare live fills with expected fills and keep risk small until the difference is understood. Which real-world friction do you think causes the biggest gap between research and results? My preference is to treat this as a hypothesis, not a promise of profit. A transparent journal and realistic execution assumptions are more convincing than a polished screenshot or a confident claim from a popular account. In your experience, what specific rule or metric best separates disciplined use of this market structure topic from guesswork?