Make sure that you have a plan to consolidate your funds regularly (when transaction fees are low).

If you're doing daily or even weekly DCAs, you'll end up with a whole lot of little chunks of bitcoin (UTXOs). People have mentioned UTXO management in some of the comments but in case you don't know what that means:

Each chunk that you purchase is a UTXO. By the end of the month, you'll have 30 smallish UTXOs - imagine a wallet full of $10 or $20 bills. Anything you want to do with those bills later will cost you PER bill - so it's best to combine them into one large $600 bill when you can.

Fees are relatively low now, but they're likely to go way up in the future. If you have $19 in fees for every $20 bill, that would really suck.

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Where could I buy bitcoin daily on chain?

I'm not the best person to ask for this, but I think that River for instance might be a way to automate it. I'm assuming that Strike and Fold would also be on-chain but I'm not sure.

AFAIK, the transactions aren't happening onchain until you withdraw to an external wallet. So you don't have to worry about UTXO management for something like daily purchases.

Waiting until you hit certain thresholds (1M sats, 5M sats, etc) before withdrawing consolidates all those days of purchasing into one UTXO.

oh, I see - yes, that's true - when you take your btc off of an exchange after daily purchases, that transaction will effectively consolidate your utxos