How do you know if efforts you're making to improve your BTC privacy are actually effective (especially given the numerous foot guns that exist)?

I feel the best way is to surveil yourself, but how? Any suggestions for tools or techniques other than oxt.me and standard bitcoin explorers?

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I think it's key to buildup a clean nokyc stack and from there on do disciplined utxo management. Make sure to never combine kyc'ed with nokyc'ed outputs. I absolutely love how sparrow wallet allows to label/document transactions and utxos. In the last release sparrow added an export/import for those labels.

Also keep your lightning-related utxos separated, as channel-openings/-closings impose another set of attack vectors.

I read the first half of your post, and was going to respond with oxt.me, but then I kept reading and saw you're already on it 💪