For the same message, some people responded directly, while others first asked how much the market had priced. This article divides trading thinking into two levels: the shallow level acts directly on the information, often paying for other people's expectations; the deep level first locates the expected difference and judges how far one's own views are from the market consensus. The article also explains that reverse thinking is not against the public, and introduces how to use historical materials to compare with consensus expectations, so that the level of thinking can evolve from abstract deduction to a skill that can be compared with materials and can be practiced repeatedly.