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What is the reason or cons for carrying a cocked and locked pocket pistol over a DAO pocket pistol ?
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Trigger pull.
With something like a Sig 238/938, you're looking at a very good trigger. Not quite match grade, but still waaaay better than a stock Glock, for instance.
Something like a Ruger LCP... you're looking at what can only be described as a very heavy trigger.
With my 938, I get something that is capable of reliable headshots at 25 yards, but fits in my pocket.
The con, of course, is forgetting the safety. But I started out carrying a 1911 (and most of my early training was on one), and swiping that off is just automatic for me, so I don't view that as a problem. (It's bad enough for me that I had to 'G' mod my Beretta, because I was safeing it in competition unconsciously. Now I just decock the thing and don't get a dead trigger.)