This article explores the cold-start problem faced by marketers entering new verticals, traffic sources, or geographic markets without any first-party data to guide decision-making. It explains why industry benchmarks and average performance metrics often fail to provide actionable insights, leaving advertisers to make expensive guesses during their earliest campaign tests. The article also highlights how tools like Anstrex help marketers bridge the data gap by uncovering competitor creatives, campaign patterns, and market-proven strategies that can serve as a practical substitute for missing first-party data.