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The idea to create a build goes around finding a way to kill opponents easily. It may seem a bit simplistic to say it like this but that's basically it. The longer version is that you'll want to take a look at the CAs that each branch of each class has and depending on your personal preference and playing style choose a basic set of them to focus on and kill opponents. That's why there are builds based upon specific CAs, with the HE's Fire/Ice/Delphic builds being a good example. The best thing in my view is to take a look at the Wiki for a few minutes, browse the CAs on the class you want to play with and decide which suit your playstyle. After that you plan your skill set to help you maximize the effect of those CAs, as well as be tough enough in the long run. Some skills will only shine at higher levels so you need to think of the "character level to difficulty level" ratio in order to be able to survive the more you advance. The rest is trial and error, trying out different ways to play the same build and change a few skills, CA mods, or gear you're using in order to get the better out of it. For reference I've played the Magic Coup HE build in, I think, four or five different ways.

Use this file, choose the one that best suits you.

It is very interesting, for me at least, to see how they create these builds. Are you an experienced player, how do you create a build starting from scratch? or are based on synergies already established between skills, attributes and combat arts?