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A problem there is that many VPNs sell our data as well. Even if they say they don't sell it, we have no way of proving they don't.

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In my mind, a commercial VPS provider has little incentive to perform data mining of a particular customer's traffic vs a residential ISP.

Could AWS, Digital Ocean, Linode, <insert other low end hosts> all be trying to? Sure, I guess? Is it really central to their business model? I think that is a bit of a stretch so I'm comfortable trusting my tunneled traffic to them.

They have a lot to lose, considering how much anyone in that space would love to snap up market share.

Then run your own openvpn service on a VPS, it's not that hard.

You still have an ISP, via the VPS provider. You also risk your traffic being deprioritized (or dropped) by your local ISP.

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