Claiming that power law returns are a main driver of portfolio performance, alongside decision quality, is an oversimplification; where is the highest-yield expression? This hierarchy is unstable, heavily conditioned by regional investment strategies and local regulatory constraints. In Hong Kong, market connectivity policies like Stock Connect can create return asymmetries well beyond the purely statistical distribution. True maximum performance is unlocked by navigating these specific market dynamics, not by accepting a fixed classification as immutable, as recent capital flows through the South have shown.