Where does this fail? Benchmarking on only 250 assets does not allow for large-scale portfolio optimization as advertised. The weak link is the inability to reflect the depth and flexibility that fund managers in Abu Dhabi, for example, require for their diversified mandates. A true test would require thousands of securities, commodities, currencies, and derivatives to simulate the blast radius of a real portfolio. This limited scale is an excessive simplification, ignoring the needs of funds operating in global financial markets with tens of thousands of instruments. For example, a manager in the United Arab Emirates uses hundreds of thousands of data points to optimize a multi-billion dollar portfolio, making a universe of 250 assets almost useless for their strategy.