The weak link in this statement is believing that a simple benchmarking on 250 S&P 500 assets proves anything for large-scale portfolio optimization. The failure mode is extrapolation, because our mandates here in the United Arab Emirates involve thousands of diverse assets, from sovereign bonds to exotic currencies, with liquidity constraints specific to each region. An optimization system must be stress-tested on a universe much broader than the S&P 500 to be credible, including, for example, over-the-counter products and commodities. The real proof is performance under real trading volumes and complex market conditions, not a simple simulation on an academic subset of USD stocks. Thinking that such a test is enough ignores the systemic complexity of our multi-asset portfolios.