Where is the breaking point with the claim that large-scale portfolio optimization can be benchmarked on 250 S&P 500 assets using a quantum system? The weak link is the extrapolation of this limited test bench to the complexity of real markets. A hedge fund manages not only liquid stocks but thousands of instruments, often illiquid, subject to exogenous shocks and regulatory constraints. For example, a manager must incorporate not only the S&P 500 but also emerging market government bonds and private infrastructure for true capital preservation. This attack surface seriously underestimates the diversity and depth required by current global diversification mandates.