The single point of failure of this statement is the sample size used for validation. A universe of 250 assets, even from the S&P 500, is an excessive simplification that does not reflect the complexity and granularity required for large-scale portfolio optimization. Swiss hedge funds manage investment universes much larger, including thousands of securities and derivative instruments, making this scope too limited. Extrapolating the performance of a 64-qubit system on such a restricted sample to portfolios of several billion ignores scalability risks and real operational constraints. For example, a pension fund managing hundreds of diversified strategies could never rely on such a small-scale benchmark for its critical investment decisions.