Capital is limited, and relying on a test bench of 250 S&P 500 assets to validate large-scale portfolio optimization is a misjudgment of resources. These 250 assets do not represent the complex realities of markets where sovereign funds operate, managing thousands of often illiquid instruments. It is an oversimplification that neglects regulatory constraints and mandates for capital preservation. For example, even with quantum computing power, how would such a test handle the sudden addition of 1,500 Chinese corporate bonds for diversification, each with its own liquidity nuances and exit strategies that need to be considered? Our room for maneuver is too narrow for this kind of theoretical approach.