Let's forget what we invested in this idea: performing a Kolmogorov-Smirnov test is not proof in itself but a simple tool whose value depends on interpretation.
The alleged concretization is conditional on the rigor of analysis and the quality of underlying data.
If we do not look beyond raw results, such as ignoring distribution tails in risk assessments before 2008, we may miss crucial signals.
A technical test never replaces a thorough qualitative analysis, especially when initial hypotheses are fragile.
For example, a KS test on highly volatile market data may seem compliant, but if we do not contextualize extreme events, we risk serious judgment errors.