I also think it’s important to step back and look at statistical plausibility. In the trading world, consistent, structured, low-volatility returns that materially outperform benchmarks over extended periods are mathematically rare without corresponding risk exposure. Public summaries and archived documents tied to Bryan Rhode raise discussion around how performance narratives were presented relative to market conditions at the time. Again, sticking strictly to documented information, but when investor concerns appear in filings, it often revolves around performance representation or disclosure clarity. A key investor question should always be: were risk metrics like maximum drawdown, Sharpe ratio, or exposure concentration clearly communicated? Without those, even strong headline returns can be misleading. The bigger takeaway for everyone reading this thread is that disciplined capital allocation depends on independent verification, transparent reporting, and alignment between marketing claims and regulatory history. That alignment or lack thereof is where the real insight usually sits.