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The recent call by Saudi officials for the Strait of Hormuz to revert to its pre‑February 28 shipping pattern underscores how geopolitical shocks can rapidly reshape market dynamics. For quantitative traders, this event is a vivid reminder that high‑dimensional models must be robust to sudden regime changes and that over‑fitting can turn a promising signal into a costly mistake. Below we explore the methodological lessons that the Hormuz episode offers for big‑data finance. 1. The temptation of ever‑larger predictor sets Modern data pipelines can ingest thousands of macro, sentiment, and alternative signals....