1987. 2008. 2020. Different crises, same ending: everything fell together. On paper, unrelated assets keep a portfolio safe; one falling is not supposed to drag the others. Then a real crisis arrives, and the correlations start to snap toward one. October 1987: markets in every major country crashed together in a single month. 2008: stocks, corporate bonds, real estate, and commodities fell together. March 2020: for a few days even gold and Treasuries fell with everything else. The reason is simple. In a crisis, assets stop being connected through their fundamentals and start being connected through their owners. Selling in calm periods is a choice; selling in stressed periods is often forced: margin calls, risk limits, redemptions. A forced seller sells whatever someone will still buy, so the pristine asset goes to cover the broken one, and a holding stays uncorrelated only until it shares an owner with something that is collapsing. Correlation, under enough stress, is a property of balance sheets: everyone's hedge turns into someone else's margin call. None of this makes diversification worthless. It is real, and it is worth having. But it is a statistical defense: it describes how assets have behaved, not how they will behave in the future, and in the moments when the whole market becomes one trade, the statistics loosen their grip. That is why protection written into the instrument itself matters. It is what RiskOFF is: a claim on BTC or ETH with a floor, paid for by giving up upside past a cap to RiskON. Its protection does not depend on correlation. It does not need bonds to zig when stocks zag. The floor comes from its structure alone, and structure does not get a margin call in a crisis.