The Psychiatric GWAS Consortium (118) recommends conducting G×E studies only after convincing genotype-phenotype associations have been identified by 1) finding the disease susceptibility gene by conducting a GWAS, then 2) identifying the functional consequences of the putative causal variant, and only then 3) testing interactions between the variant and environmental factors. This strategy is presumed to offer a foolproof approach to detecting replicable G×E interactions. However, research in obesity illustrates this strategy may not work. FTO was found to be a susceptibility gene through GWAS (119), and FTO’s functional consequences were identified (120–123). G×E research then documented that an active lifestyle mitigates obesity risk from FTO (124–127). However, this G×E interaction has not universally replicated (128, 129), in part because of cross-study differences in the quality of physical activity measurement. The moral is that a robust genotype-phenotype association cannot guarantee a robust G×E finding, because the study of G×E interactions requires more appropriate and high-quality exposure measurement.