I slip in among the throngs of people all waiting to get a glimpse of the approaching procession. This one is sponsored by the famous Krewe of King Arthur and Merlin. Within a few minutes, before I see the actual parade, I hear it. The buzzy blare of trumpets and trombones. The rat-a-tat-tat of a drum corps. All around me, kids and their parents are brimming with excitement.

Deep inside I know I’m wasting time, that I should be out and doing something, but that something has yet to come to mind.

Finally, a high school marching band comes into view around the corner. They’re wearing vibrant purple and orange uniforms and playing a funky brass-band rendition of Beyoncé’s “Crazy in Love.” They’re followed by the lead float. Decorated like a tropical island, it’s carrying women dressed as mermaids and men as pirates, all of whom are tossing beads down at the cheering crowds.

The scene is noisy and wild and jubilant. The joy is practically infectious.

But I’m not here to have fun.

I’ve come to this parade to do recon.

With no leads, no clues, and no suspects, I’ve decided to start my off-the-books investigation by trying to get inside the bad guys’ heads. I ask myself: If I were a smart and resourceful terrorist, hell-bent on causing the most chaos and carnage possible, what would I do? If I can figure out how these bastards plan to wreak havoc on Mardi Gras, it might help me figure out who they are—and how to stop them.

It sounds like a stretch, I know. But for now, it’s the only thing I’ve got.

First, I glance around at all the spectators. I’m trying to spot the most obvious security holes that could be exploited the most readily.

But I quickly realize there are too damn many to count.

The crowd numbers well into the thousands, and almost everybody’s carrying an unscreened backpack or purse that could easily be hiding explosives.

And if something were detonated, good luck trying to flee. We’re all penned in by metal barricades. And most of the side streets—possible escape routes—are blocked off, too. I do see a handful of uniformed cops stationed here and there, but after long days of working double shifts, they look bored and exhausted. Seeing them doesn’t inspire much confidence.

Next I turn my attention to the parade itself, and beyond.

Which is even worse.

Hundreds of performers are wearing billowy costumes. Any one of them could be concealing a suicide vest with C-4 plastic explosive and ball bearings, ready to scythe through the families laughing and clapping nearby.

There are dozens of giant floats. Any could be hiding a massive car bomb, with chunks of metal, screws, and nails, all designed to shred flesh and break bone.