To me, this is what it looks like, and this is why I'm very hard to convince otherwise:

Someone calls the police to report shots fired. They show up to the scene, and I'm holding a smoking gun, my hands flecked with burnt powder. You lay on the ground, a bullet matching the caliber and rifling of my gun having felled you. [My occupation happens to be gunsmith who specializes in making guns extra powerful.]

The police say to me, did you shoot this man?

I reply, no, it was some dude from Atlanta; I bought my gun in Atlanta, and some guy must have gone to the exact same gun manufacturer to come here and kill him, but then he ran away before anyone saw who it was.

But, they reply, the gun that was used to shoot him may have come from Atlanta, but yours is moded to shoot with an extreme muzzle velocity and this guy was clearly shot with a similar ballistic trajectory.

Hmmm, I reply, I guess the guy in Atlanta must have taken the gun to be moded by someone who does the same type of work as me, and then that person gave it to someone else, who must be the real killer.

That checks, the police say, but what about the powder on your hand and the smoke billowing from the muzzle?

Well, easy: I was target practicing right next to him. But I couldn't be the real killer, because I target practice a lot, and I've never killed anyone before, so, you see, I couldn't have done it.

Open and shut, they say: You're free to go, sir, sorry to have wasted your time.

No problem, I say. Actually, I was worried it might have been me, but then I counted my bullets and they're all accounted for. Trust me, I was losing sleep.

I can't imagine, they say, just before leaving.