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It always bugs me that _underscore_ is the syntax for italics rather than underline.

I’m sure back in the old days of READMEs, long before markdown was a thing, the conventions were this:

    /italics/

    _underline_

    *bold*
RFC 1855, Netiquette Guidelines[1], specifies underscore for underlining. However, it says asterisks are for emphasis, not bold, per se. They just happened to (often?) display as bold because italics in terminals weren't a common thing. For the same reason, using /'s for italics didn't make much sense except maybe in word processors. I also suspect underscore become conflated with asterisk because some people preferred using the former for emphasis--people weren't usually trying to adhere to professional styling guides, and some people may have preferred underlining to impart emphasis, or just got into the habit without thinking about it.

I don't know how well RFC 1855 reflected common practice, though. It might be worthwhile to check the rendering code in clients like tin and mutt.

[1] https://datatracker.ietf.org/doc/html/rfc1855

Since this seems to boil down to personal choice, has anyone considered a customisable alternative? Like a frontmatter that declares which character is bold, which is italic. You could easily convert between them according to local preference, much like tabs/spaces.
My /usr/bin/ folder wants to know which bit gets italicised :)
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Org mode uses / as well.