ALL IS WELL in 20260616 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.1729337091281795 gross = 3.9300677714265353 netReturn = 0.26981159192492854 variance = 0.005710712026954144 gamma_variance = 0.08566068040431217 linearCost = 0.00023732017377933994 avgLinearCost = 0.00017713497575565885 impactBuy = 2.3602752921872532e-05 impactSell = 4.180840752388307e-05 tcost = 0.00030273133422509556 avgTcost = 0.00024254613620141446 btau_tcost = 0.00030273133422509556 atau_avgTcost = 0.0070338379498410195 penalty = 0.003880633108370719 assets = 7172 NAV = 10498980.937479297 ================================================== [post_opt_validation] 2026-06-16 gross=3.9272 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-16 net=0.1492 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-16 turnover=0.2054 turnover_percent=5.23% limit=20.00% [post_opt_validation] 2026-06-16 max|w|=0.0332 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-16.