ALL IS WELL in 20260617 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17654869624735853 gross = 3.9195028201364392 netReturn = 0.2691040872963019 variance = 0.005675973161356591 gamma_variance = 0.08513959742034886 linearCost = 0.00016676116128205268 avgLinearCost = 0.00014558899384218914 impactBuy = 1.9133716801957723e-05 impactSell = 2.441834274603678e-05 tcost = 0.00021031322083004718 avgTcost = 0.00018914105339018364 btau_tcost = 0.00021031322083004718 atau_avgTcost = 0.005485090548315325 penalty = 0.0017203898594491268 assets = 7170 NAV = 10498982.21847173 ================================================== [post_opt_validation] 2026-06-17 gross=3.9173 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-17 net=0.1470 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-17 turnover=0.1731 turnover_percent=4.42% limit=20.00% [post_opt_validation] 2026-06-17 max|w|=0.0334 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-17.