ALL IS WELL in 20260618 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17693219627960363 gross = 3.8957182269654242 netReturn = 0.27045084592765284 variance = 0.005648815353807157 gamma_variance = 0.08473223030710736 linearCost = 0.00018375447041973206 avgLinearCost = 0.00016789850249831903 impactBuy = 2.9108649585452014e-05 impactSell = 3.0550849116040505e-05 tcost = 0.0002434139691212246 avgTcost = 0.00022755800119981156 btau_tcost = 0.0002434139691212246 atau_avgTcost = 0.006599182034794536 penalty = 0.001943823337026084 assets = 7171 NAV = 10498979.032374997 ================================================== [post_opt_validation] 2026-06-18 gross=3.8935 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-18 net=0.1389 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-18 turnover=0.1957 turnover_percent=5.03% limit=20.00% [post_opt_validation] 2026-06-18 max|w|=0.0335 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-18.