ALL IS WELL in 20260619 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.1459780596445832 gross = 3.910500357721488 netReturn = 0.2360615515012297 variance = 0.00576998235059838 gamma_variance = 0.0865497352589757 linearCost = 1.5411197662589396e-05 avgLinearCost = 1.431260069031174e-05 impactBuy = 6.845673685313025e-06 impactSell = 1.041526368162676e-05 tcost = 3.267213502952918e-05 avgTcost = 3.157353805725152e-05 btau_tcost = 3.267213502952918e-05 atau_avgTcost = 0.0009156326036602942 penalty = 0.002585451858980993 assets = 7175 NAV = 10498999.932097401 ================================================== [post_opt_validation] 2026-06-19 gross=3.9037 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-19 net=0.1324 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-19 turnover=0.0681 turnover_percent=1.75% limit=20.00% [post_opt_validation] 2026-06-19 max|w|=0.0332 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-19.