ALL IS WELL in 20260622 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17252971397182545 gross = 3.85183952033399 netReturn = 0.26600484808443214 variance = 0.005586646854401725 gamma_variance = 0.08379970281602588 linearCost = 0.0001894194100377644 avgLinearCost = 0.00017769782299615315 impactBuy = 3.3800794827573457e-05 impactSell = 3.267104422996816e-05 tcost = 0.000255891249095306 avgTcost = 0.00024416966205369477 btau_tcost = 0.000255891249095306 atau_avgTcost = 0.007080920199557149 penalty = 0.0023386198479283587 assets = 7181 NAV = 10496077.581098441 ================================================== [post_opt_validation] 2026-06-22 gross=3.8494 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-22 net=0.1387 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-22 turnover=0.2342 turnover_percent=6.08% limit=20.00% [post_opt_validation] 2026-06-22 max|w|=0.0335 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-22.