ALL IS WELL in 20260623 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17650685834861607 gross = 3.8704881746032758 netReturn = 0.26799811710977517 variance = 0.005500033293026674 gamma_variance = 0.0825004993954001 linearCost = 0.0002022576144435773 avgLinearCost = 0.000167199264455582 impactBuy = 2.323656615541802e-05 impactSell = 3.607966923393187e-05 tcost = 0.0002615738498329272 avgTcost = 0.0002265154998449319 btau_tcost = 0.0002615738498329272 atau_avgTcost = 0.006568949495503025 penalty = 0.002160236020423064 assets = 7171 NAV = 10498995.549377667 ================================================== [post_opt_validation] 2026-06-23 gross=3.8683 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-23 net=0.1236 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-23 turnover=0.2168 turnover_percent=5.60% limit=20.00% [post_opt_validation] 2026-06-23 max|w|=0.0335 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-23.