ALL IS WELL in 20260624 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17903045662652836 gross = 3.8468694904083063 netReturn = 0.268151341592542 variance = 0.0054337537906902385 gamma_variance = 0.08150630686035358 linearCost = 0.00016496703439020877 avgLinearCost = 0.00014168726616540302 impactBuy = 2.3054922037636424e-05 impactSell = 2.5979410414393886e-05 tcost = 0.00021400136684223908 avgTcost = 0.00019072159861743332 btau_tcost = 0.00021400136684223908 atau_avgTcost = 0.0055309263599055665 penalty = 0.0018696503789122274 assets = 7169 NAV = 10499006.762862176 ================================================== [post_opt_validation] 2026-06-24 gross=3.8447 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-24 net=0.1228 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-24 turnover=0.1875 turnover_percent=4.88% limit=20.00% [post_opt_validation] 2026-06-24 max|w|=0.0335 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-24.