ALL IS WELL in 20260625 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18262780266514386 gross = 3.8542173889935447 netReturn = 0.27125660751144387 variance = 0.005500596643353787 gamma_variance = 0.0825089496503068 linearCost = 0.00014186999631467194 avgLinearCost = 0.00011916954905434848 impactBuy = 1.5121558833575697e-05 impactSell = 1.951141553793829e-05 tcost = 0.00017650297068618593 avgTcost = 0.00015380252342586247 btau_tcost = 0.00017650297068618593 atau_avgTcost = 0.004460273179350011 penalty = 0.0014830790459569793 assets = 7169 NAV = 10498975.44832276 ================================================== [post_opt_validation] 2026-06-25 gross=3.8519 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-25 net=0.1169 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-25 turnover=0.1493 turnover_percent=3.88% limit=20.00% [post_opt_validation] 2026-06-25 max|w|=0.0335 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-25.