ALL IS WELL in 20260626 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18344735319711802 gross = 3.8510278488510004 netReturn = 0.2745858368914052 variance = 0.0054207732876030024 gamma_variance = 0.08131159931404504 linearCost = 0.00021789112685760033 avgLinearCost = 0.00018684641546501065 impactBuy = 2.900487858326063e-05 impactSell = 3.506566760885563e-05 tcost = 0.0002819616730497166 avgTcost = 0.00025091696165712693 btau_tcost = 0.0002819616730497166 atau_avgTcost = 0.007276591888056681 penalty = 0.0022683308191357456 assets = 7173 NAV = 10499010.39476129 ================================================== [post_opt_validation] 2026-06-26 gross=3.8490 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-26 net=0.1174 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-26 turnover=0.2273 turnover_percent=5.90% limit=20.00% [post_opt_validation] 2026-06-26 max|w|=0.0330 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-26.