ALL IS WELL in 20260629 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18777078213424783 gross = 3.8351194859557394 netReturn = 0.2791724611112715 variance = 0.005410789218928716 gamma_variance = 0.08116183828393074 linearCost = 0.0001948100010286473 avgLinearCost = 0.0001800165534626535 impactBuy = 3.433705453130267e-05 impactSell = 4.4737297657414594e-05 tcost = 0.00027388435321736455 avgTcost = 0.00025909090565137075 btau_tcost = 0.00027388435321736455 atau_avgTcost = 0.007513636263889752 penalty = 0.0024523200759857477 assets = 7169 NAV = 10497147.031811256 ================================================== [post_opt_validation] 2026-06-29 gross=3.8332 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-29 net=0.1274 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-29 turnover=0.2459 turnover_percent=6.41% limit=20.00% [post_opt_validation] 2026-06-29 max|w|=0.0326 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-29.