ALL IS WELL in 20260630 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18651672722142623 gross = 3.853976991449282 netReturn = 0.27976558077534736 variance = 0.0055178687049914805 gamma_variance = 0.08276803057487221 linearCost = 0.00020691374949475475 avgLinearCost = 0.0001847710196627209 impactBuy = 3.591721034252132e-05 impactSell = 4.7739531686069986e-05 tcost = 0.00029057049152334604 avgTcost = 0.0002684277616913122 btau_tcost = 0.00029057049152334604 atau_avgTcost = 0.007784405089048054 penalty = 0.0024058473984775518 assets = 7169 NAV = 10499040.311155424 ================================================== [post_opt_validation] 2026-06-30 gross=3.8516 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-06-30 net=0.1328 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-06-30 turnover=0.2410 turnover_percent=6.26% limit=20.00% [post_opt_validation] 2026-06-30 max|w|=0.0326 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-06-30.