ALL IS WELL in 20260701 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.13837277451386867 gross = 3.845647213691602 netReturn = 0.2280878495651419 variance = 0.005504935439983852 gamma_variance = 0.08257403159975778 linearCost = 7.413076480365356e-05 avgLinearCost = 8.956064555081788e-05 impactBuy = 2.7586366337944158e-05 impactSell = 1.7765673839339995e-05 tcost = 0.00011948280498093772 avgTcost = 0.00013491268572810204 btau_tcost = 0.00011948280498093772 atau_avgTcost = 0.003912467886114959 penalty = 0.003109092760419514 assets = 7167 NAV = 10498987.7727134 ================================================== [post_opt_validation] 2026-07-01 gross=3.8384 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-01 net=0.1287 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-07-01 turnover=0.1499 turnover_percent=3.90% limit=20.00% [post_opt_validation] 2026-07-01 max|w|=0.0315 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-01.