ALL IS WELL in 20260702 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17290174440748718 gross = 3.7985393546414294 netReturn = 0.2665635041563922 variance = 0.005386024692357027 gamma_variance = 0.08079037038535541 linearCost = 0.00026468952458171994 avgLinearCost = 0.0002490856211964735 impactBuy = 4.804907491164001e-05 impactSell = 3.33046430243272e-05 tcost = 0.0003460432425176872 avgTcost = 0.00033043933913244074 btau_tcost = 0.0003460432425176872 atau_avgTcost = 0.009582740834840781 penalty = 0.0029426052861911112 assets = 7167 NAV = 10498828.067780865 ================================================== [post_opt_validation] 2026-07-02 gross=3.7959 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-02 net=0.1475 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-07-02 turnover=0.2948 turnover_percent=7.77% limit=20.00% [post_opt_validation] 2026-07-02 max|w|=0.0322 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-02.