ALL IS WELL in 20260703 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.1821625467389844 gross = 3.776165806967652 netReturn = 0.27058668855867973 variance = 0.005309461685253692 gamma_variance = 0.07964192527880538 linearCost = 0.0001858714532459151 avgLinearCost = 0.00017250749018137728 impactBuy = 2.7196879232088945e-05 impactSell = 2.3658609861123475e-05 tcost = 0.00023672694233912753 avgTcost = 0.0002233629792745897 btau_tcost = 0.00023672694233912753 atau_avgTcost = 0.006477526398963101 penalty = 0.0020679631995877495 assets = 7172 NAV = 10499024.340700155 ================================================== [post_opt_validation] 2026-07-03 gross=3.7736 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-03 net=0.1584 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-07-03 turnover=0.2072 turnover_percent=5.49% limit=20.00% [post_opt_validation] 2026-07-03 max|w|=0.0329 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-03.