ALL IS WELL in 20260706 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.17907971020923336 gross = 3.788525537729856 netReturn = 0.2705759457845375 variance = 0.005498999335920847 gamma_variance = 0.0824849900388127 linearCost = 0.0001629385121825642 avgLinearCost = 0.00017349454264880485 impactBuy = 3.0193492146798392e-05 impactSell = 2.6645409117922875e-05 tcost = 0.00021977741344728546 avgTcost = 0.0002303334439135261 btau_tcost = 0.00021977741344728546 atau_avgTcost = 0.006679669873492257 penalty = 0.0021117982495518673 assets = 7169 NAV = 10497056.90912795 ================================================== [post_opt_validation] 2026-07-06 gross=3.7868 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-06 net=0.1707 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-07-06 turnover=0.2117 turnover_percent=5.59% limit=20.00% [post_opt_validation] 2026-07-06 max|w|=0.0332 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-06.