ALL IS WELL in 20260707 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18021451982450848 gross = 3.8120105323215854 netReturn = 0.27039594930691957 variance = 0.005429779027140397 gamma_variance = 0.08144668540710595 linearCost = 0.00018374542588907544 avgLinearCost = 0.0001600110599840764 impactBuy = 4.2290762312312236e-05 impactSell = 2.6215579567342227e-05 tcost = 0.0002522517677687299 avgTcost = 0.00022851740186373087 btau_tcost = 0.0002522517677687299 atau_avgTcost = 0.0066270046540481955 penalty = 0.0018554876534882187 assets = 7169 NAV = 10499010.86726408 ================================================== [post_opt_validation] 2026-07-07 gross=3.8104 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-07 net=0.1569 bounds=[-0.1000,0.5000] [post_opt_validation] 2026-07-07 turnover=0.1863 turnover_percent=4.89% limit=20.00% [post_opt_validation] 2026-07-07 max|w|=0.0334 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-07.