ALL IS WELL in 20260708 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.1812998468959519 gross = 3.7977407826330145 netReturn = 0.27033209807293557 variance = 0.0054970839012756295 gamma_variance = 0.08245625851913445 linearCost = 0.0001333595074042626 avgLinearCost = 0.00013061006380327841 impactBuy = 1.9996160785608382e-05 impactSell = 1.8686428917503718e-05 tcost = 0.0001720420971073747 avgTcost = 0.0001692926535063905 btau_tcost = 0.0001720420971073747 atau_avgTcost = 0.0049094869516853245 penalty = 0.0014944636090565033 assets = 7169 NAV = 10499018.296721905 ================================================== [post_opt_validation] 2026-07-08 gross=3.7957 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-08 strategyLongShortType=BOTH net=0.1540 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-08 turnover=0.1496 turnover_percent=3.94% limit=20.00% [post_opt_validation] 2026-07-08 max|w|=0.0320 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-08.