ALL IS WELL in 20260709 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18599149037824664 gross = 3.7960112670436033 netReturn = 0.2738835045969603 variance = 0.005446386787935669 gamma_variance = 0.08169580181903503 linearCost = 0.00012403780362613324 avgLinearCost = 0.00012300875732641675 impactBuy = 1.7476677788715436e-05 impactSell = 1.8959171462099143e-05 tcost = 0.00016047365287694782 avgTcost = 0.00015944460657723133 btau_tcost = 0.00016047365287694782 atau_avgTcost = 0.0046238935907397085 penalty = 0.0014118451560620133 assets = 7169 NAV = 10499005.554295287 ================================================== [post_opt_validation] 2026-07-09 gross=3.7935 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-09 strategyLongShortType=BOTH net=0.1636 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-09 turnover=0.1415 turnover_percent=3.73% limit=20.00% [post_opt_validation] 2026-07-09 max|w|=0.0262 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-09.