ALL IS WELL in 20260710 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18132925794346771 gross = 3.8043019005972667 netReturn = 0.2701516238053976 variance = 0.005460905847155963 gamma_variance = 0.08191358770733945 linearCost = 0.0001380157367616014 avgLinearCost = 0.00013085357939806441 impactBuy = 1.604272278114048e-05 impactSell = 2.3949048250725847e-05 tcost = 0.00017800750779346772 avgTcost = 0.00017084535042993074 btau_tcost = 0.00017800750779346772 atau_avgTcost = 0.004954515162467992 penalty = 0.0017762554843289574 assets = 7170 NAV = 10499012.728848264 ================================================== [post_opt_validation] 2026-07-10 gross=3.8023 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-10 strategyLongShortType=BOTH net=0.1645 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-10 turnover=0.1563 turnover_percent=4.11% limit=20.00% [post_opt_validation] 2026-07-10 max|w|=0.0260 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-10.