ALL IS WELL in 20260713 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.1736316891033407 gross = 3.7606528191431994 netReturn = 0.26519673653598624 variance = 0.005258323878933289 gamma_variance = 0.07887485818399934 linearCost = 0.0002429807467867894 avgLinearCost = 0.00024161759688339277 impactBuy = 6.265782782551218e-05 impactSell = 2.917684413077172e-05 tcost = 0.00033481541874307334 avgTcost = 0.0003334522688396767 btau_tcost = 0.00033481541874307334 atau_avgTcost = 0.009670115796350624 penalty = 0.00268525803355249 assets = 7171 NAV = 10497089.903299278 ================================================== [post_opt_validation] 2026-07-13 gross=3.7576 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-13 strategyLongShortType=BOTH net=0.1887 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-13 turnover=0.2688 turnover_percent=7.15% limit=20.00% [post_opt_validation] 2026-07-13 max|w|=0.0264 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-13.