ALL IS WELL in 20260714 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.18656029976037278 gross = 3.7450881986809756 netReturn = 0.27213671583307586 variance = 0.0052118250607814665 gamma_variance = 0.078177375911722 linearCost = 0.00014537370973219252 avgLinearCost = 0.0001412083554134086 impactBuy = 1.7969578510970543e-05 impactSell = 2.9490584280895764e-05 tcost = 0.00019283387252405884 avgTcost = 0.0001886685182052749 btau_tcost = 0.00019283387252405884 atau_avgTcost = 0.005471387027952972 penalty = 0.0017348192605040691 assets = 7175 NAV = 10499040.408100067 ================================================== [post_opt_validation] 2026-07-14 gross=3.7423 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-14 strategyLongShortType=BOTH net=0.2007 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-14 turnover=0.1738 turnover_percent=4.64% limit=20.00% [post_opt_validation] 2026-07-14 max|w|=0.0267 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-14.