ALL IS WELL in 20260715 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.1924898192944481 gross = 3.7707973937683943 netReturn = 0.2778557276114741 variance = 0.005299275547349626 gamma_variance = 0.07948913321024438 linearCost = 0.00011418488258938704 avgLinearCost = 0.00011384730284881269 impactBuy = 1.538298584097451e-05 impactSell = 1.975860606935755e-05 tcost = 0.0001493264744997191 avgTcost = 0.00014898889475914475 btau_tcost = 0.0001493264744997191 atau_avgTcost = 0.004320677948015198 penalty = 0.0014067706842667066 assets = 7175 NAV = 10498991.190607186 ================================================== [post_opt_validation] 2026-07-15 gross=3.7687 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-15 strategyLongShortType=BOTH net=0.2045 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-15 turnover=0.1416 turnover_percent=3.76% limit=20.00% [post_opt_validation] 2026-07-15 max|w|=0.0270 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-15.