ALL IS WELL in 20260716 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.20271466524109139 gross = 3.805963975342329 netReturn = 0.2896658707541374 variance = 0.0054255816267157015 gamma_variance = 0.08138372440073552 linearCost = 0.00012885146672878345 avgLinearCost = 0.00010376099989083798 impactBuy = 1.3357728037919143e-05 impactSell = 2.233953649524903e-05 tcost = 0.00016454873126195164 avgTcost = 0.00013945826442400617 btau_tcost = 0.00016454873126195164 atau_avgTcost = 0.004044289668296179 penalty = 0.001358642712752372 assets = 7173 NAV = 10499016.935952205 ================================================== [post_opt_validation] 2026-07-16 gross=3.8043 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-16 strategyLongShortType=BOTH net=0.2015 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-16 turnover=0.1371 turnover_percent=3.60% limit=20.00% [post_opt_validation] 2026-07-16 max|w|=0.0276 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-16.