ALL IS WELL in 20260720 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.19422013395351345 gross = 3.6822214793960155 netReturn = 0.28366401554923176 variance = 0.00532000427026475 gamma_variance = 0.07980006405397126 linearCost = 0.00015888807889151625 avgLinearCost = 0.0001623625329549112 impactBuy = 2.2407554516947416e-05 impactSell = 2.0320732097133362e-05 tcost = 0.00020161636550559704 avgTcost = 0.000205090819568992 btau_tcost = 0.00020161636550559704 atau_avgTcost = 0.005947633767500768 penalty = 0.003494567408740693 assets = 7177 NAV = 10497261.341330504 ================================================== [post_opt_validation] 2026-07-20 gross=3.6800 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-20 strategyLongShortType=BOTH net=0.2297 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-20 turnover=0.1552 turnover_percent=4.22% limit=20.00% [post_opt_validation] 2026-07-20 max|w|=0.0275 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-20.