ALL IS WELL in 20260721 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.19543058470162278 gross = 3.7117004874673483 netReturn = 0.28564858678620525 variance = 0.005437369931045291 gamma_variance = 0.08156054896567937 linearCost = 0.00017301418425679383 avgLinearCost = 0.00015614299794592794 impactBuy = 1.8182078577609446e-05 impactSell = 4.741203594573716e-05 tcost = 0.00023860829878014046 avgTcost = 0.00022173711246927457 btau_tcost = 0.00023860829878014046 atau_avgTcost = 0.006430376261608963 penalty = 0.0019884685585139757 assets = 7177 NAV = 10499081.256589217 ================================================== [post_opt_validation] 2026-07-21 gross=3.7091 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-21 strategyLongShortType=BOTH net=0.2347 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-21 turnover=0.1993 turnover_percent=5.37% limit=20.00% [post_opt_validation] 2026-07-21 max|w|=0.0277 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-21.