ALL IS WELL in 20260722 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.19958160752192 gross = 3.7384467150991725 netReturn = 0.29060016000971745 variance = 0.0056320792135627065 gamma_variance = 0.0844811882034406 linearCost = 0.0001544356030521408 avgLinearCost = 0.0001177057339698149 impactBuy = 1.235372622397211e-05 impactSell = 3.6671256402184134e-05 tcost = 0.00020346058567829705 avgTcost = 0.00016673071659597114 btau_tcost = 0.00020346058567829705 atau_avgTcost = 0.004835190781283163 penalty = 0.0014987129173954067 assets = 7175 NAV = 10499140.64445048 ================================================== [post_opt_validation] 2026-07-22 gross=3.7376 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-22 strategyLongShortType=BOTH net=0.2290 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-22 turnover=0.1498 turnover_percent=4.01% limit=20.00% [post_opt_validation] 2026-07-22 max|w|=0.0273 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-22.