ALL IS WELL in 20260723 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.21013451774934372 gross = 3.7547185259657505 netReturn = 0.3009410729540208 variance = 0.005675635520643764 gamma_variance = 0.08513453280965647 linearCost = 0.0001501037310317278 avgLinearCost = 0.00011281951407658369 impactBuy = 1.4203393352112385e-05 impactSell = 1.709552396847161e-05 tcost = 0.00018140264835231183 avgTcost = 0.0001441184313971677 btau_tcost = 0.00018140264835231183 atau_avgTcost = 0.004179434510517863 penalty = 0.0013111852361504328 assets = 7176 NAV = 10499149.131378224 ================================================== [post_opt_validation] 2026-07-23 gross=3.7539 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-23 strategyLongShortType=BOTH net=0.2144 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-23 turnover=0.1306 turnover_percent=3.48% limit=20.00% [post_opt_validation] 2026-07-23 max|w|=0.0275 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-23.