ALL IS WELL in 20260727 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.21846404147810444 gross = 3.7558499106169894 netReturn = 0.309607892238942 variance = 0.0056337725924098065 gamma_variance = 0.0845065888861471 linearCost = 0.0001359978668859992 avgLinearCost = 0.00013007064928522474 impactBuy = 1.5015541536746175e-05 impactSell = 2.1929921522809964e-05 tcost = 0.0001729433299455553 avgTcost = 0.00016701611234478086 btau_tcost = 0.0001729433299455553 atau_avgTcost = 0.004843467257998645 penalty = 0.0016208512867462322 assets = 7171 NAV = 10497403.488699196 ================================================== [post_opt_validation] 2026-07-27 gross=3.7549 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-27 strategyLongShortType=BOTH net=0.2205 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-27 turnover=0.1616 turnover_percent=4.30% limit=20.00% [post_opt_validation] 2026-07-27 max|w|=0.0277 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-27.