ALL IS WELL in 20260728 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.22111934507944547 gross = 3.777219533516802 netReturn = 0.31185361186494426 variance = 0.005723654218712406 gamma_variance = 0.08585481328068609 linearCost = 9.621232445814932e-05 avgLinearCost = 9.128364780194769e-05 impactBuy = 1.5009827511707754e-05 impactSell = 1.2183684319768393e-05 tcost = 0.00012340583628962546 avgTcost = 0.00011847715963342383 btau_tcost = 0.00012340583628962546 atau_avgTcost = 0.003435837629369291 penalty = 0.0013202100391537866 assets = 7171 NAV = 10499100.166638857 ================================================== [post_opt_validation] 2026-07-28 gross=3.7764 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-28 strategyLongShortType=BOTH net=0.2201 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-28 turnover=0.1091 turnover_percent=2.89% limit=20.00% [post_opt_validation] 2026-07-28 max|w|=0.0273 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-28.