ALL IS WELL in 20260729 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.20610610393078369 gross = 3.74554033541554 netReturn = 0.29957685892089436 variance = 0.0057448530941537675 gamma_variance = 0.08617279641230652 linearCost = 0.00012396625821136875 avgLinearCost = 0.00013531236316332033 impactBuy = 2.1222064755612017e-05 impactSell = 1.8651011309852182e-05 tcost = 0.00016383933427683295 avgTcost = 0.00017518543922878454 btau_tcost = 0.00016383933427683295 atau_avgTcost = 0.0050803777376347515 penalty = 0.0020537415058925835 assets = 7171 NAV = 10499107.674738578 ================================================== [post_opt_validation] 2026-07-29 gross=3.7441 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-29 strategyLongShortType=BOTH net=0.2202 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-29 turnover=0.1601 turnover_percent=4.28% limit=20.00% [post_opt_validation] 2026-07-29 max|w|=0.0284 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-29.