ALL IS WELL in 20260730 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.20136162918378753 gross = 3.742989840364599 netReturn = 0.29230700176671115 variance = 0.00570508253751278 gamma_variance = 0.0855762380626917 linearCost = 0.0001186357157727161 avgLinearCost = 0.00010360430626153484 impactBuy = 1.5204986240242211e-05 impactSell = 1.4974618923574634e-05 tcost = 0.00014881532093653297 avgTcost = 0.0001337839114253517 btau_tcost = 0.00014881532093653297 atau_avgTcost = 0.003879733431335199 penalty = 0.0013405857679602096 assets = 7171 NAV = 10499102.756766196 ================================================== [post_opt_validation] 2026-07-30 gross=3.7420 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-30 strategyLongShortType=BOTH net=0.2165 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-30 turnover=0.1334 turnover_percent=3.57% limit=20.00% [post_opt_validation] 2026-07-30 max|w|=0.0290 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-30.