ALL IS WELL in 20260731 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.2009396101648658 gross = 3.72670401013965 netReturn = 0.29176157277133785 variance = 0.0056715711258207 gamma_variance = 0.08507356688731049 linearCost = 0.00010572243661911409 avgLinearCost = 9.946395023336708e-05 impactBuy = 2.6143087664095442e-05 impactSell = 1.5020472638567058e-05 tcost = 0.0001468859969217766 avgTcost = 0.0001406275105360296 btau_tcost = 0.0001468859969217766 atau_avgTcost = 0.004078197805544859 penalty = 0.0015233119166949266 assets = 7174 NAV = 10499136.991719257 ================================================== [post_opt_validation] 2026-07-31 gross=3.7256 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-31 strategyLongShortType=BOTH net=0.2376 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-31 turnover=0.1513 turnover_percent=4.06% limit=20.00% [post_opt_validation] 2026-07-31 max|w|=0.0288 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-31.