ALL IS WELL in 20260803 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.21780419592330558 gross = 3.7497903637353405 netReturn = 0.3114840470500342 variance = 0.005778991325888594 gamma_variance = 0.08668486988832891 linearCost = 9.116968852066645e-05 avgLinearCost = 0.00011380706043270778 impactBuy = 3.857293221140507e-05 impactSell = 2.3067078432192654e-05 tcost = 0.00015280969916426414 avgTcost = 0.0001754470710763055 btau_tcost = 0.00015280969916426414 atau_avgTcost = 0.005087965061212859 penalty = 0.0017542064780225787 assets = 7169 NAV = 10497379.573465193 ================================================== [post_opt_validation] 2026-08-03 gross=3.7490 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-08-03 strategyLongShortType=BOTH net=0.2596 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-08-03 turnover=0.1747 turnover_percent=4.66% limit=20.00% [post_opt_validation] 2026-08-03 max|w|=0.0297 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-08-03.