ALL IS WELL in 20260804 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.21945453320550906 gross = 3.786364739128719 netReturn = 0.3167488474759954 variance = 0.005864493819808025 gamma_variance = 0.08796740729712038 linearCost = 0.00014784132536404214 avgLinearCost = 0.00015932892763127865 impactBuy = 3.686931629941394e-05 impactSell = 4.283067041218578e-05 tcost = 0.00022754131207564185 avgTcost = 0.00023902891434287836 btau_tcost = 0.00022754131207564185 atau_avgTcost = 0.006931838515943473 penalty = 0.0021675271453468507 assets = 7169 NAV = 10499155.761121565 ================================================== [post_opt_validation] 2026-08-04 gross=3.7850 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-08-04 strategyLongShortType=BOTH net=0.2626 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-08-04 turnover=0.2159 turnover_percent=5.70% limit=20.00% [post_opt_validation] 2026-08-04 max|w|=0.0294 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-08-04.