ALL IS WELL in 20260805 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.22448568531853139 gross = 3.8030981802556347 netReturn = 0.32312540181271854 variance = 0.006025855975100471 gamma_variance = 0.09038783962650707 linearCost = 0.00012759023117446506 avgLinearCost = 0.0001356230570456482 impactBuy = 3.340875761022264e-05 impactSell = 3.800255216524277e-05 tcost = 0.00019900154094993047 avgTcost = 0.00020703436682111362 btau_tcost = 0.00019900154094993047 atau_avgTcost = 0.0060039966378122945 penalty = 0.0020488786889178772 assets = 7167 NAV = 10499180.977392158 ================================================== [post_opt_validation] 2026-08-05 gross=3.8022 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-08-05 strategyLongShortType=BOTH net=0.2820 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-08-05 turnover=0.2041 turnover_percent=5.37% limit=20.00% [post_opt_validation] 2026-08-05 max|w|=0.0293 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-08-05.