ALL IS WELL in 20260806 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.22442685400914603 gross = 3.820530510640478 netReturn = 0.3214769217480653 variance = 0.006016594292558382 gamma_variance = 0.09024891438837573 linearCost = 0.0001051465885433752 avgLinearCost = 0.00010320097436717238 impactBuy = 3.3690503553105664e-05 impactSell = 3.2513895593206135e-05 tcost = 0.000171350987689687 avgTcost = 0.0001694053735134842 btau_tcost = 0.000171350987689687 atau_avgTcost = 0.004912755831891042 penalty = 0.0017170465309628096 assets = 7167 NAV = 10499169.949970681 ================================================== [post_opt_validation] 2026-08-06 gross=3.8198 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-08-06 strategyLongShortType=BOTH net=0.2901 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-08-06 turnover=0.1712 turnover_percent=4.48% limit=20.00% [post_opt_validation] 2026-08-06 max|w|=0.0291 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-08-06.