CRITICAL ERRORS in 20260811 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.20498683796691913 gross = 3.9128274926889173 netReturn = 0.3172769523720504 variance = 0.006106546762734347 gamma_variance = 0.0915982014410152 linearCost = 0.00012795323897215314 avgLinearCost = 9.977127678515303e-05 impactBuy = 1.022521741407923e-05 impactSell = 2.2260777561999536e-05 tcost = 0.00016043923394823192 avgTcost = 0.00013225727176123178 btau_tcost = 0.00016043923394823192 atau_avgTcost = 0.0038354608810757217 penalty = 0.016696012849092078 assets = 7439 NAV = 10499108.375927852 ================================================== [post_opt_validation] 2026-08-11 gross=3.9120 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-08-11 strategyLongShortType=BOTH net=0.2004 bounds=[-0.0500,0.2000] [post_opt_validation] FAILED net_out_of_bounds @ 2026-08-11: net=0.2004 not in [-0.0500,0.2000]