Before revision:  In our numerical experiments, which are based on a realistic tax-loss harvesting scenario, our method almost always solves the nonconvex problem to optimality, and when in does not, it produces a trade list very close to optimal.
After revision:  In our numerical experiments, which are based on a realistic tax-loss harvesting scenario, our method almost always solves the nonconvex problem to optimality, and when it does not, it produces a trade list very close to optimal.