OPERATIONAL DUE DILIGENCE (ODD)
An ODD report (/odd/[deploymentId]) is an interactive, allocator-facing summary of a deployed strategy. It separates what a manager declares from what the platform observed, and every section cites the data source it was computed from.
Report Sections
1. Strategy Overview
Type, deployment date, status, version history, and data source.
2. Investment Process
Execution model, rebalance frequency, signal type, universe scope, and data inputs.
3. Risk Controls — Declared
The limits the strategy declares: max drawdown, position size, sector concentration, gross exposure, and kill-switch thresholds.
4. Risk Controls — Enforced
What actually happened: breach days, breach rate, scaled days, kill-switch triggers, and compliance rate.
5. Governance Model
Immutable event logging, version locking, guardrail enforcement, kill-switch policy, and audit trail.
6. Operational Maturity
Maturity score and badge with a component breakdown and platform percentile rank.
7. Track Record
Sharpe, Sortino, Calmar, max drawdown, returns, win rate, and (when available) Fama-French factor attribution.
8. Behavioral Consistency
Discipline score: rebalance adherence, risk-limit respect, and deployment continuity.
Important Notes
- All performance is simulated paper trading — not live results, and not investment advice.
- Reports are machine-generated from platform data (governance events, decision logs, portfolio snapshots) and timestamped with a data-as-of date.
Related: Public Tearsheets, Verified Strategies, and Discovery.