Vivé Macro is a proprietary quantitative system that scores and ranks 260+ instruments across 16 asset classes every Monday — spanning global equities, defence and aerospace, commodities, fixed income, currencies, and digital assets. When a thematic cluster emerges, the framework extends to the constituent level, analysing individual holdings across US, European, and Asian exchanges to identify where conviction is concentrating. Calculated reference levels, structural risk parameters, and earnings calendar data are published for every scored instrument. This is the cross-asset research infrastructure that institutional desks build internally — systematised and delivered as a weekly publication.
Vivé Macro applies a proprietary quantitative framework across the full global investable universe — macro ETFs spanning every asset class, 55 of the most liquid US large-cap equities, and dedicated coverage of defence, aerospace, infrastructure, and European energy. Every instrument is scored, ranked, and filtered through the same disciplined process. When a thematic cluster scores above our conviction threshold, the framework extends to the constituent level — analysing the individual holdings across Frankfurt, London, Hong Kong, Mumbai, and Seoul to identify precisely where momentum is concentrating.
The result is a weekly research publication where every scored instrument is presented with calculated reference levels, structural risk parameters, a risk-calibrated price target, and an earnings calendar overlay. Subscribers receive the same depth of quantitative data that institutional macro desks produce internally — published systematically, without discretionary opinion. All investment decisions remain solely with the subscriber.
260+ instruments scored and ranked weekly across defence, aerospace, infrastructure, water, global equities, commodities, currencies, and digital assets. The framework applies consistent quantitative criteria across every instrument regardless of asset class or exchange.
When a thematic cluster scores above our conviction threshold, the framework extends to the single-name level — analysing individual holdings across US, European, and Asian exchanges to identify where momentum is concentrating within the theme.
Every scored instrument is cross-referenced against the global earnings calendar. When a binary event approaches, the system publishes the relevant dates and historical volatility context in advance — ensuring full awareness before any position is considered.
Every previously scored instrument is reassessed with the same quantitative rigour as the initial score. When conditions deteriorate, the data reflects it with the same clarity and conviction as the original entry — no ambiguity, no discretionary hesitation.
Every Monday, Vivé Macro publishes a comprehensive cross-asset research report. 260+ instruments have been scored, ranked, and assessed across 16 asset classes. Where thematic conviction is strongest, the framework has extended to the constituent level — identifying the individual names driving momentum across global exchanges. Calculated reference levels, risk parameters, and earnings calendar data accompany every scored instrument. One systematic publication replaces the fragmented workflow of monitoring multiple sources, screening tools, and newsletters.
When a thematic ETF scores above our conviction threshold, the framework extends to the single-name level — scoring individual holdings across US, European, and Asian exchanges. European defence scoring high resolves to Rheinmetall, BAE Systems, and Thales individually. Emerging market strength resolves to the specific names in Mumbai, Seoul, or São Paulo driving the rotation. Conviction at the ETF level is confirmed — or challenged — at the constituent level.
Every scored instrument is published with calculated entry zones, stop losses, and targets derived from actual price structure. Risk parameters are quantified in dollar terms. The data presents what the framework observes — clearly, systematically, and without discretionary interpretation.
Every scored instrument is cross-referenced against the earnings calendar. When a binary event approaches, the publication flags it with relevant dates and historical volatility context. Earnings-aware research ensures full situational awareness before any position is considered.
Enter a reference portfolio size. The system calculates illustrative position sizing parameters — share quantities, dollar exposure, and risk metrics per instrument — calibrated to subscriber-defined inputs. Institutional risk discipline, systematised.
Backtested results across distinct asset classes. All figures based on $10,000 starting capital with no leverage. Trades executed at weekly close prices.
January 2020 to February 2026 (6.1 years) - 4 trades
| Metric | DROC Gold | S&P 500 |
|---|---|---|
| Starting capital | $10,000 | $10,000 |
| Ending capital | $30,574 | $18,948 |
| Total return | +205.7% | +89.5% |
| CAGR | +20.1% | +11.0% |
| Sharpe ratio | 1.19 | 0.44 |
| Total trades | 4 | Buy and Hold |
| Time in market | ~60% | 100% |
| Worst year | None | -18.1% (2022) |
| # | Entry | Exit | Entry $ | Exit $ | Return | Weeks | Result |
|---|---|---|---|---|---|---|---|
| 1 | Jan 2020 | Nov 2020 | 1,552.39 | 1,878.95 | +20.8% | 43 | WIN |
| 2 | Nov 2022 | Aug 2023 | 1,750.87 | 1,913.82 | +9.1% | 38 | WIN |
| 3 | Jan 2024 | Dec 2024 | 2,029.62 | 2,648.86 | +30.3% | 47 | WIN |
| 4 | Feb 2025 | Present | 2,861.84 | 5,108.26 | +78.1% | 53 | OPEN |
Over 6.1 years, the framework delivered 2.3x the return of the S&P 500 while being invested only 60% of the time. It produced no losing year while buy-and-hold S&P 500 investors suffered an 18.1% drawdown in 2022. The Sharpe ratio of 1.19 indicates the return was achieved with substantially lower risk per unit of gain, and the framework outperformed the S&P 500 by 9.0% annually on a compounded basis.
June 2019 to December 2025 (6.5 years) - 3 trades
| Metric | DROC Bitcoin | Buy and Hold |
|---|---|---|
| Starting capital | $10,000 | $10,000 |
| Ending capital | $107,587 | $94,475 |
| Total return | +975.9% | +844.8% |
| CAGR | +44.0% | +41.1% |
| Sharpe ratio | 1.09 | 0.60 |
| Total trades | 3 | Buy and Hold |
| Win rate | 100% | - |
| Time in market | 79% | 100% |
| 2022 drawdown | Not invested | -61.3% |
| # | Entry | Exit | Entry $ | Exit $ | Return | Weeks | Result |
|---|---|---|---|---|---|---|---|
| 1 | Jun 2019 | Jul 2020 | 9,273.52 | 9,525.36 | +2.7% | 57 | WIN |
| 2 | Aug 2020 | Mar 2022 | 11,758.28 | 42,892.96 | +264.8% | 83 | WIN |
| 3 | Jun 2023 | Dec 2025 | 30,514.17 | 87,611.96 | +187.1% | 129 | WIN |
Bitcoin is one of the most volatile major assets in the world. Buy-and-hold investors experienced a 61.3% drawdown in 2022. The framework exited in March 2022, before the collapse, and did not re-enter until June 2023. The result: higher absolute returns than buy-and-hold ($107,587 vs $94,475), a Sharpe ratio nearly double (1.09 vs 0.60), and 100% of trades were profitable across a 6.5-year period. Three trades. Zero losses.
October 2009 to February 2026 (16.3 years) - 5 trades
| Metric | DROC Nasdaq | Buy and Hold |
|---|---|---|
| Starting capital | $10,000 | $10,000 |
| Ending capital | $117,685 | $160,719 |
| Total return | +1,076.8% | +1,507.2% |
| CAGR | +16.3% | +18.5% |
| Sharpe ratio | 0.80 | 0.73 |
| Total trades | 5 | Buy and Hold |
| Win rate | 75% | - |
| Maximum single loss | -1.8% | -31.9% (2022) |
| Profit factor | 170.7 | - |
| Avg winner duration | 259 weeks | - |
| Avg loser duration | 5 weeks | - |
| # | Entry | Exit | Entry $ | Exit $ | Return | Weeks | Result |
|---|---|---|---|---|---|---|---|
| 1 | Oct 2009 | Feb 2016 | 37.42 | 91.17 | +143.6% | 329 | WIN |
| 2 | Mar 2016 | May 2016 | 99.86 | 99.32 | -0.5% | 9 | LOSS |
| 3 | Jun 2016 | Jun 2016 | 99.34 | 97.55 | -1.8% | 1 | LOSS |
| 4 | Jul 2016 | May 2022 | 104.57 | 294.79 | +181.9% | 304 | WIN |
| 5 | May 2023 | Present | 342.76 | 601.41 | +75.5% | 144 | OPEN |
Over 16 years, the framework turned $10,000 into $117,685 on the Nasdaq 100, compared to $160,719 for buy-and-hold. The absolute return is lower. What the framework delivered instead was protection: a maximum loss on any single trade of just 1.8%, versus buy-and-hold investors absorbing a 31.9% drawdown in 2022. For every $1 lost, $170.70 was gained. Winning trades averaged nearly 5 years in duration. Losing trades averaged 5 weeks. The framework held through the full trend and exited bad trades almost immediately, delivering a higher Sharpe ratio (0.80 vs 0.73) with far greater capital preservation.
All figures represent backtested hypothetical performance based on historical weekly price data. Backtested results do not represent actual trading and do not guarantee future performance. Trades are executed at weekly closing prices with no slippage or transaction costs applied. Starting capital of $10,000 with full position sizing and no leverage. Past performance is not indicative of future results. All investment involves risk of loss.
Research desks that produce this level of cross-asset analysis charge six figures annually. We built the system once and publish it to subscribers every Monday.
Vivé Macro is a quantitative research platform that scores and ranks 260+ instruments across 16 asset classes every week — from global equities and defence to commodities, currencies, and digital assets. Our proprietary framework calculates reference levels for entries, stops, and targets, and delivers institutional-grade analysis directly to your inbox and private portal. When a thematic cluster scores above our conviction threshold, the framework extends to the constituent level, analysing individual holdings across global exchanges to identify where momentum is concentrating.
No. Vivé Macro provides quantitative research and informational publications only. We are not a registered investment adviser, broker-dealer, or licensed financial services provider. All scores, reference levels, and risk parameters are outputs of a systematic model — not personalised recommendations. You are solely responsible for your own investment decisions.
Every Monday you receive the full weekly research publication covering all scored instruments, constituent-level analysis results, cross-asset macro commentary, and systematic reassessment updates. Higher tiers include calculated reference levels, an illustrative position sizing calculator, earnings calendar integration, Interactive Brokers data integration, portfolio analytics, and exposure monitoring through a private client portal.
Three tiers are available: Standard at $125 per month, Advanced at $250 per month, and Institutional at $500 per month. Annual subscriptions receive one month free. Visit the pricing section above for a full comparison of what each tier includes.
A basic understanding of equities and ETFs is helpful, but the platform is designed to be accessible. Every scored instrument includes clearly defined reference levels, risk parameters, and illustrative position sizing — so you know exactly what is being presented and how it was calculated. Our in-portal FAQ covers everything from reading scores to managing positions.
Yes. Monthly subscriptions can be cancelled at any time with no penalties or hidden fees. Annual subscriptions run for the full term and are not refundable after the initial period. Cancellation takes effect at the end of your current billing cycle.
The weekly scan covers US Large Cap equities, US Sectors, Defence and Aerospace (including European contractors), International Developed Markets, Emerging Markets, Precious Metals, Energy Commodities (including European natural gas TTF), Agriculture, Industrial Commodities, Infrastructure and Water, Government Bonds, Corporate Credit, Currencies, Digital Assets, REITs, and Macro — 260+ instruments across 16 asset classes. The framework also performs constituent-level analysis, scoring individual holdings of high-conviction ETFs across all major global exchanges.