A proprietary cross-asset framework scanning 230+ instruments across global macro ETFs and the world's largest equities. Every instrument is scored, ranked, and published with calculated reference levels, risk parameters, and earnings calendar data. Process-driven quantitative research with no discretionary opinions.
Vivé Macro applies a proprietary quantitative framework across the full global investable universe, covering macro ETFs spanning every asset class, plus the 50 most liquid US large-cap equities. Every instrument is scored, ranked, and filtered through the same disciplined process, producing systematic data outputs with no forecasts and no discretionary opinions.
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 research desks produce internally. All investment decisions remain solely with the subscriber.
A disciplined, multi-factor screening process applied across 230+ instruments weekly. Momentum analysis, structural trend confirmation, and conviction scoring identify the highest-ranked instruments by quantitative criteria.
Every scored instrument includes calculated reference levels for entry, stop loss, and target, all derived from actual price structure rather than arbitrary percentages. Position sizing parameters are provided relative to user-defined portfolio inputs for informational purposes.
Our system cross-references every scored instrument against the earnings calendar. When a binary event approaches, the data flags it in advance, providing relevant calendar dates and historical volatility context for the subscriber's own analysis.
Previously scored instruments are monitored continuously and updated assessments are published with the same systematic discipline as initial scores. When quantitative conditions change, the data reflects it in real time.
Vivé Macro delivers a systematic quantitative framework that scores and ranks 230+ instruments across every major market, publishing calculated reference levels, risk parameters, and earnings calendar data every Monday. One weekly research publication replaces hours of manual screening.
US large-cap equities, global indices, sector ETFs, precious metals, energy, agriculture, bonds, currencies, and digital assets, all scored and ranked through one systematic framework every week. Comprehensive cross-asset coverage.
Every scored instrument is published with calculated reference levels for entry, stop loss, and target, all derived from actual price structure rather than arbitrary percentages. Risk parameters are quantified in dollar terms for informational purposes.
Our system cross-references every scored instrument against the earnings calendar. When a binary event is approaching, the data flags it with relevant dates and historical context. Earnings-aware research for informed decision-making.
Enter a reference portfolio size. The system calculates illustrative position sizing parameters, including share quantities, dollar exposure, and risk metrics per instrument. A quantitative tool for the subscriber's own portfolio analysis.
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.
From weekly quantitative research to advanced analytical tools and institutional-grade publications.
Vivé Macro is a quantitative research platform that scans 230+ instruments across 14 asset classes every week. Our proprietary framework identifies momentum shifts, calculates reference levels for entries, stops, and targets, and delivers institutional-grade analysis directly to your inbox and private portal.
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 signals, scores, and reference levels are outputs of a systematic model — not personalised recommendations. You are solely responsible for your own investment decisions.
Every Monday you receive a curated signal report by email with opportunity cards, exit signals, and a macro summary. Higher tiers include access to the Execution Portal — a private dashboard with live pricing, position sizing tools, one-click brokerage execution, earnings intelligence, and exposure analytics.
Three tiers are available: Standard at $125 per month, Execution 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 opportunity card includes clearly defined reference levels, risk parameters, and position sizing — so you know exactly what is being presented and how it was calculated. Our in-portal FAQ covers everything from reading signals 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, European Equities, Asian Equities, Emerging Markets, Precious Metals, Energy Commodities, Agriculture, Industrial Commodities, Government Bonds, Corporate Credit, Currencies, Digital Assets, and Volatility — 230+ instruments in total.