MATT monthly review March 2026

A volatile month on the markets lies behind us. Almost all trends on the stock market were broken. Only commodities continued to benefit. At the end of the month, hopes of an end to the war in Iran emerged, which brought the trends in the other direction closer again.

All allocation trends were clearly in sync at the end of last month. The emerging markets and gold trends were both broken, although gold was still above the SMA on the date of the signals and therefore remains in the portfolio.

With commodities, energy and gold, the portfolio is clearly defensively positioned and completely avoids (normal) equities.

In general, a market environment with rapidly changing trends is rather bad for momentum strategies and MATT.

This month there were also approx. -2% stochastic losses due to timing, which had a negative impact on performance. Since the signals are calculated at closing prices, but I trade at the main trading times on the following day in order to minimize spreads, there are deviations between signals and actual execution prices. This should balance out over the long term. This month, due to the volatility, there was about 7% downward deviation when selling 3xEM and upward deviation when buying 2xGold.

In future, I plan to include systematic and stochastic gains/losses in the monthly review.

Systematic losses would be, for example, spread and Wikifolio fees.

@wokenbynoises Your GTAA variant will also be added next month

Then we can actually set up a Getquin umbrella wikifolio xD.

This month the wikifolio should become investable for MATT.

MATT strategy: https://getqu.in/1zBXjL/

Wikifolio (investable from around mid-April): https://www.wikifolio.com/de/de/w/wf000matt0

Asset performance (in portfolio):

Energy | +13.19%

Commodities | +3.76%

Gold 2x | -12.01%

EM 3x | -30.54%

Wikifolio certificate:

03/2026: -7.89%

Since 01.02.2026: 0.15%

Comparative values Performance (Max DD):

03/2026

🥇3xGTAA: +3.3% (-16.2%) @Epi

🥈MSCI World: -4.9% (-5.6%)

🥉MATT: -7.9% (-11.6%)

Individual stocks-Mom: -8.4% (-24.7%) @Krush82

Gold: -9.0% (-17.1%)

Since 01.02.2026

🥇3xGTAA: +23.2% (-16.2%) @Epi

🥈Gold: +0.3% (-17.1%)

🥉MATT: +0.2% (-12.1%)

MSCI World: -3.7% (-5.9%)

Individual stocks mom: -4.4% (-24.7%) @Krush82

Trading days:

13.03.

no changes

27.03.

- EM 3x $3EML (-1.54%)

Allocation at the end of the month:

33% 2x gold $LBUL (-5.31%)

30% Energy $IXC (+1.46%)

30% commodities $XDBC (-0.19%)

7% Cash

Bingpot@theflyingsquirrel

14H

One more idea, since a daily signal check system with cool-down has not produced any advantage according to your backtest: so as an additional rule: on a day-to-day basis, you could check the currently held assets for the SMA and the assets are immediately kicked out if they fall below the SMA and not only at the signal check every 15 days. This means that until the next signal check, the asset that has fallen out is switched to cash. What do you think?

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SemiGrowth@SemiGrowth

12H

@theflyingsquirrel interesting idea. I have tested this and it delivers very similar (slightly worse) results. Both in terms of performance and max drawdown.

The idea is that medium-term trends are taken along. We are not so interested in short-term fluctuations. When rebalancing takes place, MATT invests in the assets with the strongest medium-term trend. This is not necessarily broken by a bad day. In my opinion, the 14-day approach offers a good compromise between taking the trend too long and rebalancing immediately.

@SemiGrowth Thank you for the information. I would be interested to know if there is only no advantage to this, as you can react relatively frequently with your 14 day signals anyway. Would it be a lot of work if you tested the whole thing (selling and shifting to cash as soon as on a daily basis under SMA) for a 30 day signal check system instead of your 14 days? Many thanks in advance!

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