The Feynman Study: Part 6-2

In this continuation of the Feynman Portfolio Study I apply the 195-Day EMA (ITARR) filter to the “Classic” re-balanced 50% Equity/50% Bond Portfolio analyzed in Part 4 of the Study.

For some Investors there may be some disappointment in the performance of this portfolio with the ITARR filter, but it is characterized by a “reasonable” 6.26% Compound Annual Growth Rate (CAGR) over the 6-year Study period, with an incredibly small (month-over-month) maximum drawdown of 5.32% and very low volatility. This might be an attractive strategy for the conservative investor.

Part 6-2 is available as a downloadable Word file here with the detailed Appendix 7 available here.