In this Part 6-4 of the Feynman Portfolio Study I continue the theme of Risk Management as applied to Portfolios described in earlier Parts of the Study.
In this Post I switch from the Moving Average filter, as discussed in Parts 6-1 to 6-3 of the Study, to a “Momentum” Filter and apply this filter to the “Passive” Feynman Portfolio described in Part 2 of the Study.
The performance of this portfolio, with the momentum filter, is compared with the original unfiltered “Passive” portfolio and with the ITARR filtered “Passive” portfolio (Part 6-1).
Part 6-4 is available as a downloadable Word File here with the supporting detailed holdings provided in Appendix 9 available here.
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