The Feynman Study: Part 6-5

In Part 6-5 of the Feynman Portfolio Study I continue the theme of Risk Management with application of the SHY momentum filter, introduced in Part 6-4, to the periodically optimized and re-balanced “Dynamic” Feynman Portfolio analyzed in Part 3 of the Study.

The results are characterized by a relatively smooth equity curve with low volatility and a 7.89% CAGR over the 6-year analysis period.

Part 6-5 of the Feynman Portfolio Study is available as a downloadable Word file here with detailed information on asset allocations provided in Appendix 10 downloadable here.