About Mojena Market Timing

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Mojena Market Timing uses a proprietary market timing model that switches investments between an indexed stock mutual fund and a money market fund, based on unambiguous buy and sell signals.  The model updates weekly following the market’s Friday close, so any signal change goes out over a weekend.  Switches are infrequent for the timing model, averaging about two per year.

Richard Mojena is Professor Emeritus of Management Science and Information Systems in the College of Business Administration at The University of Rhode Island.   He received a Ph.D. in Quantitative Analysis and Finance from the University of Cincinnati.  He has consulted and published articles in professional journals on statistical forecasting and classification methods, applied mathematics, and financial modeling.  He is the author and co-author of ten textbooks in operations research and computer programming.  He's also been cursed with a perverse desire to go out on limbs and is blessed with reasonably thick skin.

Specific and personalized investment advice is not intended by this communication. Its contents are for the public record as a free public service. Information is based on the analysis of past data and assessments by the models. Future performance may not reflect past performance. Profitable trades are not guaranteed. No system or methodology ensures stock market profits. No guarantee is made regarding the reliability or accuracy of data. In other words, use this stuff at your own risk!