
About Mojena Market Timing
Mojena
Market Timing uses
a proprietary market timing model that
switches investments between an indexed stock fund or
ETF that tracks the S&P 500 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
three over two years.
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.
Richard is now retired,
back on land in SW Florida in a new house with his wife Cynthia… and
Chihuahua Eduardo (Eddy) occupying the empty nest. They recently sold their floating home Sinterra and are now looking for a
little sister more appropriate for exploring the local shallow waters. See their blog for Sinterra’s closing chapter. Bambi
remains on call for the next land adventure.
This complimentary service remains commercial-free with no advertising links or fees, except for the independent performance report provided by the TimerTrac link below the menu on the front page. Note that the TimerTrac report does not account for dividends and their reinvestment, as we do and as would be the case in the media, thus showing lower returns for both buy-and-hold and our standard strategy during buy signals than those seen under our live performance table in Reality Check. This is a significant difference in cumulative returns over long time horizons as dividends and their reinvestment make up 30-50% of S&P 500 total returns, depending on the chosen time horizon.
Distribution
Copyright © 2012 Richard Mojena. All rights reserved. All materials contained
on this site are protected by
Disclaimer
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!