Paired Switching: Stocks vs Bonds (SPY + AGG)

This strategy holds one of two funds at a time: SPY, a US stock market fund, or AGG, a US bond fund. Four times a year, at the start of March, June, September and December, it checks which of the two gained more over the last 90 trading days (roughly four months). It puts all the money into that winner and keeps it there until the next check three months later. Backtested on AMEX:SPY, AMEX:AGG, da