Err, let's try that again - BOOM! WINNING!
Well, not that way. Win financially. Consider the following screen shot:
The results were achieved via EzBacktest, try it. I can't guarantee your own personal financial results, but I do offer you a great tool to try different investment scenarios.
A note regarding the 'bear/bull' simulation shown above, I've used two simple-moving averages for getting signals; 200 and 35, and had the signal activated when one crosses the other. The screen shot will provide you with the rest of the details on the right side where all of the text explains the allocations. When in bear signal, the portfolio is the IEF ETF at a 100% allocation.