We are using the S&P 500 SPDR (SPY) and 20+ Yr Treasury Bond ETF (TLT) for the benchmark.
As noted before, it is pretty hard to beat buy, hold and annual re-balance for a 50/50 portfolio of SPY and TLT. Line one shows a Compound Annual Return of 9% and a Maximum Drawdown of 21%. The win-loss stats come from selling at the end of each year to rebalance.