Your arms are getting tired?
My old band teacher used to say that it really isn't so much as a strength problem....it's
endurance. Strength is picking up the horn. Encurance is keeping it there.
It's like trying to see how long you can hold an object in each hand with your arms outstretched to the left and right (perpendicular to the rest of your body). If you can make it in 8 and a half minutes (the average length of most marching shows I've seen/been in), I'd say you're in pretty good shape. Even if you aren't holding anything...after a certain amount of time, yoou start to feel uncomfortable.
Working out probably would be a great help to you...
especially excercising your upper arms. I'm not much of an athlete but my arms were in the best shape ever when I was playing flute. (Again...you need endurence to keep the instrument parallel. A lot of your flute players probably march with their instruments at an angle. This is a big no-no....parallel to the ground is goooooood). But then they got all sissy because I switched to picc and it takes very little effort to keep that parallel....it's so small.