Dear @CavaliereVerde , you know I respect you as colleague, investor and person.
I glimpse from your words a cue to write a little consideration for a reflection, it is necessary to say for me that the two portfolios have different composition also for pairs. Currently both are having difficulties due to different reasons, accumulated losses in these months depend on different pairs/components and are not related to the few they shares in common. The alignment for some direction is/was/will be similar sometimes and although they exploits daily different movements, the return can be however also the same during some periods or also quarters, but their DD like their GAINS even if sometimes similar are not depending from same strategies or hypothesis similar systems. This is happening, like it happens or could happen between two portfolios non similar or not related between each-other, both during favorable moments both to unfavorable ones. This is an eventuality, you will have got the chance to verify that during times this is possible, also with other portfolios, probably even for example considering your own, but I think you already know this, otherwise I would not have read too the phrase "the exception will be for my Darwins where I know the strategy and the signal."
Will see in the coming weeks, I will respect your choice and wait to see where the needle will fall.