Why are the allocations for Universal Investment Strategy X 2 so much different than those of the US Market Strategy x2? 2/3 of the assets are the same (UGL, UBT) and SSO has a similar Sharpe Ratio to QLD in any given period, with an identical Sharpe Ratio in the last 3 months. Moreover, the Sharpe Ratio for UBT over the past 3 or even 6 months is low. Shouldn’t the UISx2 algorithm allocate away from long term treasuries right now? And shouldn’t the algorithms between these two strategies end up with pretty similar allocations to stocks, bonds, and gold? Any help would be great, thank you.