You have 2 systems, one long and one short. You start each system with $100K and decide to resize the capital allocated to each system on a weekly basis. After 1 week, your short system is down $20K and your long system is breakeven. You want to reduce capital allocated to your short system by $20K to reflect the recent poor performance of the short system. However, if you do that you will be long $100K and short only $80K intraday, thus exposing yourself to larger drawdowns if the market sells off. The question is: do you a) treat both systems as "one big system" and reduce exposure to both systems equally, thus punishing the long system, or b) reduce only the short system and lose your perfect balance between long and short exposure?