I would consider to:

1. start by constructing a portfolio of the IWM Robot and GDX Robot that has produced the lowest intraday drawdown, not considering leverage.

2. next construct a portfolio of the IWM Robot and GDX Robot that has produced the lowest end-of-day drawdown, not considering leverage.

3. next construct a portfolio of the IWM Robot and GDX Robot that produces the lowest annualized volatility, not considering leverage.

After performing the above steps, a clear answer as to the appropriate allocation between the two robots may emerge (at least based on historical results) for the maximization of volatility-adjusted return. If not, further investigation will be required.