No offense, but you seem to be getting into more pickles than I have while trading this system. Your graphs don't look very healthy either.
For instance, your max loss on the short side increases as price goes down...it shouldn't be like that...it should be a flat, horizontal line, and you should be losing the same max amount whether the RUT ends up five points past your lower long strike, or goes to zero...shouldn't matter...you'll lose the same exact amount.
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