I believe that for these double diagonals the timing is important. Notice on the volatility cone the orange horizontal lines, these are the pre-defined adjustment points. You can see how the 1 st. deviation on the volatility cone intersects these adjustment points in a certain time period. In my mind, this is telling me that simply by law of probabilities the trades have a high probability of requiring adjustments if you stay too long. So I didn't want to test the theory and decided to book the profits.
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