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I think a big reason this came up is that many of the hedged straddle trades are too expensive for a 10K portfolio - I don't recall the model portfolio size being much of an issue before this type of trade. So, for some trades, the short to long ratios are adjusted down to 1:2 to make them fit into the 10K portfolio. And, if the stock price doesn't move before shorts expire you wind up making more, but if the stock price does move significantly then the profits will be significantly lower than a trade using a lower ratio. Maybe a compromise is to keep model portfolio at 10K but to include some wording on applicable trades like "you may want to consider a lower short to long ratio if your typical trade allocation is larger, as this lower ratio will perform better when there are gamma gains". I think most members already using these trades get this point, but we're always getting new members.