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The hedged straddles are indeed far less riskier trades, assuming that trade entry was at decent prices based on prior history. But on the flip-side, gains over +10% are very good for straddles but are just ok for calendars which are bit riskier - not high risk by any means, but riskier than hedged straddles. Given that background, it makes sense that you can use a larger allocation for a less risky trade type. However, with the model portfolio, we can run into sizing issues if we have a lot of trades active and some are at larger allocations. So, the 10% (or close to $1000) allocation size for official trades will remain intact - I think people use a wide variety of trade allocation sizes anyway, so I think users can elect to use larger sizing for their hedged straddle trades if they want to (I tend to do this with my own trades) . Also, I try to put in the trade discussions to use different ratios, with their corresponding larger allocation sizes, where I think they will work and perform better when the stock price has a significant move.