These transition periods in the markets are rough on this trading system. This trade was looking good until Friday. The action all week was pretty wacky. Thursday sure looked like it was a bounce. Then Friday opened up and just ran down. Per the rules of this trade. There is a close below the Trailing Stop so we closed the Calendar and the long call and purchased a short put 70 delta. See below

Closed

Sold 6 each 3/20/2020 30 Puts at .34

Bought back 6 each 3/20/2020 31 Calls at 1.11

Bought back 6 each 2/21/2020 31 Puts at .29

Opened

Bought 8 3/20/2020 31 Puts at .70