Edge Over Market Playing IV Crush?

It's hard to find info online on for reverse double calendar, whenever start to deviate so far from the norm begin to wonder if am just finding a bad strategy if not would be discussed more. This is complex, lots of variables maybe that's why less discussion so am really hoping someone has experience with these?

1. On the day of earning's, am selling weekly when IV is skyhigh capturing massive premium
2. Buying a monthly with long legs which will avoid IV crush so far out in time
3. This is a reverse diagonal so OTM sell weekly, further OTM buy monthly, creating a backspread which can invoke spread loss but will now provide even more premium and cheaper long legs.

The entire idea is to capitalize selling IV when it's at its highest. Can only trade this once every 3 months per ticker which is the trade-off, but it feels like an actual edge over the market, taking advantage of the high IV environment. Here's what it looks like on NVDA:

Spread Breakdown

PnL Chart

I would receive the most amount of premium possible, avoid the IV crush using longer dated long legs which won't crush like the weekly, benefiting from the directional implied move and positive Theta decay. Thoughts?

CONCLUSION: The max loss is not actual loss if am not mistaken, rather missed-profit loss. If price ran to $95, the $105 put would expire with $500 worth of intrinsic value, which the long legs profit would cover. Aside from spread loss and original debt paid, this PnL chart is acting like the long legs wouldn't profit so it's wrong. Most likely it's accounting for the missed-profit my long legs didn't receive, the missed-profit opportunity due to the short legs assignment at $105. In reality, even $85 would still give the value worth the green dot on the left side in the middle, it's not much profit but still something and not just red loss.