ZEBRA to replace stock exposure but adjusted to enjoy some theta decay?

I hold MSTR which I'm very bullish on as I'm a Bitcoin lunatic, but this is not the point of this post. It has historically high IV, but currently somewhat lower IV (30% percentile rank compared to last 52w). I'm considering replacing holding stocks with ZEBRA but long very distant expiration and short front weekly repeatedly:

• MSTR price $130
• Long 2x ITM 125 call June 2026 (645 DTE, 75 deltas each)
• Short 1x ATM 130 call weekly every Monday morning (5 DTE, 50 deltas)

The idea is I keep approx. 100 deltas (similar price exposure to holding stocks) but I keep cashing the short call premiums if price stays flat or drops, and also speculate a bit on IV going up on those long calls. I would roll the short call every Friday to avoid assignment if price goes up.

I'm wondering what happens when price jumps and I'm oozing money on the short call. Total delta probably goes down a lot and I lose part of the profit I would have if holding stocks only. But this should be ofset by collected premium from the weekly shorts, especially if the price remains flat for extended time. What are the risks I'm missing? How will I blow up my account again with this experiment?