There's no getting away from the fact that back ratios mean buying (very expensive) skew ... the only slight skew benefit is that being long the two means you can sell one teeny against it, if the back ratio is close in enough (that is, net you are selling a BWB with a very wide lower leg) ... doing this, you cap the left side of the t+0 but you can cap it at a positive terminal value.
IMO back ratios are best constructed near strikes where your fly lower leg is, roughly and plus or minus ... in this area they can be significantly less expensive than equivalent long option protection, but they need to be managed (rolled, contracted) to avoid issues of sea of death and getting-too-expensive-to-hold. Most traders don't like this idea because effective hedging is very expensive ... you can't just blow a few hundred on unit puts and/or VIX calls and expect to have a good hedge for a 10% gap (30% yes, 10% no) ... rather, you have to get serious and say, for example, "I'm going to blow a full 33% of my expected trade profit on a hedge that will reduce my max loss by 66%, raise my far left p&l to about $0, and make my near t+0 line quite a bit better, but still very painful on a big gap down."
If you prefer to live the lifestyle of always being hedged for the big one, check out Bertino's group ... the ideas are (1) have your income structures far down enough so the hedges necessary to protect them are effective in spite of being very far OTM, and (2) as a way of life, always be blowing a chunk of your potential profits on building up your hedge portfolio ("blowing a chunk of your potential profits" is what Ron calls "getting free hedges"). It's quite impressive to see the hedge portfolios these guys are building up without spending much upfront.