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He went back again and again and again but it always ends with Penny Parker dying and Stephen Strange mind fracturing. The only options is letting her die or forgetting her, options Stephen is not willing to accept and so he kept going back, sinking deeper into the dark, consuming more and more power, fracturing the universe, turning himself into a monster and ultimately failing to save her.
In the end he found a solution, leave everything behind, take Penny and leave the very universe that kept rejecting her. He knew he was wrong in a way, loving her the way he did, where his love for her meant not accepting to forget her, causing the death of thousand if not millions of people , fracturing the universe.
That’s where the madness started, on its bid to save itself, the universe set to destroy Penny Parker. She had died and so the universe had saved itself, leaving him in his grief. This grief is what made him brake a vow he was never meant to break, use the time stone for his own selfish wish.
So the battle began, Stephen Strange against the universe. Him going back trying to save her and the universe ultimately winning and so the cycle of madness began. Trying to twist the laws of the universe for the chance of saving her, getting the Darkhold in his bid to get more power, consuming creatures of immense power, even going as far as consuming other Stephen Strange of different universes.
‘You have to stop! Please, you have to let me go!’
‘No!, please don’t ask me that’
‘It’s my fault, everything happen because of me’ Penny cried, as she chocked on her own blood
In that moment Stephen felt guilty, not for what he has done or what he will do in the future, but because he made Penny feel that this was her fault, that the choices he made were her responsibility to bear, the lives lost, the madness that consumed him were somehow her fault. When in reality this happened because of his selfishness, because he could not let go of a girl he had fallen irrevocably in love with and in his greed he had damned the Universe.
Penny cried in his arms, slowly dying, knowing that in a few minutes Stephen will be going back, back to the beginning, back to the madness, back to consuming to get more power and destroying lives for her. As she took her last breath she looked at him with sadness and guilt, as well as love because no matter what he had done what she knew he will do, no matter what he had became, he is still the man she loves. She just wished that they lived in a universe where loving each other did not mean damning everything.
Stephen hugged her dead limp body, already thinking what he needs to do next time to finally save her, what sins he will need to commit. As he was getting ready to use the time stone to go back again he heard foot steps behind him, as he turned he saw Wong.
‘You need to stop’
‘Never, not until I save her’
‘This is not something she would have wanted’
‘This is something’s that must be done’ Stephen said with conviction
Wong sighted knowing he will never be able to convince him.
‘Have you ever thought of another way, a way where you don’t need to brake the universe’
‘You have an idea’
‘Instead of fighting the universe, why don’t you leave, take Penny and leave this universe’
Stephen looked at Wong and Wong knew he wanted him to elaborate.
‘This universe is rejecting her, she could no longer live here, the only way she could live is to go to a place where she had never exited, a place where you or her never existed, you have to write your existence into that new universe’
Stephen never thought of it, maybe because of grief or the madness that consumed him. But Wong was right, why stay in a world that did not want her, a world that took everything from her when she did nothing wrong, a world that cursed her when there were worst people to curse but choose an innocent girl who wanted the best for the world.
He closed his eyes and looked through trillions of universes. Worlds where they existed, where she did and he didn’t or he did but not her, worlds where neither did but a world too different to live peacefully or worlds where it has already been destroyed. He finally found one, a world we're his parents met but were never able to conceive and so it ended in divorce. A world where cities that never existed in his universe but existed in this one, different heroes, no avengers but the Justice League, changing the lives of many, turning them into different people such as Penny’s father being adopted by a Bruce Wayne or Penny’s uncle going by a different name such as Jason Todd and because of those changes Penny never got the chance to exist. It was perfect.
He looked at Wong.
‘Thank you’
And he went back one last time.