I find these options are best when dealing with cross-ups:
- Reversal HP Headbutt
- Dash out
As you can probably tell from the list, Balrog doesn’t really have very many good options.
Reversal HP Headbutt won’t connect (except for the odd ambiguous crossup), but it’ll give you a good amount of distance away from your opponent and get some breathing space. Invincibility frames will also help your escape.
Dashing out and blocking are no brainers. Just be careful you don’t get caught out with ambiguous cross-ups.
s.MP and c.HP are good anti-air options without charge. In terms of cross-up situations however they are quite lacking. Only attempt these if the cross-up attempt is coming late.
On wake-up, jb.HP is probably the worst option you have. They have to be really late in their cross-up attempt for this to work.
Dash Ultra during a cross-up is not going to work, you’ll lose the charge. You can just Ultra but you’ll whiff for years. Best case scenario, if you somehow do keep your charge on crossup, and Dash Ultra in the right direction, your opponent is not going to be airborne and be ready to block.