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how come he stuck around all those years?
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Well, as you pointed out, Max was mentally unstable.
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I mean, it sounds like the circus community
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unwittingly applied some destabilization
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which is a brainwashing technique
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where you bully someone and you lower their self-worth.
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You took a malfunctioning mind
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and you just broke it completely.
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He didn't leave because
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he blamed himself for the situation.
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He tried to fit in by putting together a world-class act,
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but that didn't even earn your respect.