Thats actually a huge weak spot of mine as well, i sometimes bring my arm back and just grab the ankle and try to get a release on their grip, but for the most part if someone is keeping you in a closed guard, i just relax, becuz that means they are being defensive and not trying to improve, which if they are on the bottom thats fine to me, if all else if i truly need to get out i just put the elbow to the thighs, or i try standing up while keeping my hands on their hips to at least break the guard to get something going.
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