*Basis = Spot Price of asset to be hedged - Futures Price of contract used*

It later states:

*"Note the basis risk can lead to an improvement or a worsening of a hedger's position. Consider a short hedge. If the basis strengthens (increases) unexpectedly, the hedger's position improves; if the basis weakend (decreases) unexpectedly the hedger's position worsens. For a long hedge, the reverse holds"*

I am confused on how the hedger's position improves/worsens from my thought process I figured the short hedger's position worsens when the basis strengthens and improves when it weakens.

The book uses as an example S1 = $2.50 F1 = $2.20 and S2=$2.00 and F2=$1.90

Therefore b1=S1-F1=0.30 and b2=S2-F2=0.10

I am thinking if I am in a short hedge, I agree to sell asset X at t2 for $2.20 (F1). So if the basis weakens from 0.30 to 0.10 the spot price at S2 is $2.00. So at t2 I can buy asset X for $2.00 and sell for $2.20 realizing a $0.20 profit. How am I thinking about this wrongly?

They mention the effective price for the asset is S2 + F1 - F2 = F1 + b2

and for short hedge the profit is F1-F2 and for long hedge the loss is F1-F2 but I still do not follow how the strengthening/weaking of the basis improves/worsens a short/long hedger's position. Anyone care to explain in a different way?

Thank you