If so, have you had any issues such as stocks not being able to be shorted, or slippage, or anything else that might make reality worse than backtesting?
I used to short RUA but switched to RUI and since I did about 6 months ago the fill rate is far better. I used to treat shorts as a kind of lottery where the metrics could not be relied upon but now I don’t think that way as the fill rate is probably about 95%…there will always be the odd one where the stock is not available for shorting but it is much rarer inRUI