To short BBR, you need to find someone who will loan it to you.  The interest rate will probably be exhorbitant.  When I shorted I did fairly well but paid out a large chunk as interest.  My short performance was degrading rapidly at the end, which means I was taking increasing risk, so I lost interest.  Also I think I was making volatility worse, rather than better, at the end, which is bad for BBR, so I knew it was time to stop.  Good mean-reversion strategy performance should result in lower volatility in the underlying.  If it is doing the opposite, you're doing it wrong - or you're trading momentum.  I may do again, but not until I have more clarity on the fundamental and technical situation in BBR - which may never happen since it is just not very interesting to me. I want to buy future reserve currency, stack it high, and hold it long.  Anything else is just a distraction.