I thought the same about the shorts until I saw what happened with RRL. That stock is (or was) more heavily shorted than BDR yet it jumped significantly in the auction because it was included as a new stock in the rebalance.
RRL had been rising more than some other goldies in the lead up to the rebalance. Shorts might have been covering then and so didn't get too burned in the rebalance.
I wonder when the shorts get to know the ins/outs and changes in re-weighting.
With Metal's heads up it would have been easy to make money buying RRL at the low point in the day and selling in the auction. Also, BDR was a good pick up in the auction.
