Have you ever had trouble covering a short position (because volume was too low, or whatever)? Do you have any tips for shorting stocks that can help one avoid problems with covering (like only short stocks with average daily volume > 300,000, or maybe the # of shares you're shorting needs to be a certain percentage of avg. daily volume)? I'm talking about tips for someone who shorts and then covers a few days later. Also, do you keep shorts on overnight? Is that likely to be a problem, even with a stop?