It’s currently impossible to backtest a strategy that relies on knowing whether a security is easy to borrow (ETB).
An Alpaca team member could provide the criteria used to determine the current list.
@Christoph_Minixhofer and @karuu6 suggested here and here that a historical list could be provided via the API. However, since Alpaca has only been around since 2018, we would still need a solution for backtesting prior to 2018.
The simplest solution would be for an Alpaca team member to provide the criteria used to determine the current list. Even an approximate formula would be helpful—e.g. if the list is primarily based on a moving average of volume, what are the parameters? Using these criteria, we could at least approximate the list for any date in the past (even before Alpaca existed).