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The Petzl Shunt has long been favoured by British climbers for self-belaying as it doubles up as a useful device for protecting abseils on either single or double ropes, and also as an ascender, and autobloc, and its smooth method of trapping the rope would suggest that sheath damage is unlikely (and indeed Petzl issue no warning about this). However as a self-protection device it has a serious flaw in that the lever can be inadvertently squeezed on bulges and overhangs meaning that it will not grip the rope if you fall, and also that something (clothing, other gear etc) can get caught in the mechanism also preventing it from working (we know of several groundfalls that have resulted). A good method of preventing this from happening is to tie a knot in the rope below you after several metres (allow for rope stretch) so that if you do slip you will not deck it, but this may not be easy to do if you have weighted the end of your rope down with your rucksack. Petzl themselves, although agreeing that the Shunt can be used in this way, issue dire warnings with it. See Shunt - specific instructions.
Be warned, none of the above methods is foolproof. There is an excellent article on Self-Belaying Techniques and Equipment on the Rockzone and another good one on the Petzl website called Self-belay for Solo Climbing with a Fixed Belay Rope in which they conclude that it's best to use two devices in tandem.
Ultimately there is unlikely to ever be a completely safe sure-fire cheap device for self top-roping, and in the end, most people who try it give it up, discovering that, however appealing in theory, in practice it lacks that vital something, for as Colin Kirkus once said to Alf Bridge on the summit of Sgurr Alasdair:
"You know Alf, going to the right place at the right time,
with the right people is all that really matters.
What one does is purely incidental."
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