Here are some of my horn nocks. Some are bad, some are better. I had three big mistakes happen on my many many horn nocks.
1) I shaped the horn too much before fitting on the bow - always cracked the horn when finally fitting them on the bow
2) I didn't leave enough horn "underneath" the nock, which made the nocks split
3) I made the groove too deep, which made the horn split also - the running loop fits well even on shallower groove
So yeah, now i manage to make quite a bit smaller nocks and still they survive. That first picture is from a ~160# elm and made of antler.
Then there is a variation of bows ranging from 100# to 160#, cow horn and antler.
Final picture shows the running loop on a 140# osage. Self nocks do just fine on these low weights
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. Bottom knot is just a bowyers knot.
Meanwood is correct about keeping the nock groove shallow, i just had a quite hard time unstringing a 100# bow with running loop when the nock was too deep... What a pain.