Gray attributed the origin of the shimmy to the American Indian in an interview published in the July 8, 1919 issue of "Variety". The article notes she was working at the time at Reisenweber's with her partner Mildred Vernon. Gray had just been signed to perform in the "Gaieties of 1919" when she described the dance, saying "The original shimmy dance has never been properly introduced in New York. I know for I studied the dancing characteristics of the Indians for a long time and they are really responsible for the shimmy which they labeled the 'Shima Shiwa'. There have been continual efforts on the part of this dancer and that one, with each declaring that his or her version is the 'original.' There is no doubt but that the shimmy dance as it was constructed by the American Indians...would have a greater popularity were it done right."