New derailleur - shifts up smoothly, or down - but not both I've just replaced the rear derailleur and cassette on my bike. I have Shimano Tiagra 9 speed shifters. The cassette is now a 9 speed 11-32 and the derailleur a Sora RD-R3000-GS. 

I've set the limits on the derailleur, but I can't get the indexing right. Either, it shifts perfectly going up but won't then drop from the 32 to the 28 ring. Or, it shifts perfectly going down, but won't then rise from the 11 to the 14 ring. I've made as small an adjustment as possible, and yet there doesn't seem to be a happy middle ground.

I've also cleaned the cable / applied bike oil and the mounting point is not bent (following the advice in Why does my rear derailleur&#39;s indexing work for either the high or the low gears, but not both?)

What am I missing?

Thanks!
You mentioned replacing the RD and cassette but not the chain. Unless somehow the chain is nearly new already, you should replace it along with the new cassette. Unless it's very worn, it's not likely that's what's causing this though.

This is almost always a problem with either the hanger alignment or the cable.

Cleaning and lubricating the cable does not eliminate it as a potential factor. If the housings are too short, if they're contaminated with something you couldn't clean out, or if the cable has any kinks within them, they could be causing your issue. Having too short of a rear loop in particular is a common problem.

Hanger alignemt doesn't have to be obviously bent to still be out enough to cause problems, especially if you're not used to looking at it. For better or for worse, getting it aligned with a proper tool is pretty much required to eliminate it as a factor.