VIDEO: Could Weak Legs Be Holding You Back? Try this Assessment
I use the high step-up as a training tool, but also (importantly) as an assessment for intermedaite or advanced trainees.
I like to see people able to do at least 30% (per leg) of their best back squat on the exercise for 8 high quality, controlled reps. Otherwise we can guess that leg strength and stability is a limiting factor for that person, and should be prioritized in training.
In other words, if you can squat 200lbs, you should be able to do this exercise with 60lbs of weight external weight, starting with your hip crease just below your knee. The easiest way is to grab 2x 30lbs dumbbells.
If you can squat 300lbs, you should be able to do 90lbs (2x45lb dumbbells), and 400lbs, would mean doing this with 120lbs (2x60lb dumbbells).
This assessment also gives us an indication about single leg strength from side to side. If there is an imbalance of more than 7-10% from right to left, bringing each side back into balance should be a priority. Do extra work on the weak side (I like to add a couple extra sets), and don't do more weight on the strong side that you're able to do on the weak side.