Best Grass Seed to Grow in The Shade

What is the best grass seed to grow in dense shade in Oklahoma?
I live west of OK City, and have lots of shade in my front yard. Last year I bought and spread 5 bags of shade grass and top soil and my yard still looks like a little old man with one hair here and one sticking up there! What can I do, I have lots of holes to fill in. I was told that winter rye and Bermuda grass common seed will do well, but want to know for sure before I buy.