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Each layer migrates a little bit off creating a staircase effect, why?

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This is a common problem. It looks like it is only tilting in the X direction so you only have to fix the X axis. There are 5 or 6 pulleys (I think 2 of them are connected so I think 5) and you have to tighten the set screws in all 5 (or 6) of them. The most important one is the one on the motor and that's the hardest to get to but I can usually get to it without taking the motor out. If you can't get to that one, then remove the right rear metal cover - it's held on by I think only 2 screws. Then you can remove 4 screws if you need to take the motor out. But if you have a long hex driver you can get it without taking anything apart.

Tighten the hell out of these set screws. I mean if you are using a L shaped allen wrench your fingers should hurt a little after. the tool should actually twist slightly. Really really tight.

That will fix this issue. Sometimes called "layer shifting". Sometimes called "tilted prints".

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What I tried that worked was drilling and tapping a second grub screw into the opposite side of the pulley and using two set screws with some blue locktite on the shaft of the stepper on install. It's way overkill and I'll probably never be able to remove the pulley again, but I have a drawer full of pulleys and I was rage-building after losing a 45 hour print in hour 40.

Not the best from a serviceability standpoint, but I've never worn out a pulley thus far and it hasn't needed any tightening in six months of 24/7 operation since so I'll take it!

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Two grub screws 90° apart is what we used on medical equipment plus red loctite on the screws.  Just hope that you don't have to remove them.  90° apart is better than 180° because they will push the shaft in one direction, rather than working against each other.

The grub screws themselves are also pretty important.  They have to be hard enough to grab the shafts well.  In my UMO+ kit, a set of grub screws were supplied to replace the (cheap/soft?) ones that came with the pulleys.

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One disadvantage with having flats on the shaft is that it becomes a lot more critical to do it right during assembly. If you tighten the screw and the flat isn't perpendicular to the screw, the shaft can then rotate ever so slightly and all of a sudden the screw isn't gripping at all any more.

I'd say the problem has been lessened a lot. In the beginning it was quite common to have shafts that could shift back and forth after shipping (I tested literally hundreds of UM2s a couple years back). These days it doesn't appear to happen as much. Probably a combination of different packaging, better quality control and torque drivers to set the screws properly.

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