I would not only because having to manually index the press forces me to stay more focused on the entirety of the reloading operation. Auto index, to me anyway, could get away from you if you are not very very careful.
From all things I have read about reloading everyone says it is ver dangerous.
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Absolutely true about auto indexing. It can get away from you quickly. Especially for a newbie.
Not terribly dangerous though.... More like terribly annoying.
The best way to clear a progressive press jam is to remove all the shells from the machine and look to see what exactly went wrong.
Then look at each shell to see what needs to be finished. Then finish each one individually.
The shells to look out for are the ones that almost look finished but are not.
1-The bullet looks almost seated but not quite all the way.
2-The bullet is completely seated but not crimped yet.
Clearing a jam takes some time, thought and patience. Oft times the problem is not obvious.
I could write an entire thread about stuff that goes wrong on a progressive.