"Be careful using some 124 gr made for 9mm as they may not be designed to hold up at .357 SIG velocities or have a long enough shank on the bullet for seating. "
More important than having a
long enough shank for reloading is having
too long of a shank which can boost pressures significantly. It's important to find load data that gives you what overall loaded length and seating depth to use with what bullet, which is why I recommend the Loadbooks USA manual for the 357 Sig. Also, always start out well below max and work your way up gradually, and it's best to use chronograph rather than watching for "Pressure signs" which may not always show up until maximum pressures have been exceeded.
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