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There are supposed to be able to, but you will have the splatter to clean up. That being said, I could not get mine to do it satisfactorily so I added the gas and it has made all the difference in the world.
A more expensive pro quality welder would more than likely have yielded better results with the cored wire, but then again, they probably would have been set up for gas from the beginning.
My problem was in trying to get it to run a consistent steady bead. Up until this time I had stick welded and holding a burn was not a problem, but with the core wire, I couldn't run a 2" butt weld to save my life. I wasted a lot of wire trying and eventually gave up on it, then a couple of years latter I decided to add the gas and swap the polarity. It was like turning on a light in a dark room, instantly the beads were flat and consistent with little effort.
Maybe I had a bad role of wire, I don't know, but I was sick of that investment for a long time. After going through what I did, I can only say 'try the cored wire but don't buy a MIG if it can't be converted to gas'.
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