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I haven't had any trouble changing to different performance levels as long as I didn't customize any settings.
Also, I have not had any trouble re-tuning while on the same performance level such as Level 2 tuning and changing the timing, gear ratio, tire size, shift firmness, etc. multiple times to find what I liked.
I did get an error, however, when I changed to Level 3 tuning and tried to load "previous settings" that I used on Level 2. When this happened, I decided to just re-installed the edge software, selected the level 3 tune and customized the parameters I wanted.
Short answer to your question - I don't think you have to return to stock to change performance levels but I wouldn't try to load "previous settings". Also, I would change the gear ratio and tire size if they don't match your setup.
No, you shouldnt have to go back to stock. The only time you need to return the truck to stock, is when you update the tuners program online. The tuner should pick up your tire size and gearing...but you might want to *check* it, to make sure it did it correctly.