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Will running the effects loop into itself with no pedals hurt anything?

I use a yorkville xs800 head, and I was experimenting with the effects loop, and just ran it back into itself with a patch cable. I’ve only tried it at low volumes, but it sounds really good, and almost like it is just stacking another of the same tone on itself. The amp has a wet dry blend knob for the effects return, and I was trying it with it at all the way to wet. It sounds really good, but I am wondering if there’s any reason I should not do this?
 
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Is the sound difference also a volume difference? It’s common to interpret louder as better in comparisons. I’m not familiar with the amp and curious what’s going on that an added parallel signal is enhancing the tone.

If I understand correctly, I’ve seen threads where patching a cable in the effects loop with no effects can actually be a solution to some amp problems. I suppose the answer is always “it depends” and there are uncommon cases where this might be a problem, but I can’t imagine what those are. As mentioned above, this should be the same as having a bypassed effect in the loop.

That said, I’m not a horse.
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Your amp has a parallel effects loop. A stronger signal is to be expected when turning up the volume of the second signal.
Parallel Effects Loops, since the dry signal always goes through the amp to some degree, can give us more subtle changes than Series Loops, where all the signal leaves the box, goes through the effects and then back to the box. Looks like the Yorkville X800 has a single Return level control. You can insure you are not going to be stuffing too much signal back into the Yorkville, by starting with the Return level control at zero, and turn up to taste from there.

Doesn't seem to be any standard "what to expect" with Effects Loops design. When designers are not properly held in check by reality, things can get silly. ;)


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As @ceetee already said:

The FX loop is made to run effects pedals between the preamp and powersection.
The most prominent pedals to run in this position would be reverb and delay.

Delay pedals are seldom used as always on pedals, so in the construction of that amp, the use case of running a switched off delay pedal in that loop must have been taken into account as something that people will very likely be doing with it.

There is no difference between running a cable from send to return and running a true bypass (delay) pedal that is switched off.

This is absolutely within the realm of "intended use".