If you are using new nuts and they are loosening up you may be pulling the studs out. This only happens usually if you are running a wilder than stock cam. If the studs are not pulling out and you have new nuts and they are still loosening up, you may need nuts that have a setscrew on top.
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I once had a valve rub all the way through the rocker and if you get them too tight they will wipe out your cam. I usually start with tighten them down while turning the pushrod in my fingers (lightly) at their lowest point on the cam and then start it up and do like insidious said above.