Don't worry! You said it was new right? When we were issued ours, we were told to keep the gun on the nightstand with the slide locked back to break in the recoil spring during the night. Obviously, keep it unloaded while doing this. We had the same problems! It goes away about a week after leaving the slide locked back at night time and a few hundred rounds. I thought I just had a POS, but our Sig armorer had us do that little trick and like I said, now it works just fine and locks back everytime it's empty! Also, try oiling up the TOP of the slide rails and not just the side. In fact, Oil it just about anywhere that you think threre is friction. Hope that helps.
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AUDACES FORTUNA JUVAT
MOLON LABE
"There are those amongst us that live in rooms of experience that you and I can never enter...." - John Steinbeck
"Life's journey is NOT to arrive at your grave safely in a well preserved body, but rather to skid in a$$ backwards & sideways, totally worn out, shouting "holy $H!T, what a ride!" - Unknown
There's gotta be one fish down there dumber than I am drunk.