A cheap sh!t collet and nose will allow the tools to worm their way out if you push them hard, and certain harmonics induced during the cut can accelerate this effect. This is because the garbage collets used on ordinary power tools only pinch the tool a wee bit around one annulus at the front of the nut. Thus, any slack on the shank, or the back end of the collet allows that end to precess and wobble around inside the spindle nose. This allows it to worm its way out under load.
An ER16 is quite a bit more solid, much better gripping force. But, you've then got to figure a way to retain the collet adapter securely.
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