What transmitter do you have? That is how you program the failsafe--see transmitter instructions for programming PCM failsafe, program it then test it by shutting off you transmitter and making sure the servos go where you want them.

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This is trivial but I like this about PCM--f you turn on the plane before the transmitter your servos don't go crazy.

I also have a Berg6 with failsafe and like that receiver as well--not PCM, but does have some type of signal recognition and lock and failsafe does work when I test it.