Something is broken or you have air in your system (but as Charles said, in that case you would see it on the street too).

I run a FMIC, undrilled thermostat, and have no cooling/diverter panels added on. I ran at Sebring for 4 20-minute sessions in 90F heat.

My experience with EJ2x headgaskets does not match that of treekiller's at all. Head gasket problems, from all I can tell in the last 9 years of reading forums daily, are very rare on our engines. Most engine builders and tuners alike will recommend the stock headgasket even to 500HP. Who knows though...