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Waterstones in general are soft enough that going any higher then about 400 really doesn't give any advantage to the edge.. You have to remember that they actually work by releasing/exposing new...

Sandpaper or Grit can and will embed into the softer waterstones, the first time you are at the 8k level and smack one and have to start over taking out the dinger will be the same time you smack...