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If you're after a quick fix, you could try a different valve cap? Find a car park and try a few I've had my tubby and v6 using the things with no problems

Other than that, you could bleed until the coolant stops coming out, dry the nipple, put superglue around the thread and shove the valve cap back on. Give it time to set before refilling

or a small jubilee clip over the cap? you risk it popping off though

how about some layers of sellotape around and extending a bit above the thread, then put the cap down on top of it, just to tighten it up?

supafrisk wrote:You've just given me another idea... PTFE tape.

I am the king of hacks and botches!