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I am using an unlocked Lumia 800, on operator Claro BR. I have noticed that sometimes the phone downgrades my data connection speed to EDGE and it only shows up the HSPA icon again if I turn off-on the phone. I have tried turing the data connection off and on but it does not work.
I noticed that it is more common for it to drop the data connection speed when I go from home to work or vice-versa (it probably changes to another cellular network antenna). But even if I stay in a single location, after a few hours the connection drops too.