What are the first engine modifications I should perform?
I recommend starting with raising the boost of the stock turbos to roughly 18psi. This will require a quality boost gauge and a boost cut eliminator (GReddy BCC). You will achieve 15 or so PSI with the stock Down Pipe in place. This will provide an addition of approximately 30rwhp. After those modifications are completed, it would be a logical next step to install the Down Pipe and Cat-Back Exhaust at the same time. You will now be at full BPU.
