Also don't forget that you can set NumOptCycles to 2, to make 2 optimization passes. The first pass will find initial set of optimum parameters, then second pass will optimize them all once again, giving much better fit. For better, or for worse.

I must agree with the manual, setting NumOptCycles to 3 either doesn't produce any improvements (but burns even more cpu cycles) or really overfits the parameters. Avoid it.
NumOptCycles mechanism provides pretty good compromise between too simplistic one try at best parameters, and exhaustive bruteforce sweep of all possible combinations.