You can, but most aren't going to bother to do that every 2 years.  With the dumb new law in Colorado, it's easy just to switch to being a (U) permanently and then you get both party's primary ballots to pick from in every election.  So for instance, when one party is running an incumbent that will run away with the primary, you just vote in the other one to sway it in a way that helps your "real" party.

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