A couple observations. @ozzy You were asked to confirm the directionality and subsequently replied they are the XLRs; meaning they could only go one way because the male and female connectors will dictate that. I’m convinced you have them pointed in the right direction, which is with the arrow tip always pointed "downstream," the ultimate downstream destination being the speakers.
Now as to burn-in. I installed a pair of Reveal XLRs between my preamp and my amps this past weekend. They have less than a week’s burn-in on them. I think they get a little better with time but nothing real dramatic thus far in my experience. Mine, however, sounded great right off the bat.
Soon after on that same day I also installed a pair of Reveal power cables but I did have an hour or so with just the XLRs and knowing it takes time for the magnetic energies to take effect I still thought they sounded great even before burn-in and other settling effects on my system.