I'm not at my CP4 Stage at the moment, but what would be helpful in determining an answer for you is what particular sounds you are COPYING.

You can be specific here. The reason this is necessary with the CP4 Stage is because not all VOICES come pre-attached with INSERTION EFFECTS. The CP4 Stage is a combination technology product - featuring both Sample Playback and SCM technologies. There are certain sound (VOICES) that created with Spectral Component Modeling - where the Insertion Effect is literally apart of the VOICE itself. For example, the PRE-AMPs that come with the Electric Piano Models. There is also the "Damper Resonance" Insertion Effect that is associated with the Acoustic Pianos.

In general, however, you can manually assign any Insertion Effect to any PART to complete your PERFORMANCE setup.