Shape memory alloy (SMA) wires are used increasingly in place of traditional actuators because of their compactness, high work density, low cost, ruggedness, high force generation, and relatively large strains. One well known issue with SMA wires is degradation in performance as actuation cycles accumulate, with significant reductions observed as soon as only tens or hundreds of cycles; thus, manufacturers typically recommend very conservative limits on the operation regime. This paper introduces an alternative approach of cycling or "shaking down" SMA wires under controlled conditions prior to installation. This enables the designer to design to the stable post-shakedown specification of the wire to produce actuators with repeatable larger forcing capabilities. This paper presents a preliminary experimental study which explores the functional dependence of shakedown performance on loading and strain history. A methodology is developed by which an SMA wire can be thermally cycled under electrical heating and the performance characterized with a double-exponential empirical model fit which captures the steady state performance of the wire and the rate at which shakedown occurs. Several sets of experiments are conducted to explore the functional dependence of the shakedown performance varying the load applied (29 to 78N), the allowed strain (4 to 7%), and the form of the loading function (linear spring vs. constant). These experimental studies expose important shakedown parameters affecting SMA actuator performance and provide a first step towards creating detailed SMA wire shakedown protocols tailored to the application that will enable the design of higher performance, stable SMA actuators.