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In Dungeon World you have 3 or 4 choices when you level up while already at the 10th (maximum) level: change classes, take on an apprentice and play both characters, retire and maybe a compendium class change.

However, I have a player that is interested in none of these, at least for now. She is nearing 10th level with her Thief and would prefer to stay at 10th level with her class, even if doing so meant not gaining further levels. I've been really trying to stick with Rules As Written for Dungeon World thus far, as I've been very afraid of unintentional side-effects of rule changes I might make.

Are there any player experience gotchas with house-ruling that a character may stay at 10th level and cease gaining experience instead of the usual 3 or 4 choices?

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In my experience running long-term games, as long as you're not consistently running marathon 8-hour sessions, XP from hitting alignment/bond and saying yes to the three important questions at the end of session pulls ahead of XP awarded on failed rolls.

In general things swing a little to one side or the other - if people are regularly failing rolls they'll get more failure XP but accomplish fewer of their session objectives.

The problem with a 10th-and-enough-XP-for-11th character is that you can't wave XP in front of them for any reason at all. Somebody who wants to keep going after that point is probably sufficiently motivated by accomplishing something in the game world that they want to succeed at the adventure, but if you've ever been using any informal mechanics like "mark XP to follow the Siren's Song or defy danger to do anything else" those lose their teeth.

Which is why they suggest taking an apprentice if you want your main character to keep going.

So, a couple questions to ask this 10th-level thief.

Have they literally never met a single NPC they wanted to bring along? That's what taking an apprentice is for. They don't have to be anything related to a thief or get taught thief skills at all. "Being an adventurer" is enough of a craft to pass on.

What's it going to take to get them out of the adventuring business? Ask it even if they take an apprentice. Adventuring is not a safe profession. At any time you can run out of hit points and die. "Retiring" does not mean "and the GM ships you off to a farm upstate where you can skulk around all day and backstab rabbits". They'll still exist, as someone in the world, and as the GM you're not going to play them different or ax them out of spite. They'll still be doing the things they want to do, just under your judgement. Heck, write them the occasional love letter after significant breaks in the action.

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The biggest consequence is the removal of an incentive to deliberately fail.

Dungeon World has a self-balancing difficulty system that relies on the fact that characters gain XP primarily from failing rolls. This creates an incentive to take risks and to intentionally try things that you have lower chances of succeeding at. At max level, your character will no longer gain XP, and thus no longer be motivated by this incentive.

Compared to other systems, it is relatively easy to create a min-maxed Dungeon World character that doesn't fail very often unless you want them to, due to being able to leverage one or two stats heavily while being able to afford to dump other stats that you can avoid using. Essentially, most characters in most situations have the opposite of MAD (Multiple Attribute Dependency) found in other games. They can easily cause themselves to have Single Attribute Dominance instead.

The fact that characters in Dungeon World can be made to be overly powerful so easily is offset by the fact that such characters gain pitiful XP if they utilize such power, and would gain more by failing rather than succeeding. This encourages players to not bring their full power to bear, and to succeed "only as much as necessary and no more" in order to optimize XP gain.

Thus, the problem you're going to run into is that, not only is a 10th-level character as powerful as is possible for a character to be, they will also be heavily motivated to use their full power. You will probably quickly find them to be too powerful with little that can challenge them, and the game will suffer significantly as a result.

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I was reading Class Warfare by Johnstone Metzger and read a passage that brought this question back (and its linked, related question) to my mind. The passage reads as follows:

You can also use this collection of specialties to allow characters to advance beyond tenth level. As long as characters aren’t gaining so many moves that players feel weighted down by them, it is perfectly reasonable to consider level 11 no different than levels 6 to 10. Once you gain a compendium class or two, you will have plenty of advanced moves to choose from once you pass level 10.

The specialties mentioned are essentially compendium classes. While I am not certain this side comment would constitute a 'rule-as-written' alternative, it is at least the opinion of that 3rd party dungeon world supplement author that compendium classes are a viable way to handle leveling up to 11 and higher. Going this route would still give you the opportunity to use XP as an incentive.

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