Edit : from the posts below I deduce the issue seems specific to my config. Threfore I remove temporarily my request to add a line a caution in the wiki as it might not be a general problem for everyone, until further investigation and identification of the root cause.
This post is a follow up of this one : http://www.diydrones.com/group/arducopterusergroup/forum/topics/strange-failsafe-behaviour?xg_source=activity
I purchased this capacitor to serve as an APM power protection: http://www.hobbyking.com/hobbyking/store/uh_viewItem.asp?idProduct=16223
I thought this would protect my APM from very short voltage drops and ultimately avoid erventual APM resets in mid air. WRONG.
I connected this capacitor on the A1 to serve thus as a short power supply on APM.
What happens then when connected ?:
multicopter is on the ground (after landing for example), motors are armed, throttle is at zero. Then if you turn your radio off -> RTL is triggered ! -> motors start full throttle to reach RTL altitude. (of course at the same moment your radio is off so you can only observe a flyaway)
This behaviour was tested and repeated multiple times with same results (on my config).
Another scare we can avoid...very very bad idea this stupid capacitor.