Varnish cached 'MISS status' object?

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http://serverfault.com – My site uses nginx, varnish, jboss. And some url will be cached by varnish, it depends a response header from jboss. The first time, jboss tells varnish doesn't cache this url. Then the second request, jboss tells varnish to cache, but varnish won't cache it. I used varnishstat and found that 1 object is cached in Varnish, is that the 'MISS status' object? I remove grace code and the problem still exists. When I PURGE this url, varnish works fine and cache the url then. But I can't PURGE so much urls every startup time, how can I fix this? (HowTos)