Transmission mystery

I had a problem with my 97 Mountaineer shifting lazily. It wouldn't shift until about 4000 rpm. The transmission shop tried changing out all the valves to no avail and finally decided it must be something internal so they rebuilt it. It shifted beautifully until we shut off the motor and started up again and it went back to shifting incorrectly again. Everytime we disconnect the battery it works like a charm. Anyone have this kind of a problem? If so what was the solution?