Cooling system stays under pressure until rad cap is removed

I have a 1999 3.0 4x4 and ever since I got it the cooling system has stayed pressurized until you remove the rad cap. The cooling system does not put coolant into the overflow or suck any coolant out.I've replace the radiator and cap because it got a hole in it, have replaced my thermostat because it started to stick, I blew through all the hoses and through the block don't have anything blocked up that I can tell. The trucks run good and doesn't overheat.