The complex incremental behavior of granular materials is explored with multi-directional loading probes. An advanced discrete element model (DEM) was used to examine the reversible and irreversible strains for small loading probes, which follow an initial monotonic axisymmetric triaxial loading. The model used non-convex non-spherical particles and an exact implementation of the Hertz-like Cattaneo–Mindlin model for the contact interactions. Orthotropic true-triaxial probes were used in the study (i.e., no direct shear strain or principal stress rotation), with small strains increments of 2×10−6. The reversible response was linear but exhibited a high degree of stiffness anisotropy. The irreversible behavior, however, departed in several respects from classical elasto-plasticity. A small amount of irreversible strain and contact slipping occurred for all directions of the stress increment (loading, unloading, transverse loading, etc.), demonstrating that an elastic domain, if it exists at all, is smaller than the strain increment used in the simulations. Irreversible strain occurred in directions tangent to the primary yield surface, and the direction of the irreversible strain varied with the direction of the stress increment. For stress increments within the deviatoric pi-plane, the irreversible response had rounded-corners, evidence of multiple plastic mechanisms. The response at these rounded corners varied in a continuous manner as a function of stress direction. The results are placed in the context of advanced elasto-plasticity models: multi-mechanism plasticity and tangential plasticity. Although these models are an improvement on conventional elasto-plasticity, they do not fully fit the simulation results.