What signal generator? The cheapies with uncalibrated attenuators? Totally shielded cables, preferably double tight shields too?
The noise floor reduces with signal due to AGC action in the receiver. The noise floor reduces when you touch the case of the signal generator due to you picking up signal leakage from the generator and inducing it into the receiver adding to the signal.
Cheers - Martin ZL2MC - Palmerston North