A simple lead change and a flying lead change are both methods of changing from one canter or lope lead to the other, but they accomplish this through entirely different sequences and are appropriate at different stages of training. A simple lead change involves transitioning down from the canter to the walk or trot — breaking the canter gait entirely — and then departing into the new canter lead. The horse is not expected to change leads while continuing in canter; it interrupts the gait, rebalances, and departs fresh on the new lead. Simple lead changes are appropriate for young horses beginning lead change training, for horses being schooled in a new environment, and in competition formats that permit or require them. A flying lead change — also called a flying change — occurs while the horse maintains the canter gait throughout. In the moment of suspension — the split second when all four feet are off the ground between canter strides — the horse changes the sequence of its legs to shift from one lead to the other without breaking to trot or walk. Done correctly, the horse appears to skip from one lead to the other seamlessly while the canter rhythm continues uninterrupted. Clinton Anderson teaches the simple lead change as a prerequisite to the flying change — the horse must understand how to depart correctly on each lead from a walk or trot before it can be expected to change within the canter. Pat Parelli's Levels system places the simple lead change at Level 2 and the flying lead change at Level 3 and above, reflecting the logical progression. The simple change is not an inferior version of the flying change — it is a different and earlier skill that the flying change builds upon.
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Watch: What Is a Simple Lead Change and How It Differs From a Flying Lead Change

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Larry Trocha: Flying Lead Changes — Simple vs. Flying Lead Change: The Key Difference
Larry Trocha Horse Training