Yeah, mine does too. But he's the type that once he gets working really well, he's there and he's focused. Yours may not be that easy :) He's unfocused for a while and just when I'm about to give up he proves me wrong. He was a lot better at this show than the last as far as performing well and focusing, and I'm hoping it will only get better with more experience. There are three ways it could go-
-take her to lots and lots of places/shows, don't plan on winning, just get her experience
-specifically work on getting her to focus on you, doing exercises, circles...
-my farrier and trainer also told me that some horses just aren't cut out to be show horses. I thought my horse may be like that but then he had a major turnaround so now I'm confident he'll do well in the future (I hope!)
I think what really helped me this time was breathing. It sounds simple but I would consciously think about taking deep breathes, especially during transitions, and it relaxed me and my horse.
Just keep working with her and exposing her to new things and she should get better.
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