They stay in better with a longer mane (my horse's mane is 3 ft long and his braids could stay up pretty much indefinitely, though I take them out and redo them about once a week), but you can help them stay in longer by doing them fairly tight to begin with. Don't apply any conditioner or detangler as this will make the hair slippery. You could also try adding in something like Spray 'n Braid (or hair gel, or hair spray) as you braid to make it even less likely to slip out.