Although the Sulky 40 weight is pretty, I had difficulty with it breaking. If I used anything other than the same in the bobbin, it broke constantly.
When I slowed my machine right down, then it did alright.
Try it in your machine. Try different needles (larger eye) and try slowing down to give the thread time to pull through. Trying out several threads on your machine and trying different techniques will take you a long way in finding what works best for you.