I found that if I was having problem with the thread breaking, I gave up and upgraded to more expensive thread and not one breakage where before I was having a problem once a minute or so. Same everything, except thread.
When I found my first choice of thread didn't work, I tried using the embroidery thread--expensive I know---Isacord--but because I bought a "lot" on Ebay, it wasn't so expensive.
But I also noticed on my Horizon that if I had the needle hole open (as if using zigzag) that the thread broke more often. It worked better with the hole closed as if for straight stitch, if you have that option on your machine.