I never jump ship. For me, the game is called Football
Manager, therefore if I'm not manager enough to do well with one club, what makes me think I can do any better with another club?
Yes, I know that some clubs are inherently better than others, but isn't my job to make the less good clubs better?
My games are usually long term, so if I get the sack, I still feel quite attached to my old team. I check up on them, see how they're doing but it just ends up feeling like checking up on an old gf who's moved on

I don't ever really seem to gell with the new team and end up starting a fresh game.