I rarely concede late goals, and certainly no more then I score.
When I need to hold a lead, I rarely, if ever change my mentallity, as I usually play a more cautious style anyway so I don't feel the need to. What I do though is stop my players making so many forward runs. I also set my back four to tight man marking in order to make the job of the forwards a little bit harder. If I'm playing a 4-5-1, I will often put a barrow. on the DM to the DC position. I never put the defensive line deeper then the highest deep setting as I feel thats just asking for trouble.
When it comes to passing, I prefer to see how the opposition is playing rather then just instantly adopting a slow, short passing game. If they are struggling to get the ball of my team, then it's fine, but if they are successfully closing my players down and intercepting passes, then this is the last thing I want. In this situation, I will get my players to hoof the ball forward. It's better the opposition win the ball in their half then it is yours.
It's unrealistic to expect your players to defend if your instructions are to attack. It's human natue for players to try to do what they do best, so attacking players are naturally more likely to stay forward unless told otherwise. Thats the whole point of being managers. They're there to tell their players what to do.
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