DO THIS AT YOUR OWN RISK IT WORKS PERFECTLY IF YOU FOLLOW INSTRUCTIONS BUT ADVISE BACKING UP SAVED GAME B4 HAND
last day of season retire your 6 best horses to game pool
end season start new season dont save
at start of next season on day1 press ctrl alt del
end task starters orders 4 reload so4 load saved game
you go back to end of season
retire your best horses to stud
end season start new season
your best horses will be in stud ready to start breeding
goto transfer screen transfer back in the 6 horses
there stats will still be in order
you can now breed and race your best horses at same time

just saw people wanted this in so5 in development forum so this
shows you how to do it in so4

Whats the fun in that?

if you are just starting like i have had too you can breed striaght away
and still race them
i agree not worth doing it when 3or 4 seasons in because you get good horses coming every year
the option is there for those who want to do it
more options in the game the beter IMO