The leads on the average balun should not break unless you are swapping it around regularly....If you are* those 'GC clothespin clips' which are designed to be a quick connect between set terminals and ant/balun twin-lead are a good choice to substantially reduce strain on the wire. I think I still have a couple of spare clothespins floating around if you need them.
*I'd imagine they are breaking at the spade connector, am I right?
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