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I don't have any stats on it, but when you see horses "come again" it's sometimes right after a lead switch. All else being equal, I can't imagine it not being an advantage to switch leads when appropriate.
If you want to try to find betting value in it, you should probably watch replays and focus on each of the top few finishers. Mark down whether they switched or not. You'll eventually accumulate a list where you've seen the same horse multiple times. There might be some value in knowing which horses that typically switch didn't in their most recent start or vice versa.
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