BWL,

1. They always break at the tuning post? -- this is where it happens most often and it's because the metal fatigue is greatest there, and tuning down reverses the direction of the metal bend. Tuning up, while increasing string tension, doesn't cause the string to bend backwards -- imagine, if you will, the manner in which you would bend any heavy wire back and forth, purposely causing the metal fatigue to break the heavy wire. The same thing happens at the tuning peg but you rarely see the resulting breaking until the wire is bent back (as with tuning down).

2. They always break at the nut? -- the nut slot may be tight -- then the friction with which the less-tense wire passes back through the tight slot is greater that the speed at which it passed along that slot when tuning up. And irregularity in the slot is amplified.

3. They alway break at the saddle? -- the saddle is too loose in its slot. the tightening string can slide along the bevel of the saddle -- especially when the likelihood is that all strings are tuned upward at once when you put new strings on. But now, that single directional pull of putting on new strings "sets" the too-loose saddle so that it's bevel is angled forward -- then any string that is drawn backward across that bevel (by de-tuning) is being drawn against the sharpness of the bevel.

These are infallible facts as I just made them up.

I also call my cat "Stinky". I was afraid that if I didn't, people would assume me an olfactory illiterate.