It is like Annie said, the dropped chain typically comes from a bad shift and usually on a steep grade. When cycling up a steep hill, when shifting down, you actually have to let up a little bit on the pedaling to enable the shifting. But if you are going "oh nuts" and you are pushing to pedal just to keep a momentum going you might not be able to ease up a bit and the shift results in a dropped chain.
Last month I was on a 58 mile ride with a friend. At about mile 22, on a rural road with hardly any traffic, there is a steep hill with about a 15% grade. I've gone up that hill maybe 10 times already this year and I had no problems with my shifting, never even gave the shifting a thought because it was just automatic. However this time I didn't ease up enough when I shifted down, and the chain dropped. Now I've biked enough years that I know when the chain drops on a hill to not waste seconds thinking "oh the chain dropped, what should I do" but at the same instant that the chain drops I have to unclip and plant one or two feet on the ground. But nope this time instead of doing any of that I call out to my friend that my chain dropped and I was going to fall over, and you see my point, in the amount of time I spent hollering out to my friend I could have unclipped and planted my feet on the ground. It wasn't like there was any traffic to worry about so I could have been anywhere on the road. So I toppled over and got a few scrapes. It still turned out to be an amazingly good ride with a lot of nice speeds and finished with energy to spare.




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I'm such a newbie I don't even know grades to hills, etc. - and the chain - I think I understand it and now that you mention it I think that my chain did come off once (is that the same thing?) and I managed to put it back on. But I'm going to stop thinking about that now as I don't need another thing to add to my paranoia.
If I'm too pooped I simply pull off the road and wait until I catch my breath.
