How many times have I done that? It takes a lot of restraint and forsight to know when the rout is for real. I have often had my exhausted heavy cav surprised by rallying units and/or reinforcements at the other side of the field and utterly destroyed. When in critical defensive battles I tend to avoid pursuing routers all together and set my whole infantry formation to hold position, preferably perched atop a hill. This prevents them from following enemies of their own accord. My cavalry I hold in reserve to protect the flanks and briefly hit routers, but not pursue them.
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