Some spots will only break when the swell is coming from a certain direction. This is especially true for reef and point breaks. Many of the best waves in the world are formed when waves hit the bottom in precisely the right way. When the swell is hitting a break directly, the waves will be bigger, cleaner, and more powerful. If you know the swell is coming from the East and your usual spot takes SE, hop in your car (or get out a map) and find a place that can maximize the current swell direction. You'll get more and better sessions if you know a couple of different spots for each swell direction.
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