What if you train your brain at predicting where the teacher will go next? In math, it applies very well since you can rationally deduce consequences of definition and axioms that the teacher has laid out. If you get stuck in a deduction and can't get to the objective that the teacher talked about, then maybe you are missing a tool. What tool might help in the situation?
This suggests, however, that you have to pay attention in class and work hard at the same time. It is hard, but this helps a lot to reduce the amount of necessary study time later. Indeed, your brain will be much better at finding back the results needed for homework and exams... you'll have trained it for this!