Subscribed Threads keep disappearing

Is there something I don't understand about Sub. Threads?  I thought this was a way to quickly find and keep track of all one's threads.  In Subscribed Threads, I have one that's been there several days, others before and after that are gone - I didn't delete. 

How's that supposed to work?  I check the only box that seems to make sense when I post a thread - Get Instant Notification - which I assume means an email, but that doesn't always happen either.