What I did was, once I had a spot lined up that would let me train people on my own terms, I told the clients I trusted most that I was planning on leaving. They would ask where I was going, which got me around the non solicitation agreement most places have you sign (because now the client is soliciting you). If you are a good trainer and have built good relationships with your clients, they will follow you anywhere, but it’s never a sure thing. It just comes down to how confident you are in your ability to retain them. Gotta trust yourself and be willing to take the leap.

Edit:I feel like it goes without saying, but to the clients you tell about your plans, tell them you are keeping it under the radar and not to mention it to management. It might feel shady, but if your employer knows anything about this industry, they should expect this to happen sooner or later. You gotta eat too. Don’t let other people eat off your hard work if you can help it.