Solder will wick up the wire and create a 'hard spot' where it breaks upon the wire flexing. Try using a blob of hot melt/sugru(sp?) around the wire in this area, to create strain relief.
Another tip is to use plumbers flux and an old soldering bit to 'tin' the battery first, the solder will fairly leap onto it with such flux. :) Don't forget to clean the flux residue off as it's quite corrosive.