It was recently argued (Wiseman and Gambetta 2012 Phys. Rev. Lett. 108 220402) that the stochastic dynamics (jumps or diffusion) of an open quantum system are not inherent to the system, but rather depend on the existence and nature of a distant detector. The proposed experimental tests involved homodyne detection, giving rise to quantum diffusion, and required efficiencies of well over 50%. Here we prove that this requirement () is universal for diffusive-type detection, even if the system is coupled to multiple baths. However, this no-go theorem does not apply to quantum jumps, and we propose a test involving a qubit with jump-type detectors, with a threshold efficiency of only 37%. That is, quantum jumps are 'more quantum', and open the way to practical experimental tests. Our scheme involves a novel sort of adaptive monitoring scheme on a system coupled to two baths.