The best way to make a curl stay in hair that is not naturally curly is to change the state of the hair as you curl; do this by going from wet to dry or from hot to cold. A wet set is more gentle and will always last the longest as the hair dries in shape. To do a wet set, wash and towel-dry hair, add your chosen holding product, then create your curls either with velcro rollers, your fingers and clips, rags, or bendy rollers (don't use tongs or heated tools on wet hair). Let the hair dry completely before removing. For quicker results, going from hot to cold will have the same effect, using hot rollers, steam rollers, tongs, stylers, or something similar.
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