non slip loop knot..

Except for saltwater flats fishing, I never use a loop knot. How important is a loop knot to conventional dry, wet, and nymph fishing?

IMO it's not that important , depends on what fly I am using ,and what I want it to do. Dry's ,and nymph's I don't use it . I do use it occasionally on flies in a lake that I am sinking ,and stripping that's it for me . There are times I don't even bother in a lake ,tie on with a clinch ,and be done .
 
I'll use a loop knot for nymphs if I'm fishing something like a perdigon and want to get deep fast, with the loop knot the fly will orientate in the water to have the least drag and descend quickly, without one the fly seems like at stays more horizontal and takes longer to sink. Probably not a super huge concern most of the time but it can be helpful fishing fast and deep water
 
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