The invention concerns a method for setting a yarn on a holder during a winding process using a yarn guide mobile along the generators of the holder at a constant traverse speed with displacement direction changeover at the ends of said holder forming a traverse angle. The invention is characterized in that after the displacement direction reversal resulting from deceleration followed by acceleration, the constant traverse speed is exceeded thereby providing the desired traverse angle, the amplitude and duration of the excess speed(s) being determined to adjust the mean radius of curvature of the yarn setting at the ends of the holder.