Method of winding a continuously advancing yarn

A method for winding a continuously advancing yarn to a cross-wound package on a rotating tube wherein the yarn is deposited on the tube during the winding of the package within a winding range. Directly before the winding cycle, a yarn reserve wind forming a trailing yarn end of the package is deposited outside of the winding range. In this process, the yarn is guided by a yarn guide that is movable substantially parallel to the tube surface. In accordance with the invention, the yarn guide is reciprocated at different guiding speeds for purposes of securing the trailing yarn end on the circumference of the tube with at least some yarn winds of the yarn reserve wind.