This method has helped me so much in retaining more length!! I highly recommend it. There are a couple ways you can do it. You can baggy your ends or you can baggy your whole head. I love to baggy my full head because my hair stays moist. It's very simple to do. If I'm at home in the day, I'll throw on my baggy over my hair and within a few hours I can feel my hair getting more moist without even applying my moisturizer (it's as if the baggy re-activates the moisturizer I had on my hair prior to)!
Baggying is when you apply a moisturizer to your hair and then put on a plastic sandwich bag or plastic shower cap over your hair, or ponytail, for a long period of time (2-3hrs or overnight). The plastic bag traps in the heat thus giving your hair the added moisture that it needs.
Be cautious when you baggy because its very easy to over moisturize your hair and then get breakage. I notice that when I baggy in the day or before I go to bed, rather than baggy over night, I see no broken hairs and I don't have wet/mushy hair (the natural heat from your head plus the added moisture can give you wet hair if you full head baggy overnight) after taking off the plastic cap.
The trick is to use a small amount of your favourite moisturizer, don't seal, then put on your baggy. Once you take off the plastic cap, you can seal your ends with an oil of your choice.