Disclaimer: I realise that there are people out there playing far higher stakes whose sample sizes are much bigger and who are still losing due to variance. However, I've created this thread just because I feel like laying out my recent experiences to hopefully relieve any internal stress produced by them.
I've been playing regular SNG's on Titan for a while now. I move up the limits once i have 60BI of the next limit. Recently I hit the 60BI mark to move up from $1.20 to $2.40 SNG's. I had played 300 of the $1.20 SNG's and it felt like a chore in the beginning, I wasn't doing that well and breaking-even after ~70 games, in the end though I acquired a ROI of 16% over the sample of 300 games.
$2.40 SNG's hurt me bad. I wasn't doing well since the very start and I realised that I would have to make a choice at which point to go back to $1.20 SNG's if I ever fell that low. I chose this point to be 40BI of the current level (i.e., move down once lost 20BI of the current level), which happened over an incredible sample of 52 games:

Some stats of the $2.40 SNG era:
ROI -45%
Cashed in 19%
Longest streak of not cashing in - 16 SNG's
Also, in the last 26 games I've cashed in just once.
A sample of push-fold lost hands in the last 26 games:
Lost when ahead:
KK-JJ
AA-88
AQ-AJ
AQ-96
AA-AT
AQ-K2
AK-KT
AK-KQ
KJ-Q6
Also, lost 7/7 coinflips, as for the rest, mostly faced (and lost unlike my opponents) 30:70 or dominance after pushing ICM hands.
So, now I have ~80 BI of $1.20 SNG's, i hope they don't burn me out too soon.

