The S-Loop nymph has become a significant part of my nymph box. I believe the 'wing' perhaps represents legs / a splitting shuck / opening wings... Whichever, it is an effective little pattern - and the loop certainly helps to hold bubble of air which makes it very attractive when wet. Perhaps it even changes the way the pattern swims. It works well as an ascending nymph - fished with an induced lift. However, I carry them with and without the additional wing.
So here are are some examples, all tied on #20 hooks - with and without the loop:
Hook: Varivas 2120WB #20
Ballast: Tungsten bead, orange 1.5mm
Thread: Hends Grall, mustard