It also matters what kind of shoelace you're using. With a boot lace a reef knot will struggle to stay tied simply because the lace can slip through the knot. And easy fix for this is to tie what I've heard called a superknot. The way that works is when you wrap the loose end around the loop wrap it twice around the loop before you pass it through and pull tight. This extra wrapping provides a grip that is better than a single wrap.

In my experience the typical flat cotton sneaker laces work fine with a regular reef knot. I also tie my shoes using the Ian way of creating the knot, if I'm wearing standard sneaker laces. It is much faster.