Monthly.
I used to weigh weekly, and sometimes daily, but I got too caught up in the ups and downs, and let it dictate to me how I felt about my plan, and whether I'd stay on it or not ("no loss this week; obviously this isn't working. Might as well give up")
Monthly allows me a checkpoint, without giving that checkpoint so much power over me. I focus more now on my daily working of my plan. And if I follow my plan 80% of the time, I will see a loss at the end of the month. Plus, since it's a four-week period, the vagaries of water weight won't be as much of a factor.
I also measure myself monthly. Those inches lost are in some ways more tangible to me than pounds on the scale. The inches are "real" losses, whereas the pounds on the scale might be water, or hormones, or muscle... who knows what!
Weighing monthly has been instrumental in helping me keep going past the three-four month mark when I usually give up. Focusing on my actions each day (eating within my calorie range, avoiding processed foods, lowering my carbs, exercising regularly) is more effective for me than focusing on a scale-weight goal. If I work my plan, the scale will show it eventually.
If I work my plan, my plan will work! The scale is just a tool, not the be-all, end-all of the process. I won't let it dictate my mood the way it did when I weighed weekly or daily.
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