Why won't my hair hold natural curls or even curls made with a curling iron?

My hair is naturally curly, has been all my life I never saw a change in texture. Obviously, I wash my hair and it's curly then in maybe a day or maybe sometimes just a few hours, my natural curls (and even curls made by a curling iron) are flat waves. What is the reason for this? If it helps, it's very humid where I live and my hair is very thick/ coarse.

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