Sounds like your gain is a bit too low. Raise the gain until you get a wag again, then back it down 5% and you should be golden. Do this at your highest head speed for best results. Also, on your switch that you are using for the gyro (aux2 channel, not sure what switch if you have assignable switches), set one side of it as rate mode. Then, flip it back and forth and make sure your status light on the 3GX is red when in rate mode, and green when in HH mode.