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Locally convex (or nondegenerate) curves in the sphere S n (or the projective space) have been studied for several reasons, including the study of linear ordinary differential equations of order n + 1. Taking Frenet frames allows us to translate such curves γ into corresponding curves Γ in the flag space, the orthogonal group SO n + 1 or its double cover Spin n + 1. Determining the homotopy type of the space of such closed curves or, more generally, of spaces of such curves with prescribed initial and final jets appears to be a hard problem, which has been solved for n = 2 but otherwise remains open. This paper is a step towards solving the problem for larger values of n. In the process, we prove a related conjecture of B. Shapiro and M. Shapiro regarding the behavior of fundamental systems of solutions to linear ordinary differential equations. We define the itinerary of a locally convex curve Γ : [ 0 , 1 ] → Spin n + 1 as a (finite) word w in the alphabet S n + 1 \ { e } of non-trivial permutations. This word encodes the succession of non-open Bruhat cells of Spin n + 1 pierced by Γ (t) as t ranges from 0 to 1. We prove that, for each word w, the subspace of curves of itinerary w is an embedded contractible (globally collared topological) submanifold of finite codimension, thus defining a stratification of the space of curves. We show how to obtain explicit (topologically) transversal sections for each of these submanifolds. We study both a space of curves with minimum regularity hypotheses, where only topological transversality applies, and spaces of sufficiently regular curves, where transversality has the usual meaning. In both cases we also study the adjacency relation between strata. This is an important step in the construction of CW cell complexes mapped into the original space of curves by weak homotopy equivalences. Our stratification is not as nice as might be desired, lacking for instance the Whitney property. Somewhat surprisingly, the differentiability class of the curves affects some properties of the stratification. The necessary ingredients for the construction of a dual CW complex are proved. [ABSTRACT FROM AUTHOR]