One of the keys to good skywave propagation is the condition of the ionosphere. The more energetic the ionosphere is, the better it will refract radio waves. This energy comes from the sun and increases and decreases over an 11-year cycle, sometimes called the sunspot cycle, At the peak of the sunspot cycle, worldwide communication on the HF bands is possible with low power and simple antennas. At the bottom of the cycle, long-distance communications it is still possible, but more difficult.
Skywaves with frequencies above 30 MHz tend to go right through the ionosphere and head off into space (with some exceptions, of course). This is actually a good thing. For example, we use frequencies in the VHF, UHF, and microwave portions of the spectrum to communicate with satellites and other spacecraft. It would be impossible to communicate with the International Space Station (ISS) if all radio waves were reflected by the ionosphere.
Note that there are many exceptions to what I’ve described above. There is, for example, a propagation mode called “sporadic E” allows long-distance communications on 6-meter and 2-meter frequencies, frequencies that are normally restricted to line-of-sight communications. Learning about these modes and figuring out how to use them is part of the fun of being a radio amateur.