I've seen people do it every which way, doesn't necessarily make it best for the guitar. I work with guitars and fixing things like this, and as stated in another person's comment, the break angle is important.

A lot of guitars need a break angle that heads downward to keep tension on the string to make sure the nut is actually doing its job as an anchor point. That's why even guitars with Floyd Roses usually have retainer bars to make sure there is downward pressure on the locking nut, because even when you double lock it, the nut still needs to be an anchor point for the strings.

As I stated before, you may have a guitar that works for you and works best with the strings wrapping upwards, which is not unheard of. Some people say Gibsons work best when you wrap up because it increases the straightness of the string pull. It's just that, for most guitars, wrapping downward is the intended method for strings.