I jailbreaked my ATV2 a while ago. Worked fine but when the power is gone my jailbreak was gone. The power supply in my home goes out sometimes. So, no more jailbreak for me but maybe this problem is solved in the meantime.
If you had a system where the jailbreak did not survive a power-off, then you must have had what is known as a ‘tethered’ jailbreak which means the ATV2 needs to be connected to a PC/Mac to complete the jailbreak process. Tethered jailbreaks often appear first as they are easier to produce.
You do not mention what version of firmware you have on the ATV2? The current SeasonPass jailbreak for the 5.2 firmware is untethered which means it does not suffer from this limitation.