I play soccer, touch football, I water ski, go to the gym and run a fair bit. I have curly hair so if I put the hair band in tight enough, my hair won’t move, but I’ve noticed that when it’s straight it slips and falls down a lot, especially when I play soccer. So when I’ve straightened it, I use my hands to make an approximation of where my hair is going to sit in a pony tail, than I get hair spray and spray a ring around that part of my hair, than whilst the hairspray is still wet (meaning you have to spray it pretty close) I whack two hair bands in it (any sort, usually the elastic ones with the metal bit on them) and make them pretty tight and I usually don’t have any problems unless the ball hits me in the head, I get elbow in the head or jumped on and it moves it out of that place.
It’s kinda of like when you have your hair wet and you put a tight band around it, it doesn’t move, works like that. Or you could run a bit of mousse through your hair and give it a kind of sticky ness (not ugly stickiness) but give the band something to cling to.