I sweat a lot too and I always had issues with finding the perfect fitting head band. I am an Amazon shopper myself so I always felt like it was hit or miss on finding the right size head band...that is until I found the "head tie headband".

Head Tie & Sports Headband - Keep Sweat & Hair Out of Your Face - Ideal for Running, Working Out, Tennis, Karate, Athletics & Pirates. Performance Stretch & Moisture Wicking https://www.amazon.com/dp/B01G4SM2M0/ref=cm_sw_r_cp_api_DGZLBbZXT20GS

Now I just find myself staring in the mirror, mentally preparing for the class by tying on my headband while walking on the treadmill.... Kinda of corny but I am able to place the band where I want and make it as tight as I need and it keeps the sweat at bay.