I think everyone who does cardio exercise has this problem. One of the guys I work with goes jogging at lunchtime and has the same problem. By 10 minutes in his bio hair is in rats tails and the piece is sitting dry on top. Total giveaway. I have considered saying something to him, but I don't want to embarrass him.

At the gym I do a 10 minute warm-up, and them I go over to the water cooler and just pour a cup full of water over my piece hair and comb it through with my fingers. It looks perfectly natural and no one is any the wiser.