Mine are the kind that go in ear, but also have some hooks that go above the ear to keep them secure. It works well, but the rubber sleeves get a bit noisy when sweaty sometimes.

If the eartips are removable, try a foam type. It may have to be replaced often from sweat though.

It all else fails, you can look at getting Etymotic ER2XR wired in ear monitors. They fit deep and shouldn’t come out.