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I sweat like crazy too. I've had good luck with the aforementioned Halo headbands.
Lately though, I've been using a Buff (or knock offs) and fold it down into about a headband size. To me, it seems to hold a lot more sweat and manages it better than even a Halo. There's 3 packs on Amazon from a brand called Renegade I think for about 10 to 15 bucks and they work as good as the Buff branded ones that are 15 to 20 for a single one.
https://www.amazon.com/MULTIFUNCTIONAL-HEADWEAR-DESIGNS-Absorbs-Protection-Headband/dp/B017FXE60O/ref=mp_s_a_1_10?ie=UTF8&qid=1530125857&sr=8-10
I love my wool Buff (the synthetic ones are't as good). It's an essential part of my winter DG gear. The knotted double-fold keeps my head warmer than anything else I've found. Never thought of wearing it as a sweatband! I've only used the actual Buff brand, so nice to know the knock-offs are just as good, for when I need a new one. Thanks!