I have yet to use an IEM that will stay sealed. It's probably that whole you know sweat thing. The last I tried was the Sony AS40EX. It was the worst I used. The longest seal I maintained, was with with the JVC HAEBX85B. The ear clips were really snug, so that helped. Alas, they sounded tinny and would still de-seal eventually.
Not an IEM, but my favorite workout phones have been the Sennheiser twist-to-fit earbuds. Right now, it's the Adidas branded CX 680. However, the older MX 85's were better. I'll go back to those once this current pair craps out. They always do eventually.
