As soon as I started to thin out, I begain shaving my head or clipping it really short. The hair might be going, but it goes now on my terms!
Headsweats brand are the best I've found. Suprised you find it hotter - I find it far cooler with the skull cap on than without. If you're really having trouble, maybe try a white one?
Far better than sunscreen/sweat running down your face and stinging your eyes or getting burned on the top.
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