I've looked into this many times because I am formulating my own hair care line and there is really nothing that can help prevent your natural hair from reverting back to it's natural state due to your hair's porosity level when sweating. You can only try and keep you body temper at a level that will prevent you from sweating.
Just in case you don't know: However, the method of pressing your hair can make a difference. I find that when hair is pressed with a pressing comb and or a flat or a t-flat marcel pressing irons the hair comes out much straighter and tends to hold the style longer. Basically the old school method is best versus the new school method of pressing with a flat iron.
When you press your hair with a pressing comb or any iron that uses direct heat from the stove (portable or not) you should use a very light weight heat protectant to avoid your hair frying and being weighed down.
-From a cosmetologist.