You have to set it. I was working with this backstage at a runway show two weeks ago and if we didn't set it, with the lights and the models body temp, it just melted everywhere. Dark Soul pigement is what we used to set it, and make sure that your lid is really dry and well powdered where your lashline may hit it and mark it. Also try applying it with a liner brush instead of straight from the pencil to get good colour payoff but less product so it's less likely to move around on you.