The adhesives available are very strong nowadays, but personally I would draw the line at sports where there is the likelihood of actual physical contact between your opponent and your hair, unless you can wear head protection. If you are all sweaty, the glue has heated up and has lost some of its strength, and then someone tugs hard on your hair, there has got to be a risk of an embarrassing accident. It is unlikely that the whole piece would come off, but the hairline could be ripped loose or pushed back. Even if the risk is low, any risk at all of that scenario happening would be too much for me. I know a guy who wears a hairpiece and does BJJ, but he always wears head protection.