Just this week, I have found the perfect eyebrow pencil for me, and it is waterproof !! And it is cheap!!! Rimmel Scandaleyes Waterproof Kohl in Taupe. Also, their Hazel 02 color eyebrow pencil works really well, but the color has just a bit of a redder cast and the taupe has none. Give it a try!!
http://us.rimmellondon.com/products/eyes/scandaleyes-waterproof-koh...