I also noticed in your picture that your wrap is very thin so only holding the band to the fork with a very narrow point of contact. Pull the wrap tight and spread the wrapping out more to cover more surface area. Think of how a bicycle tire contacts the ground (your wrap) compared to how a car tire contacts the ground (what you want). See pic.There's no way it should still slip after that unless the finish is somehow super slick. If it still slips then do as joseph_curwen suggested or a small piece of double sided tape works wonders too.
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