>>8372595The ponytail on mine is also able to move and hold it's place. Sometimes it feels a little floppy so I've never dared to disassemble it.
You could try to secure yours down by reinforcing the peg-hole with either some of the clear plastic she was wrapped in, or using some putty, or superglue it into a permanent position you're okay with, or try contacting good-smile for replacement.