Zeo is designed to interpret sleeping brainwaves and awakenings, it is not designed to interpret brainwaves when you are awake and active. Wearing the headband while up and awake can produce confused results for that period of recording (possibly confusing awake brain waves and REM or other sleep stages).
This is why we recommend removing the headband while you are awake, and only wearing when you are sleeping, or trying to sleep.