I had a similar problem when I first started loading 9mm's. After playing around with the sizing die, expander die, and the crimp I finally realized I just wasn't getting the case sized down enough to get good neck tension. Ordered a Lee undersized sizing die and problem solved.

As others have said, crimp does not hold the bullet in place but neck tension does. You might try seating a bullet without crimping and if it still moves you're not getting the case sized down enough. If it does hold then you could be over crimping it which can cause it to lose neck tension.