*But, I think I know why. Partly it was insanely heavy (after removing it I looked like an axe murderer, I have never bled so much before in my life) and partly I wasn't able to get a good seal. My toilet and bathroom are separate so I wasn't able to rinse the cup, meaning the holes in the rim were clogged and it wouldn't seal properly on the heaviest day. I have also finally found the position that it sits in and the technique of getting it to seal. I use the punch-down method of folding the cup, insert it about halfway and let it pop open. Once open I push it inside (so the base is about 1-2cm in), twist it a little and pull it towards me so I can feel a slight 'tug' as it seals. Voila! No leaks!
So my advice is, keep trying! It is so worth it for the hassle-free period I am experiencing