I coach tennis and have had students go through the same thing. Working out, watching what they eat and still gaining weight. Found out that most of them were not metabolizing carbohydrates. The bagel they had before they worked out was turning to sugar instead of energy. they stopped eating anything white. White pasta, bread, rice, etc... Got off Juice.
Could be hormones but check your carb intake.
Gluten can do that to someone also.
Are you Moody?
If so, your blood sugar could be going up and down because of the carbs.