Will not hold zero. - Weaver V-3 1-3x20mm Dual-X Hunting Rifle Scope

Won't hold zero on my Henry 45-70. I wasted over 100 rounds of expensive ammo trying to get it right. The windage was ok but the elevation wouldn't hold. Sometimes when adjusting it downwards, my 5-shot groups would actually move in the opposite direction (and yes, I can read up from down). Once when I thought I had it almost zeroed, I adjusted it just 1-MOA lower (at 50 yards) and the next group jumped to 4 inches high (that is high, not low). This scope gets overall positive reviews here so I suppose I was the lucky buyer to get a lemon. I returned it for a Leupold VX-2 1-4x.