I had the same problem years ago and my fly-fishing mentor told me it was my cast, not letting the rear-ward loop lay out enough (starting my foreward cast too soon). Of course, we tried a lot of different things that day and the problem disappeared.
I'm not saying that it isn't the fly. I've had that happen frequently with grasshopper patterns. But I wanted to see if anyone else thought it might be the casting motion.
Do not tell fish stories where the people know you; but particularly, don't tell them where they know the fish. ~ Mark Twain