Cut two triangles from white felt. Lay the headband overlapping the base of the triangles and trim to fit to the curve of the headband. Cut a rectangle of yellow and a rectangle of orange felt, each measuring one-third the height of the triangle. Lay the yellow piece down with the orange piece directly above it. Place the triangle on top of both pieces with the yellow at the bottom edge and trim the sides to fit the triangle. Repeat for the other side.