I am assuming that you are referring to pinning a topic and not posts.
When you get to the last reply in a pinned topic, the topic is automatically unpinned for you. You may want to try pinning it “globally.” That should keep it at the top of the category list even if you read the last posts.
Un-check ‘automatically unpin topics’ and ‘default topics automatic unpin’ in ‘Settings’ menu(admin authority required). These two settings turn pinned posts into unpinned posts when the user reads it.