I bought a stylus for playing Pokemon Go outside in the winter, when it's too cold to use my hands. I've been just keeping it in my coat pocket, the same as my gloves, but it keeps falling out. I haven't lost it yet, but it's going to happen some day unless I find a better solution.
More info/limitations:
The stylus I have is about 5-6 inches (same height as my phone)
My phone has an otterbox case on it
My stylus has a clip on the end, like a mechanical pencil
My coat only has the two regular pockets, no breast/inside pocket, and no zippers on the pockets
So how can I store my stylus securely & portably, and prevent myself losing it?