I got this in the mail, as an advertisement from Joe Mahler “Marker Jockey” (239) 482-0325 (.(JavaScript must be enabled to view this email address)). Joe does Graphic Arts, and sent this tip as a storyboard on a postcard:

Instead of using a cord leash, or coiled fishing line as a leash, try 1mm stretch jewelry cord. This is clear, very stretchy, and very strong. Nail Knot it to your earpieces, then use clear nail polish on the knot to lock it in place. I have also been using shrink tubing over the knot to keep it from unraveling, but you have to be careful not to melt the jewelry cord.