It is dark outside. FoxFury offers the TX-3 which is designed to be worn on a belt strap or an epaulet.

The small and compact FoxFury TX-3 Running Light features 3 Selectable Beam Intensities. The LED light is providing enough light to see 10 ft (3 m).
Two CR2032 batteries give you up to 40 hours of light (varies by mode).
The FoxFury TX-3 sells for $24.99 on the FoxFury site.
I actually keep the True Utility TrueLite LED Flashlight in my jacket during winter. I did not get lost yet.