Before the early-to-mid-1800s you wouldn't have had a sgian in your stocking: It would have (with a wee longer blade) been a "backup" in the armpit of your jacket.

Second point: If it's in your stocking and you don't want to lose it, don't go to the ground. Easier said than done, I know, as a martial artist who for 27 years has delighted in going to the ground. . .