Place it within a notebook or journal.

Never take it away from that journal or notebook. That pen now belongs to that journal or notebook.

It should be to the point where maybe you get a sudden phone call while using the notebook and pen, and they ask "do you have a pen ready", and you say "not ready no, gimme a sec to get one and some paper". And then, scramble to find a loose pen to use instead.

Source: Me, diagnosed ADHD-C in college, hasn't lost a pen that I associated with planner, subject 1 notebook, subject 2 notebook, etc.