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I tie a double knot which holds securely, yet still pulls undone when I tug on the tag ends.
I tie the overhand knot, then I take a double wrap next time. Hard to describe. I've seen a diagram somewhere, but I can't find it just now. Meanwhile here's a picture that might help.
http://www.linbarconsulting.com/Instructional%20tools/new/vips/Ianssecureknot.pdf