There is nothing to thread to. But hell if using the right machinery you could just make a new tail cap that has exterior threads for this purpose...
I was thinking about this a little last night as well... if i just wanted to tail stand it a basic cap is all it takes, i got it to stand up great with the lid of a small bottle, but if i was wanting to use a magnet to place it on a metal wall, side of a car or whatever without threads the cap would need to be high enough to support the light and keep it from falling out, and the magnet would have to be a good one too.
This isnt something ill be doing... It was just something i think would be easy to do with the right equipment and also could be a great accessory to these flashlights. I plan on drawing up my idea and sending it to Fenix though. Maybe they can make it happen.. One comment i have noticed several times on the candle power forum about these type lights is people wishing they would tail stand... I think that could be a real easy fix.
I admit i didnt get this at first, but when i realized you meant your other hand IS the strange i cracked up.