If you don't want to be accosted by the police, then don't go out looking like someone that the police would accost. If the above interferes with your "style' or "how you role," then by implication, being accosted by the police is also part of your style, and you should accept it as being "how you role." If this is the case, then I suggest carrying a small knife that is difficult to open one handed, and that has a piivot that can be tightened, and to have a lawyer on retainer, just in case.
I have read reports of police raiding knife shops and confiscating any knife that they could flick, even if the knife had to be held by the blade to flick the handle open.
I, however, have carried a mini-manix all over NYC, and being a tourist, talked to several police officers during my visit for directions. They were all over the Grand Central Terminal area due to the steam main rupture that occured last Wednesday.