Personally, I get the drawstring bag that probably came with at least one of your helmets and put it in that, then sling it over my shoulder. Just don't wreck. I've also carried it by threading my arm through the facehole and letting it sit on my elbow. It's cut off the circulation to my arm before, too. I don't recommend it. And, finally, when I go to school I use a carabiner to strap it to my bag so I don't have to carry it, but idk about that at higher speeds.
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