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I'd not recommend this in general, no matter where. A friend of mine got robbed in Zurich, Switzerland (with crime rate way below most US cities). Because she wore her bag diagonally across shoulder they beat her up till they could grab it and she ended up in the hospital :(.

Health > belongings, always.

I once met a fellow traveller with a huge scrape going down her shoulder and arm. What you describe had happened to her in Malaysia and she'd been dragged along the floor a way.

How strange that this comment is attracting downvotes.

Police in the UK recommend leaving your car keys somewhere obvious downstairs in your house for similar reasons.

Replace the steel cable with one of those extendable pet leashes