Use the biggest plastic bottle you can find (the more visibility, the safer it is for others) and then tie it to a brick (or exercise weight around 5-8kg). Make the rope line about 2m long. It won't hit the bottom probably, but that's enough length that you can manage carrying it yourself on your board when you sail out...
It will drift, because the weight isn't that heavy, but at that weight you can pull it out yourself at the end of your session each time so you're not leaving it there forever and it won't move too much, depending on the tide at your beach. That's what I usually do ....
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