To hold you?
Are you wanting to use suspension hanging (where the medium will bear your weight)?
Or as a ligature (simply a tight band that can be constructed to apply pressure to the carotid in the neck)?
I previously achieved success using a simple cotton hairband, with a knot in around the neck. It was purely accidental. Wasn't working as I hoped, so I slid the knot to the side while I looked for something to help me release it. The knot must have just positioned itself in the perfect place.
Next thing I knew, I was waking up with a nurse (this was in the hospital) on top of me performing CPR, in a pool of my own urine.
Don't think I could do it again. Total fluke. However, the hairband was perfect. Soft enough to be comfortable around the neck and leaving no marks (should your attempt be unsuccessful).