A base of thread must be built underneath the cone's cavern. The thread base must snug up against the cone to insure it is stationary once put in place. To insure the cone doesn't rotate, a coating of super glue or epoxy over the thread prior to pushing the cone onto the thread would be added insurance.
This conehead type weight is used on Popovics' Jiggy fly for saltwater flies. In my opinion, it is somewhat heavy and a bear to cast on anything lighter than a 10wt. Juro's use of more material vs. weight on his Real Eel may eliminate the "kick" that I get from this pattern, a technique that I must try.