Shared here for public benefit.
Before going to a protest, demonstrators or observers should note that their cellphones may subject them to surveillance tactics by law enforcement. If your cellphone is on and unsecured, your location can be tracked and your unencrypted communications, such as SMS, may be intercepted. Additionally, police may retrieve your messages and the content of your phone if they take custody of your phone, or later by warrant or subpoena.
Leave it at home for a protest if you care about being tracked.
Pretty much all cell phones can be tracked even when turned off.
Source? EFF says airplane mode is sufficient per the article
Could you not wrap it in thin foil to make a faraday cage? If done well it should prevent any signals for going in or out.
puts on thin foil hat