Noob question. How to turn on and off PMPTL8 rechargeable light?

[MTHall]

I know this sounds dumb but I am old school and can't tell what I am doing wrong. I can go through all the modes but every damn time I take my thumb off the tail switch the light turns off. I just want to set it on high setting and then be able to simply turn it on and off.

Thanks much in advance.

 

[MTHall]

Update. The good news is I'm not dumb👍😊. After a talk with customer service it turns out the light is Defective.