Next time that happens, I encourage you to make sure it is heads-up, and then leave it. If you believe in luck, you were already graced with its luck just in finding it, so you don't need that penny. Leave that for someone else who comes along and may need that positive energy that they interpret from the penny.
In fact, perhaps the next time you are taking a walk, purposely leave a heads-up penny somewhere that someone can easily find it. It can be your way of putting a little bit of positive energy in the world for someone else to find.
Go on now, I dare you!