My roomie is a theif. Is this a bad idea to steal something of her's to hold as collateral til she confesses?

She's been stealing my stuff for months now and lies when I ask her about it, and recently I've been finding my stuff in her room. We're already breaking our lease and moving b/c this situation has made things so awkward, but I want my stuff back and don't know any other way to go about getting it. It's nothing really valuable (money-wise) but she's taking MY stuff and I'm not going to let her walk all over me. So I'm thinking about taking something of her's, the when she asks me about it, tell her that I sure do have it and would be happy to return it to her as soon as she gives me my **** back. (Or would it be better to deny it like she's been doing, but make it obvious that I'm lying?) I doubt she'd get the police involved since she knows I've busted her stealing from me. What do you guys think?