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Removed incorrect attempt at a proof.
Konrad Swanepoel
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This is a theorem of Gyula Károlyi, János Pach and Géza Tóth: Ramsey-type results for geometric graphs. I. ACM Symposium on Computational Geometry (Philadelphia, PA, 1996). Discrete Comput. Geom. 18 (1997), no. 3, 247–255. Link to preprint

In this paper they indeed give an induction proof, but IMHO not an easy one.

Konrad Swanepoel
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