Lenny,
My coping saw has two pins on the turning blade holders that stick out at 90 
degrees to the blade.
These are, I suppose, intended to let you see the direction of cut.
Using a technique similar to yours and checking these pins for
similar angles too, it works fairly well, but the handle end still has
a strong tendency to turn even when tight.

It's not a perfect tool, but sometimes it's all there is.

tom

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