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Many years ago I attached yarn to the leader when casting. I was never satisfied with the results for the little yarn ball never felt like a fly but more like a miniature parachute, making it difficult for the tippet to turn over. I stop using it.
Maybe 10 years ago I was in St Pete, Florida with Pat Damico, an FFF fly casting instructor and old friend, who showed me what I regard as an excellent answer. Pat uses soft surveyors cord or similar material. He cuts a short length, folds it and ties a knot. I prefer making a small nail knot rather than a knot.
I’ve attached a photograph. A knotted example is on the left in the photo and the rest are secured with a nail knot. Fray the two legs with a needle and attach the tippet to the looped eye. The shortest one in the photograph is used when casting a dry fly and when casting bigger flies use the looped yarn with longer legs.
Pat’s looped yarn gives the impression of casting a real fly. It doesn’t tangle in the grass or in the trees and costs less than a penny to make. If you are taking casting photos the Pat’s gadget looks just like a fly.
To give the impression you’re casting a weighted fly I double several lengths of lead core fly line and whip finish a loop to stabilize the legs.
(Update from Pat Damico – Lowe’s and Home Depot have bright colored cord that is used for carpenter’s chalk, to strike a line. One spool will last several lifetimes. Take your choice. When people ask me what fly to use for success, I hand them one of these. “Learn to use this well and you will catch a lot of fish,” is my usual reply. )