I acknowledge that I have not tried it (being mostly a coastal sailor)
but there are directions for a DIY wind vane at
http://www.mindspring.com/~waltmur/Self-Steering/. Apparently you can
mount it to plywood that then gets attached to the transom for a test
drive. If you have the time and desire, and don't want to spend a lot
of money (and don't plan to sleep while it's working), you might try
this.

Steve Hayes
Augusta, Maine