Governments are in need of anticipating systems changes to reduce risks and stimulate desired developments. Although policy-oriented foresight proves to be helpful and increasing for governments stimulate a forward-looking attitude, there is little reflection on how do futurists deal with policy in policy-oriented foresight. The text books state that future policy should not be included in the scenarios to allow policy-makers to "wind-tunnel" future policies. Based upon ethnographic analysis in the Netherlands and on a review of internationally developed scenarios, we examine futurists' strategies and struggles with the policy-free ideal.