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Here's a closeup of a brush I did with CA.
My turning technique is a little different, I held the stock with a chuck at one side instead of between two centers.
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I'll give a big +1 to CA. To impart depth you could do a coat or 2 of oil, then topcoat with CA.
I'm just getting started on the lathe, but CA seems like the best finish for brushes I've tried to...