Originally Posted by Kurlon

Use a sharpie, and mark the top clamp and stem nut so you can see if it's actually backing off, or if you're just rough on stem bearings. Also, make sure you are loosening the upper clamp bolts before you tighten the upper stem nut, that acts as a jam nut to lock the lower stem nut in place. If you don't allow the clamp to slide on the forks before tightening it, you may not be effectively 'jamming' the lower nut in place.