I generally can't do it. I think it has to do with the size/shape of your arms in proportion to your relative body size. My forearms are quite thin, much thinner than the rest of my frame would suggest. Angie has said that most of my sleeves are just too loose to scrunch. I find it very hard, maybe impossible, to find a jacket with slim enough forearms that will also fit the rest of my body. (Even my unlined knit blazer won't stay scrunched.)
Rubber bands or hair ties inside the cuff will keep them up, but it's painful after a while.