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I think they use water, obviously, to mold it together. And it's packed down tightly, for control and for definition. These are fantastic, but I agree with Five Fresh Fish-what IS the "Amazing Walter" doing?! Hey, deborah, go without him!
Unbelievable! And I'm with Alex, how do they stay together? If they aren't adding something, I wonder if the beach sand doesn't contain a high portion of clay. I am adding this to my "places to go before I die" list.
I seem to recall that the only allowable addition in any respectable sand modelling competition is water. The key is the perfect degree of wetness and working fast enough to not disturb the structure once it starts to dry.