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Explain xkcd: It's 'cause you're dumb.
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Lightning
Maybe you should wear one too? I guess I'm taller than you, so as long as I have one we're fine.
Title text: Maybe you should wear one too? I guess I'm taller than you, so as long as I have one we're fine.

Explanation

An anti-static wrist strap is a device worn by people working with sensitive electronic devices. The strap is connected to a "ground", so that if there's any static charge built up it will discharge there rather than being transmitted to the device, which may otherwise damage it. Plenty of other objects are known to have such grounds to protect from electricity, such as certain types of charging cords.

Lightning is a release of static electricity that occurs when there's a large charge difference between a cloud and the Earth or between two clouds. In the comic, Cueball has once again confused how anti-static devices work -- rather than protecting a device from static in the person, he thinks it will protect the person from static in the lightning. In fact, wearing a strap that conducts electricity will make it more likely that he will be struck by lightning, and the strap is far too small to protect him from the electricity in the lightning strike.

He may think that the anti-static device works like a lightning rod, attracting the lighting and diverting it away from his body. The reason they work is because lightning takes the easiest path. This is corroborated by the title text, in which he thinks that Ponytail should be safe because he's taller than she is, and lightning tends to be attracted to the highest conductor in its vicinity (e.g., lightning rods that are above the roof of the building they're protecting). While this is true, it ignores the fact that he's made himself more likely to be struck, and potentially severely hurt or killed, by a lightning strike. (Obviously, there are better ways to be protected during a thunderstorm. (See the What If on lightning.)

Additionally, merely wearing such a device has no effect at all if it isn't connected to a handy grounding point, which is unlikely to be the case if you're actively moving around, such as with the two characters here who seem to be hiking during the storm. You'd possibly even need a couple of grounding-wires, always one secured to some suitable 'earthing point' even while the other is being unclipped from where you've just been and reclipped to slightly ahead of where you're going. Close examination of the 'protected' individual shows that there is a loop of some danling wire going from their wrist to their body. If that's all it does, then it's practically useless. There is some vague possibility, however, that the wire goes down the torso (ideally in an insulated manner, to avoid both electrical and thermal transference in the event of a lightning strike passing through it) and splits to connect down each leg and towards a grounding-plate/spike on the sole of each foot. This would technically create a dynamic 'always active' form of lightning-rod protection (ignoring the discrepancy between the height of the figures hand and the possibility that the higher crown of the head might be struck by lightning more in the first instance) where the act of walking will always create a protective connection to the ground - so long as Cueball does not attempt to run or (even momentarily) make any jumping movements. And it still relies upon an effective lightning-conductor connection that is rated sufficient to carry a strike's charge properly, without creating additional surface effects to the skin/clothing it passes down along.

Transcript

[Lightning overhead. Cueball and Ponytail are standing on a hill at night.]
[In the sky, by the lightning:]
BOOOOM
Cueball: Don't worry, I'm wearing an anti-static wrist strap


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