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by twisting them you ensure a better chance of the cpc remaining continuouse throughout the circuit,the failiure could arise at the first connection of a bank of 20 lights,
and no one would ever know the 19 other lights where not earthed (until next tested of course)
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Surely this is the reason why we carry out R1+R2 and measure zs to check earth loop at furthest point on the circuit. Problem with twisting you can stress the conductors specially this silly single stranded stuff, have seen more damage done by twisting and bending conductors than the terminals of the accessories do.