IMO, it works by your arm getting tired over time, blood rushing to it and making it heavier, making it seem to move on its own

Its pretty lol'sy at parties though...I remember a friend of mine and my aunt fighting over an answer...each one was trying to be sneaky about it, but their knuckles ended up being white at the end. My aunt left, my friend looked at me and she goes "Lol, I was so moving that".

Edit: I suggest you buy one. Its a fun way to break the ice with some new girlys...the Ouija board told me to put my hand there!