Inspired by by XKCD #88, Instructables user Kiteman set out to make his own Möbius strip wristband, by the obvious method: Cutting a silicone wrist band, flipping one end over, and gluing it back together.  He tried out various adhesives before settling on Gorilla Glue.  I would also want to experiment with a silicone-based adhesive like Devcon 12045.  Also, FWIW, it’s not expensive to have custom debossed silicone wristbands made, even in single-digit quantities.

What Would Escher Do?