Where ever you have a pull between two points you have load. If you run it round the mast head then the compression load is there. If you cleat it at the mast head the the load is on the cleat. There is no place to rid yourself of any of the forces. If you have the sail up and the sail is cleated, then you tension a cunningham, you've added load to the mast head. I do think this is what DDW is saying but in the end there I was a little confused. "That tension is reduced by the mechanical advantage....." Only in individual lines. The point loading is the same.

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