Physical Mechanism
When the yo-yo is first released, the throw gives it translational kinetic energy. As the string unwinds, much of this energy is converted into rotational kinetic energy, causing the yo-yo to spin rapidly. As the yo-yo unwinds, it also gains some energy from gravity. Because the yo-yo has a significant rotational inertia, the yo-yo can store enough energy in its rotation allow it to fight gravity all the way back up to your hand. The string winds in the opposite direction upon the return of the yo-yo. If the string is connected to the shaft with a loop, there may not be enough friction to overcome gravity, and begin winding the string. In this case, the yo-yo will continue to spin at the end of the string instead of returning. However, if the yo-yo is jerked slightly, it will enter free fall for a brief moment, and the string's friction becomes the most significant force on the yo-yo. This allows the slack string to bind, and the energy from the yo-yo's rotation finishes the rest of the return.
Patents have been issued to create more complicated mechanisms to allow tension control and an adjustable mechanism.
Read more about this topic: Bandalore
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