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Close to the Wind
This is a true sailing expression. Sail boats have different characteristics, but all need wind. Some can harvest the wind better than others. If you sail close to the edge of direction that the wind is coming from you may well lose the wind altogether, but you may be able to make better progress than a boat that can't sail as well in such a difficult situation. Thus, if you can 'sail close to the wind' then you can benefit, but you enter a risky area and may lose all. Sailboats use the power of the wind to propel them through the water. There is actual wind and apparent wind. When sailing from point A to point B in the shortest amount of time, one should sail as close to the wind as possible without allowing the wind to the back side of the sail, causing the sail to "luff" or flap in the breeze which deprives the boat of speed and direction.