I found this tensegrity concept pretty fascinating and tried to print a model i found on Thingiverse. Unfortunately the I couldn't get the threads to stick with glue, so I decided to design my own version using M3 screws to attach the thread.
1: Print 2 of each part and (2 bases and 2 arms). Attach the 4 threads with screws the body and arm (screw them in the same direction as the arrows shows). Keep the 2 other parts unattached.
2: Press the arm to the base on both the top and bottom part. Use glue if the friction doesn't hold.
3: Start attaching the thread to both arms by putting a screw in the unattached arm (choose a suitable length for the thread, around 50mm).
Repeat the same procedure for the following threads, with a different length obviously. Be sure to always keep all the threads tensioned when you attach them.
Enjoy the floating illusion:)