I recall making a ribbon cable loop years ago, and ran into the same tedious
and not-very-easy task of adjoining the ends to each other. I ended up grabbing
an IC socket, the little 16 pin kind, and soldered the pins to each other in a
staggered fashion (offset, as is needed to create the consecutive winding).
Then I just snipped and tinned the ends of the 16-wire cable, and inserted them
into the pinholes on the IC socket. Easier to do than describe, looked neat,
worked perfectly.
Linus