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Of course a number of folks have been with great whites without benefit of a cage. Back in the late 90's or early 2000's Jean-Michel Cousteau rode one by holding on to its dorsal fin... something he was taught by another who did it.
When I was diving with the great whites at Guadalupe, Baja California Sur, Mexico, I was happy to have the bars of the cage between me and them (well, until the bars ruined some of my footage). Of course friends of mine on two separate trips there had GW's go right through that flimsy cage.
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Yeh, I can imagine people do it all the time. I'm sure it's an amazing thrill for them too. But I don't think you'll find such activities on the "Top 10 Smartest Things Done by Mankind" list . . .