I'm sure it would, though you may need much larger stakes. What I do is position the stake perpendicular to the string. So if the string is 30 degrees from the ground, the stake goes in at 60 degrees, so that the tension along the string never acts to pull the stake up and out.
A second thing I'm sometimes careful about is the turn of the stake. The ones I'm using are Y shaped, so I make sure it's one of the openings that's being pulled against the ground, rather than one of the three fins. You don't want it to act like the point of a knife cutting through the ground, but like a spoon grabbing as much ground as it can.
And yet another thing. Bury it deep. The top of the ground, especially in sand, is very loose. If you sink it in so that the string itself is buried an inch or two, it won't have much wiggle room to loosen.
Another thing you could do is dig a deep hole a couple feet down and wide, tie the string to a sturdy stick, and bury the stick in the hole, flat at the bottom. You may want to cut a slit in the sand for the string, so that it goes straight through the sand to the buried stick.
And the last idea I have is to tie it to something else that's sturdy.
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