Making Moon Sand

I created moon sand, I used natural sand and play sand.  The natural sand did not work, it turned into a giant mud puddle.  The play sand however, somewhat worked, I was able to mold it into certain shapes but after about two minutes it would slide out into pile of mush.  So far my hypothesis, that Moon Sand has special chemicals, therefore you cannot make it at home, is correct.  I have one more experiment, with wax to do.  My hypothesis is that it will not work, and that when the wax hardens it will just clump together. That is all.