I agree, so I asked my material scientist friend. Based on the strand thickness in that microscope image being approximately 8 microns, a single strand can hold

I agree, so I asked my material scientist friend. Based on the strand thickness in that microscope image being approximately 8 microns, a single strand can hold about 250g. So a web would probably hold a spade, depending on how well it sticks. Incidentally, if you need a material scientist, OracleCarbon hangs out in IRC in #xkcd on the Foonetic network and is happy to answer stuff like that.