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No, I have no idea what is going on here.
Is it some kind of underground street theater? Or, maybe performance art? A viral Internet prank? Or maybe, sadly, one of those strange people you try to avoid at all costs on public transport? You know the kind, the ones you never want to make eye contact with in case they sit beside you and start telling you ALL ABOUT IT.
Note: the woman carries a plastic baby—is she perhaps making some kind of (weird) protest over breast feeding in public? But then again, maybe that’s just how she rolls. I think you’ll agree, it’s difficult to say.