Having now thought about the claims the Grand National is a Mobius strip a bit more, I've come to the conclusion the tracks must cross.

If they don't then the trains would need to maintain their relative positions (ie. train 1 on the left, train 2 on the right), which means they'd have to come back into the station either upside-down or back-to-front, which they don't. Looking at videos of the ride on Youtube, I suspect they actually cross at some point when the tracks separate either going into or out of the station.

Then again, if you used a train based on some form of hinged suspended seating, you could actually make a mobiuscoaster.