The best way to connect your negative winch lead, is to ground it to the frame as close to the winch as possible. Then have a short as possible heave duty battery to frame connection as well. This will give you a lower impedance than any cable.
Nobody does it that way. Why? Because running a dedicated negative cable is more reliable, despite having a higher impedance. Keeping high current grounds viable in a Jeep environment can be problematic. So I installed a direct negative cable...
HOWEVER - nothing says you can't do both! Then you have the best of both worlds.
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Two negative leads connected - one direct to battery, one direct to frame.
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Frame connection.
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Side view. Not concerned about chafing. Star washers used on both ends for good connectivity, plus I glopped the connections in an attempt to keep water out. Even if the entire thing eventually fails, the other lead going directly to the battery will still be there, and I'll enjoy the lower overall ground impedance in the meantime.
To make this truly complete, a larger than stock battery to chassis ground cable will also be installed.