Try it with a AA battery and see what happens.
A large capacitor can fool a continutity tester, it can appear to be connected while it charges up.
diodes may or may not show continutiy, depending on the meter and the diode.
A large AC component when measuring DC voltage or vice versa can confuse some meters. (I love dual display meters that separate out the components.)
Your fingers holding the leads when measuring resistance can skew the results, especially if sweaty, stressed, or have a high thetan level.
AC that is not a sine wave will give incorrect results on meters that don't do RMS properly.
capacitance measurement with long leads is a crapshoot.
You can heat up one lead and freeze the other and get odd thermal effects.
You too can use these effects and more to create a video supposedly showing free energy, putting up an indigogo campaign and retiring off the proceeds from the gullible.