We perform a set of analogue wax experiments aimed at understanding the processes and conditions that lead to lineament formation on Europa. We heat a layer of wax from below and cool it from above so that a solid layer of wax forms above a molten layer, simulating either the liquid ocean or the actively convecting part of the ice shell. The solid layer of wax is then deformed periodically, simulating the cyclic strain caused by tides or by the satellite's nonsynchronous rotation. We find that the formation and morphology of lineaments that develop in the solid wax layer are governed by two main dimensionless parameters: Ψ, the ratio of the cooling timescale for the solid layer to the deformation timescale, and the dilation quotient γ, which is defined as the magnitude of net extension during one cycle of deformation divided by the amplitude of the periodic deformation. For Ψ ~ 1, features form that qualitatively resemble bands and ridge complexes on Europa. We conclude that diurnal tides may be responsible for the formation of bands on Europa if the conducting layer of ice is a few hundred meters thick and is underlain by a convecting layer of ice. Features resembling double ridges can form if the ice shell has a thickness of a few kilometers and periodic strains are caused by Europa's nonsynchronous rotation.