Whilst I have mentioned the problems with using Alexa redirects for links in the past, when talking about linking mistakes, I am going to leave it to Matt to give you a pictorial lesson on exactly why it is bad to use them (if you still need to be convinced).
He has put in some extra effort and created some high quality pictures to describe what he is talking about. We have a rival for Rand Fishkin’s Googlebot in the making…
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