She had left the hotel, after stopping there one night, the maid said, and had left no directions for any mail to be forwarded, nor had she given any clue to where she was going.

"She seems to have come into our lives in a most mysterious way," said Mollie, "and then to have vanished. We get a glimpse of her, as it were, and again she vanishes. I wonder if we will ever solve the mystery?"

"Perhaps she is—the ghost of the haunted mansion of Shadow Valley," suggested Betty.

"What an idea!" cried Grace. "Don't be so—shivery!"

"Well, she is as mysterious as ghosts are supposed to be," Betty went on. "I wonder when we will meet her again?"

"When we do, we must take care that she does not escape without telling us more about herself," said Amy. "Not that we can insist, but we ought to know for our own satisfaction."

"I think so, too," added Mollie. "She is getting on my nerves."

"Besides, we might be able to help her," spoke Grace. "It is dreadful to think of a nice girl like that going the country, friendless and alone. She may need just the aid we could give her."

All the conclusion the girls could come to was that the girl, after leaving the farm house, had somehow managed to find those who were able to look after her. Then had come an interim, which was a blank as far as the girls were concerned. Then came the hotel episode, and—another blank.

"It's like one of those missing-piece puzzles," complained Grace. "We'll never get it straightened out."