Should you proactively remove spammy links?
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Occasionally I notice spammy sites linking to us. Should I proactively try to request that they take down the links to avoid getting penalized? Or should I just wait for Google to provide a disavow link tool.
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You should take note of all these spammy links and put them into a spread sheet. I would also ask for the webmasters to remove them as well. Try contacting them through two different methods. Such as support ticket or through a contact us email. Document that as well.
In case you get penalized you will have the work already done in trying to get a reconsideration. I wouldn't sweat it too much though, Google is working on perfecting their algo to identify this type of problem & situation.
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If its excessive yes. If it is not excessive, it doesn't need to be removed asap.
But one thing to consider, why is your site being linked on spam sites? You might need to look at why this is happening to prevent it. Because if you occasionally get it, it will occasionally build up and then it will become a problem.
If you only have 1-2 links a year or something of that nature, it can't be that bad because everyone get's bad links here and there. But again why is it happening in the first place is what you should do first.
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I would go ahead and remove them as you come across them.
The disavow tool seems like it might have a lot of implications and Google is probably thinking about the best way to go about this before implementing. In my opinion it will cause a spike in spamming when people know they can simply disavow links if they get caught.