"It's certainly strange," he commented when Frank had finished. "It's one of many queer things that are happening lately. I'll report the facts at headquarters and you may be called upon to tell your story there. But now you are off duty, and you can light out for the barracks." They were only too glad to avail themselves of the permission, and hurried off. "I've got an idea!" exclaimed Frank, as they scurried along before the gale. "Frank's got an idea," chaffed Billy. "Hold on to it, old man, for dear life." Frank made a playful pass at him which Billy ducked. "I've been figuring the thing out," went on Frank, "and I've come to the conclusion that those fellows wanted us to see them go into that alley." There was an exclamation of surprise from his comrades. "Come again," said Billy. "I don't get you." "Why should they want us to see them?" queried Bart. "They might have known that we'd go in after them." "Sure they did!" answered Frank. "That's just what they wanted. They figured that they'd get us all in there in a bunch. They guessed too that, not finding them, we'd flash a light. That would make us a good target to their confederates who had come to the mouth of the alley, and they thought they could mow us down with one volley. In other words the alley was a trap." "By ginger, I believe you're right!" exclaimed Bart "The shots came just after the light was flashed. It was a slick trick. You have to hand it to them." "But that doesn't explain where the men disappeared to who went into the alley first," remarked Billy. "No," admitted Frank. "And it doesn't explain either where the men who fired the shots vanished to. But there's an answer to everything, and I'm going to try to find the answer to this. I'm not going to drop it. Of course, I suppose the secret service men will take the thing up, but I'm going to do a little investigating on my own account. I have a hunch that when I take a look at that alley by daylight, I'll tumble to something." And while the four chums, after their narrow escape, are cudgeling their brains to solve the mystery, it may be well for the sake of those who have not read the preceding volumes of this series to trace briefly their adventures before this story opens. Frank Sheldon, a vigorous, clean-cut, young fellow, was a resident of Camport, a thriving and prosperous town of about twenty-five thousand people. His father had died a few years before the war broke out, and Frank lived in a little cottage with his mother, of whom for some years he was the sole support. She was of French birth, and by the death of her father had recently come into possession of a considerable estate in France. There had been some legal complications regarding the settlement of the property, and she had intended to go to France to look after her interests when the outbreak of the war made this impossible.