Everyone about the Miller farm was so busy that Roxy’s daily disappearance did not attract much notice. With her well-filled lunch basket she would run into the yard, slip bit and bridle over “Beauty’s” head, seat herself on his broad back and trot off down the slope to the ledge, and then leave “Beauty” to wander about the pasture until the late afternoon.

The pony never went far away. He would feed on the wild grasses, going to the brook to drink the cool water, and come trotting back to the shade of the ledge. Several times each day Roxy would leave her watch-tower and go down to pat “Beauty” and keep him company for a few moments. The little creature had always been with children, and was well content to keep within hearing of Roxy’s voice.

“Dinah,” the big rag doll, now lived permanently under the scrubby oak tree on top of the ledge, and the two gray squirrels, “Lee” and “Jackson,” became so tame that they would come running to watch Roxy climb up the ledge, chittering and scolding noisily, and eager for bits from the well-filled lunch basket. They were no longer afraid of the little girl, and when they would perch themselves beside “Dinah” as if expecting the big doll to feed them, watching her with sharp, bead-like eyes, Roxy would laugh with delight. By the end of the third day of her self-appointed task she found the time going very rapidly and thought the top of the ledge the finest of playhouses.

On the second day Polly had appeared at noonday bringing a fine ripe melon and some peaches, and the two girls had feasted happily.

“We might signal to each other just for fun,” Polly suggested. “You could wave the signal three times at noon and again just before you start for home, and I’ll watch for it. But if you set up the pole with the signal fastened to it, and don’t wave at all, I’ll know that means ‘Soldiers on the road,’” said Polly. “You won’t be so lonely if you can signal me,” she added; and Roxy promptly declared that she was not lonely; that “Lee” and “Jackson” and “Dinah” were the best of company.

“And having the pony makes a lot of difference, Polly. Just think when I do see the soldiers I can get home so quickly and tell Father,” she said; and then she showed Polly the tiny house she had made for “Dinah,” building up three walls of flat stone and making a roof of twigs and oak-leaves. “And the squirrels like it, too; they run in and out as if they thought I had made it for them,” Roxy said; and Polly declared the little house to be perfect, and again praised Roxy for keeping watch so steadily.

“It’s just like being a real soldier on guard, Roxy,” she said, and Roxy smiled happily; but Polly’s next words made her smile vanish. “If the armies don’t come at night,” Polly added thoughtfully.

“You don’t suppose they will, Polly? Oh! What would we do?” said Roxy, nearly ready to cry at the thought that, after all, she might not be of any use to the Union cause or to her soldier father.

“I suppose if the Confederates were on the march at night they’d ride straight on toward Washington; they wouldn’t stop at all, and perhaps that would be the best for all of us,” Polly said gravely. “But if they march by day you’ll see them, Roxy, and signal me and Mother and I will start off with the horses.”

This satisfied Roxy, and she bade Polly a cheerful good-bye, and that night waved her white signal as they had agreed before she mounted “Beauty” and trotted down the slope toward home.

For several days Roxy signalled as Polly had suggested, played with “Dinah” and the squirrels, and won the friendship of a handsome squawking blue jay who began to share her luncheon with the squirrels, and would scold noisily if he was not promptly attended to. And then, on the afternoon of September thirteenth, came the adventure that Roxy would never forget. She was waving her good-night signal to Polly when a firm grasp on her arm made her drop the stick to which the white signal was fastened and call out in fear as she looked up to find a stranger in worn butternut-colored clothing standing beside her.

“What’s all this?” he asked gruffly. “I’ve had my eye on this signalling for two days; what does it mean?”

For a moment Roxy was too frightened to answer, and the man’s voice softened as he realized that the little girl was staring at him in evident terror.

“Don’t be afraid. I only want to know why you come to this ledge every day and signal. I reckon somebody is watching out for those signals, eh?” and a little smile crept over his grim face as Roxy nodded in response.

“I thought so!” he declared, evidently well pleased. “Now tell me all about it,” he continued in a more friendly manner. “Something to do with armies and soldiers, isn’t it?” he asked and again Roxy nodded.

“Well, tell me who sends you up here? And what for?” he questioned, and now Roxy regained her courage. Gruff and stern as the stranger seemed Roxy was no longer afraid of him, and she now answered quickly:

“Nobody sends me.”

“That’s a likely story. A little girl like you perched up here day after day waving a white flag at certain hours. Where is your home?”

“Newburyport, Massachusetts,” replied Roxy.

“A Yankee girl! And what are you doing here?” he asked, but Roxy did not answer. She wished now that she had not answered any of his questions.

“Where do you come from?” she now ventured, and at this unexpected question the man laughed.

“I don’t mind telling you that my home is in South Carolina, and I’d be mighty glad to be there,” he answered; “but I’ve no time to stand here. I want to know about this signalling. If you are a Yankee girl I reckon you’re here to protect some sneaking Yankee soldiers who are hid up along these mountains to fire on Lee’s soldiers!” and he fixed his sharp glance on Roxy, and for a moment the little girl felt sure that he knew all about her wounded soldier father; and she quickly realized that she must not let this man know where she lived.

“You’d better come with me,” he continued, looking about as if thinking some enemy might be near, and he motioned for Roxy to start down the ledge. Now and then he held out his hand to help her over some rough place among the rocks, or where the soil was treacherously loose among the tangle of roots, and when they reached the ground he said sternly:

“Now is your chance. Tell me where the Yankee soldiers are and you can go straight home. If you don’t tell me I’ll have to take you with me, and I will say I don’t want to do that,” and he watched Roxy anxiously.

But the little girl did not speak. Even if he did not carry her off, she thought, she would not dare to go home for fear that he might follow her and find her father. And suddenly a new fear took possession of Roxy’s thoughts: the fear that her father might walk down the slope to meet her as he sometimes did and that this Confederate soldier would see him.

With a sudden resolve to go as far away from the Miller farm as possible Roxy sprang forward and ran up the slope toward the woods, and instantly the man was after her and she felt herself seized and lifted in his arms. But she made no outcry, as the man, muttering angrily, turned down the hillside and hurried on to a little travelled road that skirted the mountain slope, and here he set the little girl down, and with a warning word not to move a step, he disappeared behind a thicket of tall laurel bushes. She wondered what was to happen, but he was back in a moment leading a thin gray horse; he lifted Roxy to the saddle, swung himself up behind her and sent the horse forward at a gallop; and Roxy comforted her fears for her father’s safety as she realized they were going away from the familiar slopes of the Miller farm.

That very afternoon Roxy’s mother had determined that it would be better for Roxy not to go, as she supposed the little girl did, to see Polly every day, and she had decided that when “Beauty” should come trotting into the yard bringing the smiling, happy Roxy home from her long day of play she would tell her that after this she wanted her little daughter at home. Mrs. Delfield had not the least thought that at that very moment Roxy was miles away in a Confederate camp.

The sun was setting when “Beauty” was seen coming up the slope, and when it was discovered that Roxy was not with him Mrs. Delfield and Jacob started at once to look for her, feeling sure the pony had run away from Roxy, leaving her to walk home.

But when they reached the Lawrence farm and discovered that Roxy had not been there Mrs. Delfield was so alarmed that Polly told her the story of Roxy’s plan to keep watch on top of the pasture ledge so that she could warn her father if Confederate troops were seen on the highway.

“And she signalled me good-night; she must be there now,” said Polly, and went with Mrs. Delfield to the pasture and at the foot of the ledge called “Roxy! Roxy!” But no answer came.

They all climbed to the top and searched carefully, finding Roxy’s hat and lunch basket, and being puzzled and alarmed that the little girl had left these behind her.

Jacob was sent to tell Roxy’s father and Grandma Miller that Roxy could not be found; and until darkness settled over the hills and valleys they searched slope and pasture for the missing girl; and all night long Jacob and the other servants hunted along the brook and mountainside calling Roxy’s name, while Grandma Miller and Mrs. Delfield wandered down the highway and over the bridge, coming home tired and discouraged.

Captain Delfield was the only one who came near guessing what had befallen his little daughter.

“I believe the signalling is at the bottom of her disappearance. Very likely Confederate scouts have been sent ahead of the main army, and if one of them discovered signalling going on they may have taken Roxy to camp to question her; but no harm will befall her, be sure of that. No Southern soldier would harm a child. When she tells her story she will be brought home in safety,” he said.

But Captain Delfield could not know that his loyal little daughter would not tell her story, or even the place where she lived for fear that by so doing she might endanger her father’s safety.