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I have the canonical tags on all pages and I don't believe it hurts me.
We recommend the following best practices for using rel=canonical:
A large portion of the duplicate page’s content should be present on the canonical version (...) Double-check that your rel=canonical target exists (it’s not an error or “soft 404”) Verify the rel=canonical target doesn’t contain a noindex robots meta tag Make sure you’d prefer the rel=canonical URL to be displayed in search results (rather than the duplicate URL) Include the rel=canonical link in either the <head> of the page or the HTTP header Specify no more than one rel=canonical for a page. When more than one is specified, all rel=canonicals will be ignored.