Such as Lower case is better for conversion, but Title case is better for branding?
Personally, I prefer Title case for the copy, but Lower case for the display URL. However, that's more intuition than data and I wondered if anyone has tested this.
Since then I've been experimenting with first www.WidgetSupplies.com and then just WidgetSupplies.com, and believe it or not, we did see an increase in CTR. So I've pretty much changed over to WidgetSupplies.com style display urls across the board.
In many cases, they made the display URL more keyword-relevant and not even the actual URL. For example, for www.widget-example.com/large-blue-widgets.html, the display url would be WidgetExample.com/LargeBlueWidgets.
They also applied this to ad text, their explanation was that it makes it more visible [sic]. So instead of proper English, They Capitalized Every Word In The Ad Text.
It's been running over a month and I've seen a decent increase in clickthroughs, generally 1% per keyword and some up to a 5% increase. So I'm beginning to think that casing is relevant.
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