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Have you ever noticed how hard it is to tell the head from the tail of many caterpillars? Anatomically it is often difficult to see the actual head and the differences in the fore and hind legs are similarly often obscure. Surely predators must also have difficulty making this distinction. Why would this be important? A strike at the head could quickly disable a caterpillar, more so than an attack on the tail. It is interesting that even caterpillars that are protected by toxins (monarch) and irritating spines (Io moth), and which clearly advertise their unpalatability by bright colors, both make it difficult to find the head. This would be more expected in an apparently tasty but extremely well camouflaged green caterpillar of the polyphemus moth. So possibly even those caterpillars that are unpalatable have the problem of being attacked occasionally and it is more likely they would survive the initial attacks if these were directed as often to the less vulnerable tail than the head.
Predators may be hard-wired to recognize color patterns that advertise toxicity, and/or they may need to experience toxic effects to learn an initial lesson. The sophistication of the defenses of these caterpillars indicates how persistent and important the predation, mainly by birds, is on these young moths and butterflies, and how evolution has selected for a multiple array of defenses. All those birds up there in the trees are working very hard to find food and the caterpillars are fighting back with a series of defensive measures of amazing complexity.
If nature does not surprise you at every turn, it is only because you are not being very observant.
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