For me, the correct orientation is very obvious, just play some Cannon D and pay close attention to high frequency extension on the right channel. You'll notice one way is diffused and the other is more extended and airy, which will take less than 20 seconds to dissern.
I strongly believe that that arrow is only part of company mark, actually is mark for diode and not showing the way of signal as the fuse is simple as it can be. Even with Supreme fuses we talk only about materials and not special construction it self. To hear sound difference if change direction?
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