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We've got a very large Wordpress site with many tags/categories, which means many indexable archive pages such as /culture/ and /sports/ and often posts are cross posted across tags, so they appear on multiple pages.

In the last few months, it became apparent that Yoast wasn't properly serving our site's Sitemap because of it's size and this was fixed. This isn't necessarily the cause of what I'm about to describe but providing context (as Google's E-E-A-T algo changes have recently been deployed too). I observe that Wordpress doesn't seem to serve Modified headers/last updated headers with these archive pages either.

The issue is that we're seeing some serious drops in rank from some of our previously top 3 landing pages (posts) for some high value terms. We've also seen Google jockying position for some terms between our intended post and parent archive/category pages.

I wondered what the best practice is for these many, many category pages these days or what actions should I take?

It just doesn't feel right that we're serving similar pages to Google in the form of these archive pages, maybe we're competing with ourselves - or is Google smart enough to ignore these pages (maybe not as we have seen it rank these archive pages instead of posts in some cases).

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I believe Yoast does add the canonical link though. This should point posts/pages that are in multiple categories to a single source. I used to pay a lot of attention to my categories for posts. Now IMO, I'm not sure they really influence search algorithms and so I stopped using them. You might also want to read Do Child Categories have any influence on Parent Categories, when it comes to SEO/SERP?

Regarding your sitemap, even though Yoast creates a sitemap, it's not nearly as important as linking to your posts/pages from your content. See The Sitemap Paradox

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