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The upvote tooltip says:

This question shows research effort; it is useful and clear.

The downvote tooltip says:

This question does not show any research effort; it is unclear or not useful.

Sometimes, a question can show research effort, be useful, be clear, but just not in the good place. Voting to close the question and downvoting seems like a double penalty.

Should an off-topic question always be downvoted ?

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That depends. Sometimes the "...does not show any research effort" could well extend to the poster not having researched where they should ask the question. – JonW Oct 2 '13 at 7:55

No, absolutely not.

That's the whole point of having two distinct review systems. Use your up and down votes to comment on the question's quality and your close votes to comment on its topicality. While there's certainly no shortage of questions that should be both downvoted and close voted, there's also no reason to downvote a well defined and thoroughly researched question that just happened to be posted on the wrong site.

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Is this also why closing no longer (I believe) does the automatic downvote? – Jamal Oct 1 '13 at 23:04
I'm not entirely sure about that @Jamal. Nevertheless, I think the automatic downvotes expired after a few days. Their only purpose was to help get an off topic question off the frontpage a little bit quicker, they weren't really meant to stick around like real downvotes. – Yannis Oct 1 '13 at 23:50
Ah, okay. Thanks. – Jamal Oct 1 '13 at 23:52
Use your up and down votes to comment on the question's quality and your close votes to comment on its topicality I hope every one read this part at least :) – Jason OOO Oct 2 '13 at 5:28
Yannis, in April 2011 Jeff wrote: "Having community downvote these OT and NARQ questions at the time of close would accomplish a few things: 1) earlier tripping of our protection heuristics for new users [...] 2) a disincentive for users who feel they can "try the waters" and float egregiously off-topic or utterly vague questions in our community, at no risk 3) no more using up daily downvotes, at a cost of -1 rep [...]" (In May 2011 question downvotes became "free".) – Arjan Dec 28 '13 at 17:00

Sometimes, yes.

In the new 'off topic' list, several of the options are inextricably linked to quality problems. For example, when a question is 'pls send the codez', we close it as off topic, 'question must show minimal understanding ...' These deserve both close votes and downvotes.

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No. Only if it's unclear, not useful, or does not show research effort.

For instance: I'm active on Role-playing Games Stack Exchange, which is about tabletop RPGs (think Dungeons & Dragons) and LARPs. It is not about video game RPGs. The name is confusing, though, so every month or two we get a question about Fallout or Skyrim or something else. We close these as off topic. There's no need to downvote them, though, and nobody does - unless they're really terribly written.

Voting for closing the question + downvoting seems a double penalty.

Voting to close the question isn't a penalty. It's just closing the question to keep the site clean. You are only penalised in that you don't get questions from that particular SE site, which you shouldn't have been looking for from there to begin with.

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There is no requirement to upvote anything. There is no requirement to downvote anything. There is no requirement to vote at all.

Vote as you see fit.

Aside from serial vote detection, no one will know how you vote, or don't vote, unless you say so.

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Based on a question about a failed review audit the other day, it appears that you're required to upvote some answers in order to pass some review audits. – Joshua Taylor Oct 1 '13 at 23:41
Ahhh, good point! But then one can just not review anything. – John Oct 1 '13 at 23:49
That's an option, too, I suppose. I think it ought to be the case that we're never required to vote, though. I just wanted to point out that there's one place (at least) where the system says you're wrong if you don't upvote. – Joshua Taylor Oct 1 '13 at 23:51

On Drupal Answers, there are often questions that appear to meet your:

Sometimes, a question can show research effort, be useful, be clear, but just not in the good place.

And they are in wrong place because OP didn't bother to check if it isn't generic HTML issue, CSS fix or something that happens with his Apache server no matter if it's Drupal or his own custom script.

Don't know about general approach, but automatic -1 (is it still working) and sometimes manual downvotes seems justified. For manual, it shouldn't be a rule either way.

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