For every day, turn, turn, turn

You would think if some trend turned, and then did it again, it would go full circle. But that doesn't always happen in the world of the financial press (probably because they realize our attention spans are too short to notice). Look at these 2 Reuters stories and pay attention to the datelines:

"NEW YORK, Aug 4 (Reuters) - Foreign central banks turned net sellers of U.S. debt in the latest week...." http://today.reuters.com/investing/financeArticle.aspx?type=bondsNews&storyID=2005-08-04T203001Z_01_NAT001732_RTRIDST_0_ECONOMY-FED-FOREIGNERS-URGENT.XML

"NEW YORK, Aug 25 (Reuters) - Foreign central banks turned net sellers of U.S. government debt in the latest week...." http://today.reuters.com/investing/financeArticle.aspx?type=bondsNews&storyID=2005-08-25T203054Z_01_NAT001762_RTRIDST_0_ECONOMY-FED-FOREIGNERS-URGENT.XML

Now it may be that there was a reversal between the 2 releases, but if so, using the term "turned", which denotes a trend change, still would not be quite descriptive. Why not just say they "were" net sellers? By using the word "turned" in the Aug 25 report, it implies the "turn" noted in the Aug 4 report didn't happen. Is this just lazy journalism, or is someone trying to hide a real change in trend of some importance? Should we be concerned that central bankers were again net sellers of treasuries?