That is how it's supposed to work. The supply line has a small plasitc filter on it and then it goes into the injection pump. The is a rubber line that comes from all the injectors and goes into the spin-on filter, then the fuel goes into the return line that goes back to the tank. The spin-on filter cleans the soot and gunk out of the fuel before it goes back to the tank.

Adjusting your valves might help with mpg.

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