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It is possible to accomplish this by divorcing the identity of the antagonist from their presence. If the antagonist has a presence (leaves notes, origami figures, small unicorn statues, a symbol...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/41064 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
It is possible to accomplish this by divorcing the _identity_ of the antagonist from their _presence_. If the antagonist has a presence (leaves notes, origami figures, small unicorn statues, a symbol, an ink pen, a minifig, passes cryptic messages and taunts through other characters, or whatever) in the story, then their impact will be felt, even if the story never confirms the identity. "Who" can remain mysterious, if they even exist at all, but the impact of the antagonist needs to affect the emotions of the readers in order to be effective as an antagonist.