According to A Day-by-Day Chronology of Mr. Sherlock Holmes, according to Zeisler and Christ, compiled and edited by William S Dorn, the “gipsies” left the moor near the Priory School on May 15, 1900.
There was an agitated knock at the door, and an instant afterwards Dr. Huxtable was in the room. In his hand he held a blue cricket-cap, with a white chevron on the peak.
“At last we have a clue!” he cried. “Thank heaven, at last we are on the dear boy’s track! It is his cap.”
“Where was it found?”
“In the van of the gipsies who camped on the moor. They left on Tuesday. Today the police traced them down and examined their caravan. This was found.”
“How do they account for it?”
“They shuffled and lied – said that they found it on the moor on Tuesday morning. They know where he is, the rascals! Thank goodness, they are all safe under lock and key. Either the fear of the law or the Duke’s purse will certainly get out of them all that they know.”