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The naiad live primarily in streams under rocks, decaying vegetation, or in the sediment. Few species live in lakes, but they are among the most prolific. For example, the emergence of one species of Hexagenia was recorded on doppler radar along the shores of Lake Erie.
Most species feed on algae or diatoms, but there are a few predatory species. The naiad stage may last from several months to as long as several years, with a number of moults along the way. Mayfly naiads are distinctive in that most have seven pairs of gills on the dorsum of the abdomen. In addition, most possess three long cerci or tails at the end of their bodies. (Some species, notably in the genus Epeorus, have only two tails.) In the last aquatic stage, dark wingpads are visible.
Developmentally, these insects are considered hemimetabolous insects. A more casual and familiar term is incomplete metamorphosis. Mayflies are unique among the winged insects in that they moult one more time after acquiring functional wings (this is also known as the alate stage); this second-to-last winged instar is usually very short, often a matter of hours, and is known as a subimago or to fly fishermen as a dun. This stage is a favourite food of many fish, and many fishing flies are modelled to resemble them.