1. It knows when you are sleeping or awake.
2. It has technology unknown to this world, for example: It is able to keep 9 half-ton animals in the air without using wings, rocket power, etc.
3. It is the leader of a cult of small green men & women.
4. It can squeeze through a sooty chimney, half its size, without getting stuck or dirty.
5. It is a cyborg, man. Open your eyes!
6. It could be a Founder from the Gamma Quadrant (Star Trek DS9). You know how easily they can infiltrate our society three hundred years from now. It has to be an inside job.
(Where are Scully and Mulder when you need them?)