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What position should the shut off switch be in on a 2001 Lincoln Town Car?

The shut-off switch (presumably you mean the main engine shutoff switch, not a separate accessory switch) on a 2001 Lincoln Town Car doesn't have a separate "on" or "off" position like a light switch. Instead, it's integrated into the ignition system.

The engine is "off" when the key is removed from the ignition. There's no other dedicated switch to turn the engine off independently.