It can be a shared token. For example a cryptographic hash. There are many solutions for the problem of certifying a token while giving no traceable data.

In most solutions there would be the traceability of knowing "User X went to site Y and site Z" but never knowing who "User X" is. There have been solutions proposed that create site specific hashes where it becomes more difficult if not impossible to track a user across different sites. So it just depends on if this issue needs to be resolved or not.

Personally I would be fine letting every porn site I use know I've been to every other porn site. If you wanted to go somewhere that you don't want them to know, throw out your token and go get a new one.