Why ranking three signals by p-value misleads

A researcher ranks three signals by p-value, C ($p = 0.002$) best, D ($p = 0.01$) second, E ($p = 0.04$) worst, and proposes to allocate capital in that order of "strength."

Explain why ranking signals by p-value is not the same as ranking them by the size of their edge, and give a numeric example where the true edges run in the opposite order.