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And I'm very glad I did. The merchant's reports are less detailed but I'm earning considerably more.
One reason for that, I suspect, is that the links to the merchant aren't affected by ad-blocking software, as CJ's links can be.
An advantage of CJ is that it simplifies things for you to some extent, but if you have the option (you don't always do), work with the merchant.
Now here's the "funny" part: In the past six months, since taking down their ads, their tracking page, at <big-name-ecommerce-site.com> (not CJ), reports about 900 more clicks, with as many as 10 to 20 on some days. Still zero reported conversions, of course.
Bogus, made-up stats? A scam? I cannot think otherwise.
I had a similar arrangement with a different affiliate, this one by way of CJ, with similarly fishy stats. I took down their ads long ago, too, and they also still report clicks. And of course, zero conversions.
The involvement of <big-name-ecommerce-site.com> and CJ failed to protect me in these cases.
I find that my problem is, I have a hard time ditching some advertisers who just seem like they should work, even when they don't. But if they don't perform, they have to go.
Since they are not paying that network vig, they have some more in they margins - but don't expect it off the bat.
You'll generally have to ask for it.
One thing I've noticed that all my favorite affiliate programs have in common: there is no mininum payment threshold. If a check comes every month whether you've made $10.00 or $1000.00, I take that as a good sign. Programs who don't pay before you earn say, $50.00, also don't seem to convert as well or appear as ethical in their dealings with affiliates.
Just my experience