That's just how it is in winter. Road traffic film will stick to any car no matter what you use to protect it. Ceramic coatings only offer long term durability over cheaper synthetic waxes.

If you went and applied a fairly good easy to use wax like AG UHD today and then went for a drive it would end up the same way , covered in muck.

The ceramic coating will be there for a longer time, withstand harsher conditions and allot more car washes, it needs to be properly clean to show it's water repellency. It's not magic.

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