EGCI Test - help to trim it up.

I'm carrying out EGCI tests (with real time feed) as shown in the Webinar (Pairs Trading).

I want to say in forehand that 1) I have timeseries RT of consolidated 1 second based and 2) another test was carried out with consolidation of one minute basis.

I plugged 2 instruments with roughly same notional.

here below the outcome:

......

   -0.0129    1.0000
         0         0
   -0.0129    1.0000
         0         0
         0         0
         0         0
         0         0
         0         0
         0         0 <--remember this point
    0.0465   -1.0000  0         0
    0.0465   -1.0000  0         0
    0.0465   -1.0000  0         0
    0.0465   -1.0000  0         0 <--one obsv. before the last it was this way
    0.0465   -1.0000

at the first point highlighted, the following observ. were all 0 before changing into a real number. It looks like the EGCI test gives me the signal when the event is already old.

Can you please explain? (I just forgot the name of the guys managing the webinar).