I haven't heard of anyone buying a bad cheap CDI, i guess its entirely possible that you got a bad one, but i don't think its too likely.
You could try a high performance one since its the same five wire config and plug, but again not sure it would make a lot of difference. The rain finally stopped here, i should get some time later today to measure voltage to give you a comparison. If its not your CDI or ignition coil it has to be the source coil, but i will measure mine to give you a comparison!
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1984 Honda ATC200ES "Big Red"
1982 ATC200E "Hondie"
1988 TRX300FW "Project Quad" Still in progress....