CM400 cycles through lights, but does not maintain a Commection

I've called Comcast, who assures me that they can see the modem on their network, but it clearly doesn't work.

No matter what I try, after I connect the coax, the upload light starts blinking, then the download light, then the Internet light, then they all go off and the process starts again.

This stared when I moved. At my old place, it worked great. At my new place, this is what is happening.