but I do believe exchanges track your transactions and share their finding with each other to some extent.
No, stop watching action spy movies. This happens with banks in well regulated, strict and organized environments like the European Union. It does not happen with random exchanges that are located everywhere in the world. They merely are connected to similar sources of data from which they receive information in regards to AML/KYC risk and blacklisted/tainted coins/addresses. This does not mean that they are actively sharing things directly with each other, it merely means that they use similar provides to stay compliant with laws. Perhaps in some extreme investigations such a thing does occur, but it does not happen for the normal user and low-level flags.
To make matters worse I know of some methods by which you can bypass the tainted coin thing, but I won't publicly post them. As a systems researcher, you wouldn't believe how basic some of the ways to "bypass" these systems are. They are extremely rudimentary and flawed in many ways: both technologically and philosophically (the receiver of tainted coins should not be punished for unknowingly receiving them, we don't seize cash bills that were used in illegal activities from random people either -- and most cash bills have been used in some crime).
OP, Coinjoin is shit for the most part. Your anonymity depends largely on what everyone else does who was part in the rounds in which you have participated. If your anonymity relies on the behavior of random average people then you have no anonymity at all. Instead just use Monero as an intermediary step and don't waste time discussing the concept of coinjoin. We have coinjoin in Bitcoin only because we have no better alternatives for providing any anonymity (note, any does not mean good anonymity).
