The Paglicci 23 individual carried a mtDNA sequence that is still common in Europe, and which radically differs from those of the almost contemporary Neandertals, demonstrating a genealogical continuity across 28,000 years, from Cro-Magnoid to modern Europeans. Because all potential sources of modern DNA contamination are known, the Paglicci 23 sample will offer a unique opportunity to get insight for the first time into the nuclear genes of early modern Europeans.

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This looks like quite possibly the best evidence of no direct relationship between Cro-magnon and Neanderthals. Neanderthal mtDNA being outside the Cro-magnon variation would suggest, to me, that they were more than likely incapable of reproducing, one with the other.

cormac