No offense but it's likely that loop is inferior to what you need. I know nothing about it but I googled it and it seems to be kinda gimmicky. Wellbrook UK makes more serious indoor loop active antennas that would make you much happier, but you have to be willing to spend more. To me it'd be worth it to get a good antenna to bolster your hobby. Indoor Loop Antenna LA5030 Indoor
Could also be bad propagation. There are good days for SW, and bad days....
Over the past few weeks there have been nights I haven't even heard WWV. Not on 10 MHz, 5 MHz, 15 MHz, and sometimes even 2.5 mhz. And that's weird.
ONe thing you could do is check MW. If the radio isn't receiving MW using that loop, then there may be something wrong with the connections, which range you have it switched to, etc.
The other guys have good ideas... high up, and near a window, doublecheck the connections, make sure you're tuned to the correct ranges... and remember to tune above 9-10 MHz during the day and below 10 mhz during the night, you'll probably get better results.
Hmmm, assuming that you are not in far remote northern Quebec, you should at least be able to hear some local AM broadcast stations. Have got the same rig here and it is quite sensitive. Try just connecting a length of wire into the antenna jack and tune the AM BCB and see what happens. This will verify if the receiver itself is operational. Also check the squelch (SQL) knob, make sure it is fully counter-clockwise. Don't have any personal experience myself with your particular loop antenna, but loops can be touchy and require sharp tuning, tune carefully and slowly. Otherwise, do as the others have suggested, check your conections and move the antenna around to find a more favorable location.