Chain command blocks that are set to conditional will not activate if the command block behind it succeeded to execute.
In the attachment, there's an impulse command block pointing at a chain command block that simply performs "/testfor @p". The block nest to it performs "/say true". I've activated the impulse command block and the comparator activated, but not the other chain command block that should've detected the block behind it despite it not pointing in its direction.
This used method to work in 15w35b, however that snapshot has been completely replaced replaced with 15w35e in the profile settings, hence this cannot be tested in that version at least for me.
If this feature was removed on purpose and seen as a bug, then please explain why. I think having a conditional chain command block branching from another is way better and direct than having to use comparators. Comparators even power a block and all the blocks adjacent to the block it's powering, so it can disrupt other command blocks. If there were some good reason why this feature was removed, please tell my why and how it was decided that it's not best for the mechanics.
Update: Here's an explanation of what I expected to happen:
https://youtu.be/k6kxuH9AY4U?t=24m29s
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I am fully aware that chains activate the block they're facing towards, what I don't understand is why this actually worked in 15w35e and it does not work anymore. It doesn't make sense that this mechanic has been changed.
I just tried it in 15w35e and it does not work, as expected. If it worked that way at all, then it was a bug that was fixed because it makes no sense for the chain to not be in the order the arrows point in.
Huh that's strange then. But I did say 15w35b not 15w35e, I added a video where the thing works in the description. Shame though, I wish they'd kept it.
In the video, it is explained how chain command blocks work, in that the arrows dictate the direction of the chain, and conditional blocks, in that they check behind them for a successful command block. Your image shows conditional block being set up correctly, but because it's not a part of the chain it will not activate at all.
The chain in the video is correctly set up because the arrows are causing the command blocks to be included.
Here's an image describing this: http://i.imgur.com/XZhMJFY.png
The blue arrow shows the queue chain, which would be the chain command blocks to be activated. On the left is your setup, where the conditional command block is excluded. On the right, all chain command blocks are included.
The red arrow shows where a conditional command block is looking for a successful command block. Your setup correctly points to a command block, but is not included in the queue so is ignored. The setup on the right shows that it's both checking a command block and is a part of the queue.
The conditional chain command block is not connected to the chain. The other chain block needs to point into it.