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Escaping the circle is definitely possible, but only if the cops don't know you're trying. The trick is to have a shootout somewhere, then run for it when they stop coming for a brief period. Most of the cops will still be heading to your previous location, and it will simply be like trying to escape a very large 1* circle. Pier 45 is probably the best location for this method, since you have nearly of Algonquin to escape the cops.