Reply To: Smart Title Case

So I must be doing something wrong. I've typed myself a few titles, all in lower case, and complete with instances of and, the, and of. I have a nice character style called all caps that sets the case to All Caps. When I use A-M's GREP, all the words in my titles stay all lower case. When I use Jongware's, each word is capitalized. Clearly I am missing something. Any ideas about what that might be?

Thanks.