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There currently isn’t a way to add comments that won’t be pushed to the client.
However, as long as you keep your comments to one line, you could use MODx placeholders like so:
[+ This is a MODx Comment +]
And they will not show up when the document is parsed. Keep in mind however that doing so might slow down the parser a bit since it’s going to be looking for a placeholder by that name. If you’re not too worried about speed though feel free to try it out and see what you think.
Enjoy!