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Positive Divergence - how is it possible?

I see Darwins such as FDU consistently have a positive divergence (slippage) between the strategy and the Darwin. This is good for Investors, but how is it possible? When the trader opens a trade there is a delay due to the Darwin having to calculate position size and open the copy trade. This delay should cause the Darwin to get a less favourable entry price (unless price reversed at that exact moment) than the trader, but this does not happen. All signal services I have observed that use scalping strategies tend to suffer form negative slippage (divergence) between the signal provider and the copy client.

Can anybody explain how consistent positive divergence occurs?

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As far as I know Darwinex reserves some liquidity for the investors so they can receive better pricing.


You had already asked a similar question on the topic of my Darwin New.

I think I’m not too far from reality.

We must put ourselves in the place of Darwinex, there we venture a little towards the secrets of manufacturing…

So it is understandable that Darwinex does not deliver all its secrets.

The key is not only that Darwinex does have a technology that allows replication with a positive divergence, but that it makes this benefit available to its customers.

While the general attitude of the industry is how to mow the customer. Remember the FXCM penaltys for systematically pocketing the positive slippage that their customers should have benefited.