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?