Darwinex confirmed us that such divergence is due to the very specific trading style applied by our SXH core system.
Indeed, as explained in OP, this core system is strongly correlated to some factors as volatility and volume. As a consequence, our system operates during very specific/accurate times when tick moves are wide/high (spread).
As an example, here is the DAX spread around US opening, the last 15th August :
The good news is that Darwinex also confirmed that divergence IS NOT due to investors.
Nevertheless, if we think long-term, we are conscious that divergence matter won’t be easily solved as we don’t want to change core strategy for such point.
Therefore, we are actively thinking about our ongoing thoughts that could bring a solution to it : as explained in the SXH Sentiment thread, the current portfolio study is a way to correct/validate/refine some internal tools we currently have/use.
Finally, we imagine bringing up an extra DARWIN focusing on divergence matter and hoping it can enhance this specific point, while keeping SXH core system (in other words : based on it).
We’ll bring you updated news, within the next weeks.
Have a nice day all,