I have looked at a number of good Darwins and in the Timing attribute they all have something in common.
They each seem to show good timing scores after the entry/exit. Whilst the Darwin timing is the best, the results show that waiting x% of time also gives good results but entering/exiting earlier gives the worse result. The results post entry/exit are all better than pre for all 50% to 10% difference tests so it would appear to be non-random.
Anyone any ideas why this would be?
Does this suggest that price moves faster post the entry/ exit than before the entry/ exit?