Level Exiting (aka Save Skipping) is the technique of pausing the game after reaching the level's goal and going back to the main menu to skip the score saving screen and animation. This saves Real Time, but not In Game Time. After exiting to main menu, the next level will be selected. For optimal menuing, follow these instructions:

The location select and level select are both in fives. For first options: A For second options: Right, A For third options: Right, Right, A For fourth options: Left, Left, A For fifth options: Left, A

Credit to Lost Mind 677 for finding this.

(edit: oops technically if you skip saving it doesn't even count as you beating the level if you haven't already done it before. sorry for making this strat a thing people actually use. shouldn't really be allowed but too late now.)