If you watch the Any% runs, you may notice that runners exit level before completing the level. You have to be careful about implementing this in your runs.

Normally, the game does not continue playing during fadeout, meaning it is impossible to complete the level after you have exited. BUT if you exit level, then press pause a second time, the game will unfreeze during fadeout. So for that brief period of time, you'll be able to complete the level.

So what you should do is, jump toward the goal and be angled to land on it, press pause before landing on the goal, exit to menu, then press pause again while the game is fading to white. You'll notice that the game unpauses and you'll be able to land on the goal right before going back to the main menu.

How do you know if you actually did it? If the character remains frozen during fadeout, you did not press your second pause at the right time. If the character moves during fadeout, you did the first part successfully. In this case, you will go back to the menu until you die, press pause a third time, or complete the level (it will just stay on a white screen). So if the game went back to the menu and you didn't hear a dying or pausing sound, you did it successfully.

It's really not as bad as this guide probably makes it sound. Simply jump toward the goal, exit level, and press pause during fadeout. As long as you see movement and you didn't do anything weird (like pressing pause a third time), you're good to go.