A time stop treats capital and attention as the scarce resources they are. If a breakout setup normally resolves within three days and day four arrives with the position flat, the thesis has quietly failed even though nothing has been stopped out.
The maths favours it. A strategy with an expectancy of +0.3R per trade over five days earns roughly 0.06R per day of capital tied up. A position going nowhere for fifteen days is not neutral, it is consuming three trades worth of opportunity. Tracking expectancy-per-unit-time rather than per trade makes that visible.
Set the horizon from your own data - look at the distribution of holding times for winners versus losers in your trading-journal. In most short-horizon systems winners move quickly and losers loiter, which makes the time stop one of the few exits that improves both return and drawdown at once.
Related: expectancy-per-unit-time, trade-duration, trade-frequency, scaling-out