I don't know if this was known (If it wasn't.. Yay!!. If it was, probably not everyone knows, so i hope it helps), but i just discovered a really easy way to cancel jump in certain situations.
Apparently it works at least with fangames that use the yuuutu engine (wich is a whole lot anyways).
It only works when you're going right (or probably left if the fangame "prefers" that direction), what you have to do is:
1.Press shift
2.Start going right
3.Press the other shift
4.Relase the first shift you pressed
5.Success!
You can wait as much as you want between steps, so it's not at all frame-perfect
.
PS: In the subject of cancel-jumping, anyone here knows exactly how and why they work?