"Perhaps the key to a good plot twist is that audience doesn't know there IS a plot twist coming."

This is why I absolutely despise when people/reviews say, "I don't want to give away the plot twist but it's INSANE!" Giving away the existence of a plot twists gives away a large part of the effectiveness of the plot twist!

"You'll never see it coming!" Uh, now I will, asshole.

On the opposite side of the spectrum, it's why the Jack Ryan ad campaign was one of my favorites in recent memory. They built a whole "Who can he trust?" element that made you think there'd be a twist... and then it was just a completely straight forward movie.