This post is being written. It publishes on 21 July 2026.
The previous post laid out the problem: a futures contract expires on a fixed schedule, and automation that doesn't model that fails in four quiet ways — holding through settlement, a data feed that goes silent without crashing, an order template stuck on a dead symbol, and a position record that drifts from reality.
This post is the implementation: the state machine that performs the roll. The hard part isn't the four steps in the abstract — detect, close, re-subscribe, reconcile — it's the transitions between them, and what the system does when one of them doesn't go to plan.
What it covers: four states, three triggers, a five-minute safety timeout, and a deliberate rule that some failures are not the automation's to recover from. When the roll lands in a state it can't reconcile, it pauses the session for a human rather than guessing — because the cost of guessing wrong on a live account is higher than the cost of a missed session day.
Be here when it ships
The full implementation publishes 21 July, behind the paywall. Members read it the morning it lands — along with every other paid post.
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