How do you handle the front-month roll when the next contract's volume overtakes the current one?

Index futures traders often face a quiet decision a few days before expiry: keep the front month or move to the next contract. Volume and open interest usually migrate in the final sessions, and the spread between the two contracts reflects carry, dividends and rates rather than a view on direction. Matching a roll to the cost of carry is different from matching it to the chart. What I find worth testing is whether the roll changes what your stops and levels actually mean. A level set on the expiring contract can sit several points away from the same level on the new one, and that gap can trigger exits for reasons unrelated to price action. Some people roll on a fixed calendar rule, others on a volume threshold, and each has a different failure mode. Do you roll on calendar, on volume, or on something else, and how do you re-map your levels afterward?