This article argues that the instability of social arrangements, openness in economic strategies, and presentist orientations found among the Calon Gypsies (Ciganos) in Bahia are not to be attributed to uncertainty originating in destabilizations of Calon social life through encompassment and penetration by the dominant Juron (non-Gypsy) society. It shows instead that Calon cultivate exploitable uncertainty and maintain forward thrust in their lives through a form of self-discipline sometimes described as 'making the future', which distinguishes them from both Jurons and those Calon who have died. This orientation, which highlights the unsettlement of existing arrangements in order to create new opportunities and alter one's position, is inseparable from Calon conceptions regarding generations and gender. It provides a performative background against which Calon can demonstrate attributes of social persons and allows for 'enchaining' people through recomposing relationships.We were waiting at a rest area on the Brazilian highway connecting southern Bahia with Salvador where Pancho 1 had arranged to meet with his son's lawyer. Pancho, his wife Celma, his brother-in-law Lúcio, and I had just got into a used VW Gol. Silent, deep in our own thoughts, we were watching the lawyer leaving the parking lot in a new black Chevrolet Astra when Lúcio, who was sitting in the back with me, commented, 'You should not have given that car to the lawyer' . 'I will buy a new one and a better one' , Pancho replied. Celma turned to her uncle from the passenger seat and asserted: 'Only the dead don't make the future' ('Só os mortos não fazem o futuro').By then, I had known this family of Calon Gypsies for more than fifteen months, and I did not share their confidence. I had seen how much effort was involved in moneylending, their main mode of making a living, and how often they had to accept defaults. Their living arrangements seemed even less stable and reliable. Between July 2009, when Pancho's son was imprisoned for a conflict with a non-Gypsy, and October of the same year, when the above episode took place, the family changed locations three times. In the meantime, they had to sell their houses, to borrow money from other Calon, and to interrupt the wedding plans of Pancho's younger son. The Astra was given to the lawyer as payment for his services. Pancho was still paying