Buying or selling short futures requires margin. The capital is limited. As a result, the number of traded contracts on a position, positive on long and negative on short, is limited too. With 10,000 dollars of trading capital, and 1,550 dollars margin per contract, one can at maximum buy integer(10,000 / 1,550) = 6 or sell -6 contracts.
Example: trading positions in three sequential time points could be W = (1, 1, 0) = (take long position of one contract, keep it untouched, return to zero contracts by selling one). A corresponding strategy, a chain of actions, is U = (1, 0, -1) = (buy one, do nothing, sell one). We assume that before the first action a position was zero - out of the market. The strategy is obtained from a position by taking adjacent differences: W = (1, 1, 0) -> (1-0, 1-1, 0-1) = (1, 0, -1) = U.
Assume that one set of trading rules suggested positions W1 = (-2, 2, 0) but another two W2 = (3, 0, 0) and W3 = (4, 6, 0). We see that (W1 + W2) + W3 = (1, 2, 0) + W3 = (5, 6, 0) and W1 + (W2 + W3) = W1 + (6, 6, 0) = (4, 6, 0). But
(5, 6, 0) != (4, 6, 0)
We get a not-associative operation of summation with a limit. It is easy to see that it is commutative.
Such commutative but not-associative "market" operations are considered in "Trading Strategies with Position Limits" https://arxiv.org/abs/1712.07649 on pp. 31 - 34 using Cayley tables. It has references on Cayley, Etherigton, Bourbaki, Malcev, Belousov, Sabinin, Schafer on algebraic structures and non-associative algebras.