Continuous flashing against a sidewall is one way to install a roof, but it’s not the correct way. It may seem as if a single piece of flashing would offer more protection than many pieces of step flashing. But it doesn’t work that way. Once even a small section of roofing cement fails, you’ll have a leak. Each additional rain adds more water, and before you know it, you’ve got rotted wood.
Step flashing offers far better protection from leaks, because even if a single piece of step flashing fails, the water just hits the next lower piece. That flashing directs the water onto the shingle and the water drains down the roof.