A method of casting a thin strip is disclosed. The method includes assembling a pair of side dams adjacent end portions of counter-rotating casting rolls through which a strip of metal can be cast to permit a casting pool of molten metal to be formed supported by the casting surfaces of the casting rolls, assembling a metal delivery system above the casting rolls delivering molten metal to form a casting pool supported on the casting surfaces of the casting rolls above the nip and confined by the pair of side dams, assembling a mechanical screw drive to move axially the side dams toward the casting pool, counter-rotating the casting rolls such that the casting surfaces of the casting rolls each travel inwardly to produce a cast strip downwardly from the nip, and moving the side dams axially inward toward the casting pool at a rate of between 0.4 and 5.0 mm/hour by actuation of the mechanical screw.