The moral of this story is that Dundee United need to be champions in order to get back to the Premiership.
They have tried to escape via the play-offs three times only to fail three times.
They came closer than ever before as they finished level at 1-1 with St Mirren after extra-time.
However, they then suffered the embarrassment of not scoring a single penalty in the shootout, losing that 2-0 to the Buddies to stay in the Championship.
United took the lead on 23 minutes when Nicky Clark scored from the spot but they were only ahead for three minutes as the Buddies hit back through Danny Mullen’s strike.
Despite good chances for both teams, it stayed that way for the 90, with extra-time and penalties required.
The kicks were taken in front of the home end and up first was Peter Pawlett for United. Unfortunately, his penalty was saved by Buddies keeper Vaclav Hladky.
Paul McGinn then stepped up for St Mirren and scored.
It was Pavol Safranko’s turn next and his kick was even worse than Pawlett’s, with Hladky’s holding his shot.
Mihai Popescu made it 2-0 to the home team before United sub Osman Sow tried his luck. The big Swede hit the post.
It was left to Mateo Muzek to keep the Buddies in the Premier but he also hit the upright.
It was all down to Callum Booth to keep United alive but he saw Hladky stick out a leg and kick his penalty away to make it 2-0 St Mirren on spotkicks.
The Tangerines had made a couple of changes to the side that kicked off Thursday’s 0-0 draw in the first leg at Tannadice.
In came Booth and Safranko, with pre-match injury doubt Pawlett and Sow dropping to the bench.
Pawlett’s absence meant a rejig on the left side, with full-back Jamie Robson pushing into midfield and Booth starting behind him. In attack, Safranko led the line with Clark supporting him.
The Buddies made one change, with Mullen replacing Ryan Flynn.
With the Simple Digital Arena packed to capacity – the Buddies’ first full house at the venue – the 1,500 away fans made themselves heard as the team walked out at an extremely windy stadium.
Watched by 1994 Scottish Cup goal hero Craig Brewster and club owner Mark Ogren from the stand, United got the game under way.
Even after just a couple of minutes, the match looked like it would be more open than the tense Tannadice tie.
The first serious goal threat came from the home team on seven minutes. Robson conceded a freekick on United’s left and it was taken by Kyle Magennis. The ball landed for Stephen McGinn outside the area and it needed a fine stop from Siegrist to keep it out.
Paul McMullan was looking lively for the visitors and he raced down the right on 13 minutes before cutting a great ball back that deserved a finish. Just a minute later, it was Booth’s turn to threaten down a flank, the left this time, and his low cross also deserved better.
There was a worry for the Tangerines when Paul McGinn swung a dangerous delivery over from the right and Mullen almost got a touch but he was offside.
Then, with 23 minutes gone, the United support exploded with joy.
The Tannadice men took the lead from the penalty spot thanks to the ice-cool Clark, who stroked the ball calmly into the net.
The award was won by Booth, whose cross was handled by Jack Baird after Buddies keeper Hladky had saved a shot from Safranko.
However, United could only hold their lead for three minutes.
Mullen was the man to pounce on a horrible, mishit clearance from United defender Mark Connolly. The St Mirren frontman ran on and slammed the ball past Siegrist from 10 yards.
The home team then had the ball in the net again thanks to McAllister but the flag had been up for a while before he shot. Stephen McGinn blasted a shot a few feet over United’s bar on 37 minutes.
United did break out three minutes from the break via McMullan, who passed to Clark but the ball ran away from him.
The visitors came out unchanged for the most important half of their season.
Safranko looked to be breaking clear for the visitors but was held back by Gary Mackenzie.
On 53 minutes there was a golden chance for Saints to nudge ahead but Cody Cooke sclaffed his shot and it bobbled past the post.
Two minutes later, Pawlett came on to add fresh legs to the United side, with Robson making way.
A sustained period of pressure saw the Tangerines camp in the Buddies’ box for a couple of minutes but they couldn’t get a shot away.
Safranko was booked for a late challenge on Mackenzie on the hour.
United came close when McMullan’s corner was headed goalwards by Paul Watson and keeper Hladky did well to turn it around the post.
The game was in the balance and you began to wonder if tiredness would be a factor in the final quarter.
Perhaps with that in mind, United replaced Clark with Sow on 69 minutes.
United’s Connolly was booked for a challenge on Cooke before Caklum Butcher replaced a hobbling Rachid Bouhenna.
Siegrist saved well from Cooke after slackness at the back from the Tangerines then the big Swiss was his team’s hero as he somehow stopped a bullet header from Paul McGinn bursting the net on 78 minutes.
Pawlett tried to squeeze a shot inside the near post after bursting up the left but Hladky had it covered.
The Buddies brought on Duckens Nazon for McAllister with six minutes, then Muzek replaced Magennis.
Pawlett was flattened as he looked to run into the box but no freekick was given then he was fouled again in full flight by Stephen McGinn, who was booked.
Pawlett was shown a yellow card himself a minute later for a late one on Popescu just before the start of stoppage-time. The hosts then made their third change, with Mackenzie going off and Anton Ferdinand taking his place.
The United fans, who had given the team superb backing, were still singing as referee Beaton signalled it was going to extra-time.
Siegrist was called into action quickly after the restart as he had to deal with a miscued clearance from his own defender Connolly.
Sow did well to turn and makes space for himself but his shot trickled wide of the post on 102 minutes.
Siegrist saved a 25-yard shot from Cooke then it was on to the last 15.
Cooke’s shot was deflected for a corner as the hosts had the first chance of the second extra period.
Siegrist was having a superb game for United and he dived full-length to keep out a long-range strike from Baird on 110 minutes.
United found themselves playing against 10 men on 114 minutes when Nazon was shown a straight red card for using an arm against United’s Connolly.
However, they couldn’t make that advantage count.
Thus, it was on to penalties and absolute agony for the players, manager Robbie Neilson and the long-suffering fans.
St Mirren: Hladky, P. McGinn, S. McGinn, Mackenzie (Ferdinand 90), Magennis (Muzek 87), Baird, Popescu, Mullen, Cooke, Hodson, McAllister (Nazon 84). Subs not used: Holmes, MacPherson, Erhahon, Flynn.
Dundee United: Siegrist, Booth, McMullan, Clark (Sow 69), Safranko, Robson (Pawlett 55), Bouhenna (Butcher 75), Reynolds, Watson, Harkes, Connolly. Subs not used: Laidlaw, Frans, Stanton, C. Smith.
Referee: John Beaton.