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Larry Williams S&P DayTrader Newsletter
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2011 results for Goldman Roll strategy
01/11/2012
"Now the 2011 is over I ran the Goldman roll report, which is mechanical, exactly as first presented November 2010. Data and software is Genesis. Here are the results; There were 132 trades in the 11 commodities netting $63,631. One loser, Copper, for a net loss of -$413. Average per trade was $976 Read more...
"Just like in David Allen Coes'* song, ""Roll on 18 Wheeler"" our Goldman Roll Repot continues racking up profits. The results below are from 11/1/2010 about 15 days after the report was first issued TO 7/8/2011 commodity net $ +/- % winners S&P 500 3 Read more...
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