2011 results for Goldman Roll strategy
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 average accuracy was 56%. Largest wins came in Cotton, 18,320 and Silver, 16,160. Wheat with1,033 net on 9 trades and S Beans with 8 trades and 1,753 had smallest gains.
This should settle the issue once and for all
A prosperous 2012 to all
This review is the subjective opinion of an Investimonials.com member and not of Investimonials LLC.