The main objective of this paper is to provide a generalization of the so-called Simultaneous Long-Short (SLS) stock-trading result in the feedback control literature. The significance of the SLS strategy is that it guarantees a "win" in expected value of profits. Whereas previous work involves use of static linear feedback to establish this robust positive expectation property of the gain-loss function, here we obtain the same result for the more general case of PI control. In this SLS setting, robustness is assured with respect to stock prices governed by a Geometric Brownian Motion whose drift and volatility parameters are unknown to the trader. This technical note also includes numerical simulations.