A more complete explanation:
You are on approach, high and to the right of C/L, and you perform a 360 aileron roll while maintaining this track. The needles will not move during the roll; the LOC & GS antennae do not care about the airplane's attitude.
Well, almost.
Both antennas, being dipoles, will be at cross-polarization at the 90 and 270 points during the roll, and so signal strength will fall off for a second, and the needle displacements may decrease at these points. It may not even be noticeable, though.
