Mean Reversion Strategy

[wardmike]

--find x-day average of the stock (moving average)
--two lines at .98 avg and 1.02 avg
--when it goes below the lower line, buy stock
--when it goes above the upper line, sell stock
--assume price is stable and will return to mean
--next step: change moving average (4-day, 6-day) and percents for .98 and 1.02 (.97 or 1.03)
--track volatility to dynamically change band size