The technique I came up with is based on re-balancing. You do a calculation of what prices you'd need to make a trade at to re-balance your portfolio. My calcul

The technique I came up with is based on re-balancing. You do a calculation of what prices you'd need to make a trade at to re-balance your portfolio. My calculator spits out a high and low price to make limit orders at, and if either of those trades happen, you're re-balanced. You can cancel the other trade, and calculate 2 more prices. Which ever way the market moves you're better off. It's kind of the opposite of HFT.