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Add additional documentation for the ConnorsRSI strategy

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strategies/connors-rsi/README.md
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# ConnorsRSI Bot
A swing trading strategy inspired by the [ConnorsRSI indicator](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/indicators/connors-rsi) by Larry Connors.
## Rules
For a long trade:
* The closing price must be greater than the long term trend as measured by a simple moving average with a default period of 200 days.
* The ConnorsRSI indicator must have a reading of < 15 (default value).
* If both of the above conditions are met, the trade is entered.
* The trade is exited when the close is > the short term trend which is measured by a simple moving average with a default period of 5 days.
For short trades, the conditions are inverted.
## Backtest Results
### SPY