Is there a sequence $(a_n)_{n \in \mathbb{N}}$ of real numbers in the range of $[-1..\,1]$ such that the sequence of their arithmetic means $(\alpha_n)_{n \in \mathbb{N}}$, given by $$\alpha_n = \frac{1}{n}\sum_{k=1}^n a_k,\quad n \in \mathbb{N}$$ has a dense image in $[-1..\, 1]$?
My thoughts: Yes, there is and I strongly suspect the sequence which alternates between $1$ and $-1$ such that it will be constantly $1$ for $2^k$ members and then constantly $-1$ for $2^{k+1}$ members and so on ... to do the trick. And if it doesn't something similiar will do.