Yep, it's Stray.

I bounce and bounce from side to side --That's its attack.
Far to the North, I'm very lucky, --Nordic Mythology: Cait Sith god of luck
But that's only in the East--It's Japanese name is Cait Sith
In the West I'm not too lucky,--In America
Because all I can do is wander for home.--It's a stray, it has no home.