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Symphonies
Energy XLE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical energy strategy: buy 2x long energy when it’s extremely oversold, switch to a -2x inverse energy fund when it’s extremely overbought, and otherwise hold the standard energy sector ETF (XLE).
NutHow it works
Each day it checks a 10-day RSI on XLE (a broad fund of U.S. energy stocks). RSI scores recent up vs. down days on a 0–100 scale. If RSI < 15 (very washed out), buy ERX, a 2x bull energy fund. If RSI > 75 (very hot), buy DUG, a -2x energy fund. Otherwise, hold XLE. Only one fund at a time.
CheckmarkValue prop
Out-of-sample annualized return 19.26% vs SPY 18.25%, with similar max drawdown (~18.8%) and Calmar ~1.03. A tactical energy strategy uses extreme RSI reversals to capture higher upside while diversifying beyond the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.021.110.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
931.04%14.45%0.54%-0.34%0.82
Energy XLE
529.13%11.22%6.41%15.03%0.5
Initial Investment
$10,000.00
Final Value
$62,912.88
Regulatory Fees
$125.66
Total Slippage
$777.85
Invest in this strategy
OOS Start Date
Jun 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy sector, rsi mean-reversion, tactical allocation, leveraged etfs, long/short, daily rebalanced
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
DUG
ProShares UltraShort Energy
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Energy XLE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Energy XLE" is currently allocated toXLE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Energy XLE" has returned 21.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Energy XLE" is 18.79%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Energy XLE", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.