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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

Daily, it times the energy sector using a 10‑day strength score on XLE: very weak → 2x long (ERX); very hot → -2x short (DUG); otherwise hold XLE. Concentrated and uses leveraged funds, so risk and volatility are high.
NutHow it works
Each day it looks at XLE, a fund of big U.S. energy stocks. It computes a 10‑day RSI—a 0–100 score of how fast price has been falling or rising. If RSI < 15 (very washed out), it buys ERX, a 2x bullish energy fund. If RSI > 75 (very hot), it buys DUG, a -2x energy fund. Otherwise it holds XLE. 100% in one ETF.
CheckmarkValue prop
Out-of-sample edge: 19.26% annualized return vs S&P 18.25%, Calmar ~1.03 with ~18.8% drawdown. RSI-driven energy timing delivers higher upside with disciplined risk control versus the broad market.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.021.10.440.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
975.45%14.62%9.27%4.88%0.83
Energy XLE
454.14%10.33%-16.8%-3.09%0.47
Initial Investment
$10,000.00
Final Value
$55,413.59
Regulatory Fees
$134.53
Total Slippage
$829.59
Invest in this strategy
OOS Start Date
Jun 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Energy sector, rsi-based timing, mean reversion, leveraged etfs, inverse etfs, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
DUG
ProShares UltraShort Energy
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
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 12.00%. 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.