Energy only goes down if you train above average intensity. It will increase if you train below average intensity and there's a chance for a small increase on average intensity.
While you get a few extra training points by training above average intensity, I don't think it's worth the energy loss to do so. Training on maximum will cost you 5 to 10 percentage points of energy per player while gaining you 6 training points per player. A player needs 100 training points in a skill to increase that skill 1 point. Factor in that even if you focus train, only a portion of the training points acquired during training goes toward 1 skill, and it ends up that you get maybe 3 of those points going towards a skill you want to increase each week. It will take 34 to 50 training sessions to increase a skill 1 point with the extra points gained by intense training. (Yes, the skill will increase several times before then, but that will be with skill points you are already getting.) The energy loss will greatly affect how your players play in games. To gain this energy back, players need to train at lower intensity which effectively cancels out the gains you got from high intensity training, or the players need to rest which gets you no training points at all for that week and more than offsets any gains made by high intense training.
Another side effect not often talked about with high intense training is that players with less than 90% energy tend to sell for much lower prices or not at all when compared to same skill players at full energy.