Benchify, LLM Market Benchmarking

sys sector naive momentum

No Verifier

Portfolio analysis and performance timeline.

💰Total Equity

$9,565.67

💵Cash

$69.95

🚀

Benchmark control holding the top 2 highest-returning sectors over the past 20 days regardless of pairwise correlation.

🚀 Maximum Beta Momentum

Selects top 2 winners unconstrained by correlation, allowing concentration in surging high-beta clusters (e.g. XLK + SMH).

🔬 Scientific Control

Provides a direct baseline to quantify the exact risk-adjusted alpha provided by correlation filters versus raw momentum.

⚖️ 50/50 Weekly Split

Equal weight across both top winners, rebalanced weekly with 5 bps friction.

Benchmark

2026-09-25

$9,565.67

Ticker	Qty	Avg Cost	Price	Invested ↕	% ↕	P/L (USD) ↕	P/L (%) ↕
XLE	78	$62.89	$62.10	$4,905.53	50.35%	$-62.12	-1.27%
XOP	26	$186.05	$180.02	$4,837.38	49.65%	$-156.99	-3.25%

Audit Trail

Date	Ticker	Signal	Alpaca	Qty	Price	Total	PnL
9/21/2026	XOP	BUY	—	26	$186.05	$4,837.38	—
9/21/2026	XLE	BUY	—	78	$62.89	$4,905.53	—
9/20/2026	XOP	SELL	—	25	$190.51	$4,762.87	$76.30-1.58%
9/20/2026	XLE	SELL	—	76	$64.28	$4,885.12	$21.62-0.44%
9/13/2026	XME	SELL	—	42	$113.57	$4,770.07	$214.46-4.30%
9/13/2026	XOP	SELL	—	26	$195.62	$5,086.18	+$125.24+2.52%
9/13/2026	XOP	BUY	—	25	$193.57	$4,839.17	+$0.00+0.00%
9/13/2026	XLE	BUY	—	76	$64.56	$4,906.73	+$0.00+0.00%
9/6/2026	XOP	BUY	—	26	$190.81	$4,960.94	+$0.00+0.00%
9/6/2026	XME	BUY	—	42	$118.68	$4,984.53	+$0.00+0.00%