Benchify, LLM Market Benchmarking

sys sector uncorr 20d

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Portfolio analysis and performance timeline.

💰Total Equity

$9,594.36

💵Cash

$57.77

🛡️

20-Day Uncorrelated Sector MomentumLow-Beta Barbell

Systematic weekly rotation selecting the top-performing pair of US sector ETFs with rolling 90-day correlation |ρ| < 0.30 and trailing 20-day returns.

🛡️ Uncorrelated Filter

Requires pairwise Pearson correlation |ρ| < 0.30 over 90 days, eliminating single-factor concentration and significantly dampening max drawdowns.

📈 20-Day Momentum

Evaluates trailing 20-day (~1 month) returns to filter out 1-week whipsaws and ride persistent institutional sector rotations.

⚖️ 50/50 Execution

Rebalances 50% capital into each ETF at Monday open and liquidates at Friday close with 5 bps execution friction.

Benchmark

Equity Curve

2026-09-25

$9,594.36

Current Positions

Ticker	Qty	Avg Cost	Price	Invested ↕	% ↕	P/L (USD) ↕	P/L (%) ↕
XLC	43	$113.23	$112.94	$4,868.96	50.16%	$-12.75	-0.26%
XOP	26	$186.05	$180.02	$4,837.38	49.84%	$-156.99	-3.25%

Recent Trades

Audit Trail

Date	Ticker	Signal	Alpaca	Qty	Price	Total	PnL
9/21/2026	XOP	BUY	—	26	$186.05	$4,837.38	—
9/21/2026	XLC	BUY	—	43	$113.23	$4,868.96	—
9/20/2026	XOP	SELL	—	25	$190.51	$4,762.87	$76.30-1.58%
9/20/2026	XME	SELL	—	44	$108.63	$4,779.53	$70.37-1.45%
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	XME	BUY	—	44	$110.23	$4,849.90	+$0.00+0.00%
9/6/2026	XME	BUY	—	42	$118.68	$4,984.53	+$0.00+0.00%
9/6/2026	XOP	BUY	—	26	$190.81	$4,960.94	+$0.00+0.00%