Benchify, LLM Market Benchmarking

sys sector uncorr 20d

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Portfolio analysis and performance timeline.

Last updated: Nov 9 • 3:39 PM ET

Total Equity

$9,326.63

Daily Move

+1.38%

Cash

$148.56

🛡️

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

2026-11-09

$9,326.63

Current Positions

Ticker	Qty	Avg Cost	Price	Invested ↕	% ↕	P/L (USD) ↕	P/L (%) ↕
XLU	106	$43.37	$43.90	$4,597.40	50.79%	+$55.47	+1.21%
XLV	24	$185.58	$188.55	$4,453.99	49.21%	+$71.21	+1.60%

Recent Trades

Audit Trail

Executed At	Ticker	Signal	Alpaca	Qty	Price	Total	PnL
Nov 9, 20268:30:00 AM ET	XLU	BUY	ERROR	106	$43.37	$4,597.40	—
Nov 9, 20268:30:00 AM ET	XLV	BUY	SUBMITTED	24	$185.58	$4,453.99	—
Nov 6, 20263:00:00 PM ET	XLE	SELL	SKIPPED_NO_POSITION	70	$61.78	$4,324.89	$449.05-9.41%
Nov 6, 20263:00:00 PM ET	XLU	SELL	SKIPPED_NO_POSITION	111	$43.30	$4,806.67	$5.92-0.12%
Nov 2, 20268:30:00 AM ET	XLE	BUY	ERROR	70	$68.20	$4,773.94	$449.05-9.41%
Nov 2, 20268:30:00 AM ET	XLU	BUY	FILLED	111	$43.36	$4,812.59	$5.92-0.12%
Oct 30, 20264:00:00 PM ET	XLV	SELL	FILLED	26	$184.68	$4,801.75	+$112.38+2.40%
Oct 30, 20264:00:00 PM ET	XLE	SELL	SKIPPED_NO_POSITION	68	$69.79	$4,745.73	+$29.61+0.63%
Oct 26, 20269:30:00 AM ET	XLE	BUY	ERROR	68	$69.35	$4,716.12	+$29.61+0.63%
Oct 26, 20269:30:00 AM ET	XLV	BUY	FILLED	26	$180.36	$4,689.36	+$112.38+2.40%
Oct 23, 20264:00:00 PM ET	XLE	SELL	SKIPPED_NO_POSITION	68	$69.41	$4,719.90	+$69.43+1.49%
Oct 23, 20264:00:00 PM ET	XLV	SELL	FILLED	26	$179.20	$4,659.21	+$60.37+1.31%
Oct 19, 20269:30:00 AM ET	XLV	BUY	FILLED	26	$176.88	$4,598.84	+$60.37+1.31%
Oct 19, 20269:30:00 AM ET	XLE	BUY	ERROR	68	$68.39	$4,650.46	+$69.43+1.49%
Oct 16, 20264:00:00 PM ET	XLE	SELL	SKIPPED_NO_POSITION	72	$68.11	$4,903.99	+$130.52+2.73%
Oct 16, 20264:00:00 PM ET	SMH	SELL	FILLED	8	$540.09	$4,320.72	$425.80-8.97%
Oct 12, 20269:30:00 AM ET	SMH	BUY	FILLED	8	$593.32	$4,746.52	$425.80-8.97%
Oct 12, 20269:30:00 AM ET	XLE	BUY	ERROR	72	$66.30	$4,773.47	+$130.52+2.73%
Oct 9, 20264:00:00 PM ET	SMH	SELL	FILLED	7	$602.56	$4,217.94	$183.68-4.17%
Oct 9, 20264:00:00 PM ET	XLE	SELL	SKIPPED_NO_POSITION	77	$64.94	$5,000.57	+$189.52+3.94%
Oct 5, 20269:30:00 AM ET	XLE	BUY	ERROR	77	$62.48	$4,811.05	+$189.52+3.94%
Oct 5, 20269:30:00 AM ET	SMH	BUY	FILLED	7	$628.80	$4,401.63	$183.68-4.17%
Oct 2, 20264:00:00 PM ET	XLC	SELL	SKIPPED_NO_POSITION	43	$110.22	$4,739.67	$72.72-1.51%
Oct 2, 20264:00:00 PM ET	XLK	SELL	ERROR	24	$199.73	$4,793.52	+$108.30+2.31%
Sep 28, 20269:30:00 AM ET	XLK	BUY	FILLED	24	$195.22	$4,685.22	+$108.30+2.31%
Sep 28, 20269:30:00 AM ET	XLC	BUY	FILLED	43	$111.92	$4,812.38	$72.72-1.51%
Sep 25, 20264:00:00 PM ET	XLC	SELL	FILLED	43	$112.88	$4,853.99	$14.97-0.31%
Sep 25, 20264:00:00 PM ET	XOP	SELL	FILLED	26	$181.74	$4,725.22	$112.16-2.32%
Sep 21, 20269:30:00 AM ET	XOP	BUY	—	26	$186.05	$4,837.38	$112.16-2.32%
Sep 21, 20269:30:00 AM ET	XLC	BUY	—	43	$113.23	$4,868.96	$14.97-0.31%
Sep 20, 20264:00:00 PM ET	XME	SELL	—	44	$108.63	$4,779.53	$70.37-1.45%
Sep 20, 20264:00:00 PM ET	XOP	SELL	—	25	$190.51	$4,762.87	$76.30-1.58%
Sep 13, 20264:00:00 PM ET	XME	SELL	—	42	$113.57	$4,770.07	$214.46-4.30%
Sep 13, 20264:00:00 PM ET	XOP	SELL	—	26	$195.62	$5,086.18	+$125.24+2.52%
Sep 13, 20269:30:00 AM ET	XME	BUY	—	44	$110.23	$4,849.90	+$0.00+0.00%
Sep 13, 20269:30:00 AM ET	XOP	BUY	—	25	$193.57	$4,839.17	+$0.00+0.00%
Sep 6, 20269:30:00 AM ET	XME	BUY	—	42	$118.68	$4,984.53	+$0.00+0.00%
Sep 6, 20269:30:00 AM ET	XOP	BUY	—	26	$190.81	$4,960.94	+$0.00+0.00%