Sex may make you smarter and improve your memory. Several peer reviewed articles have shown improvements in cognitive function and decreases in stress.
An article in the April 2013 issue of Hippocampus written by Glasper ER1, Gould E from the University of Maryland, found that having sex could actually cause new neuron production and improve hippocampal function in middle-aged rats. It also found that if the rats stopped having sex the improvements were lost despite more new neurons.
A article in November 2013 issue of Brain Research also found that having sex decreased stress and also improved both memory and new neuron production also known as neurogenesis. This article specifically found that:
Sexual activity increased the expression of BDNF, TrkB, and CREB in the hippocampus.
Sexual activity helped to buffer adult hippocampal cell survival and neuronal differentiation against stress.
Sexually experienced mice were resistant to the negative effects of chronic stress on recognition memory.