According Etymonline , the term sexy underwent a semantic change in the early 1920s when it was used to for the first time with the connotation of “sexually attractive” in reference to Rudolph Valentino:
1905, from sex (n.) + -y (2). Originally "engrossed in sex;" sense of "sexually attractive" is 1923, first in reference to Valentino. An earlier word in this sense was sexful (1898).
I couldn’t find any evidence of sexy used at that time referring to Valentino in Google Books or other online sources.
Was the term “sexy” meaning attractive really first used for Valentino in the early 1920s or was this usage already in place in before then?
Is there evidence that “sexy” was used at that time to refer to the famous actor?