Helion Strategies Horizon Fund is designed to complement traditional portfolios with a systematic volatility-aware investment approach that seeks to enhance resilience and generate asymmetric returns across market cycles.
This page provides an overview of the strategy’s historical behavior based on backtested results — helping investors understand how it may interact with diverse market environments.
Helion Strategies officially launched in September 2025. Monthly net-of-fee performance will be published here on a regular basis as reporting becomes available.
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | - | - | - | - | - | - | - | - | Pending | |||
| 2026 |
The results shown below reflect a proprietary backtest of the Helion systematic strategy, applied to SPY options and fixed income allocations using historical ORATS data from 2014 through 2024.
The strategy was implemented with Helion’s defined entry and exit rules to approximate realistic trading conditions. These results are hypothetical and presented for illustrative purposes only; they do not represent actual trading or investor experience. Backtests incorporate conservative entry assumptions and practical holding periods designed to mirror execution constraints.
| YEAR | HELION GROSS | HELION NET | S&P 500 | NOTES |
|---|---|---|---|---|
| 2014 | 46.5% | 37.2% | 11.0% | Normalization of Volatility |
| 2015 | 2.0% | 0.0% | 1.2% | Markets Flat |
| 2016 | 45.3% | 36.2% | 9.6% | Strong Convexity Rebound |
| 2017 | 87.3% | 69.8% | 21.8% | Calm Vol., Strong Convexity |
| 2018 | 18.5% | 14.8% | -6.2% | Defensive Shift Triggered |
| 2019 | 46.9% | 37.5% | 28.8% | Participated in Recovery |
| 2020 | 80.6% | 64.5% | 18.4% | COVID Convexity Spike (2H20) |
| 2021 | 50.9% | 40.7% | 26.8% | Uptrend Captured |
| 2022 | 14.7% | 11.8% | -18.2% | Outperformed in Drawdown |
| 2023 | 45.3% | 36.2% | 26.0% | Strong Rebound Year |
| 2024 | 52.8% | 42.2% | 24.9% | Continuation of Rebound |
Helion Strategies launched in September 2025. The backtested results shown above are hypothetical and provided for informational purposes only to illustrate potential behavior across historical market cycles. Actual live performance will be updated here on a regular basis. Past performance is not indicative of future results.
Helion’s 10-year backtest delivered a 34.1% compound annual growth rate (CAGR) and a Sharpe ratio of 1.79. These figures are based on hypothetical results and are provided for illustrative purposes only — they do not reflect actual trading or investor experience. Backtests incorporate conservative entry pricing assumptions and realistic holding periods to approximate execution conditions. Actual results may differ materially. Performance is presented gross and net of fees, as noted. Transaction costs, management fees, and slippage would reduce actual investor returns. Past performance is not indicative of future results.
