Helion Strategies Horizon Fund employs a volatility-aware, options-based framework paired with dynamic fixed income management.
Our systematic approach is built to capture asymmetrical returns through disciplined exposure to market volatlity — complementing traditional portfolio allocations with a differentiated return stream.
Helion’s proprietary volatility signals drive dynamic scaling of options exposure.
We analyze both implied and realized volatility to determine when market conditions favor convex outcomes — and when to preserve capital through reduced exposure.This systematic engine allows us to adapt to evolving risk regimes and macro cycles.
The fund’s core options positioning targets options on broad equity indexes.
By focusing on convexity — the potential for non-linear return profiles — we aim to deliver outsized gains when markets trend favorably, while limiting downside risk through disciplined scaling and structural design.
Our options sleeve is paired with an actively managed fixed income allocation designed to provide NAV stability and yield.
We dynamically tilt between high-grade credit, treasuries, duration hedges, and cash proxies based on rate volatility and macro conditions — ensuring the fund maintains a core of steady capital preservation.
Helion’s strategy is designed to serve as a complementary sleeve within traditional portfolios.
We emphasize:
1) No leverage, no margin
2) Transparent process, clear rationale
3) Portfolio fit: additive convexity, not replacement of core exposures
4) Position sizing based on volatility-adjusted risk budgeting
This ensures Helion’s approach aligns with both advisor workflows and institutional allocator frameworks.
Helion’s volatility-aware options strategy is designed to integrate cleanly into traditional portfolios — enhancing resilience and asymmetric return potential when it matters most.
Our disciplined process, transparent positioning, and focus on portfolio fit allow Helion to serve as a differentiated sleeve within diversified client allocations.
We employ volatility-adjusted position sizing to dynamically manage risk. No leverage or margin is used. Exposure is scaled systematically based on real-time volatility regimes.
Our proprietary volatility engine adjusts options exposure across market cycles. We adapt positioning to evolving macro and market risk conditions — not static rules — helping preserve capital during elevated stress periods.
A dynamically managed fixed income sleeve provides NAV stability and liquidity. Our fixed income positioning tilts between high-grade credit, treasuries, and rate-sensitive exposures based on current macro signals and rate volatility.
