HELIOS holds the 20 strongest US stocks and sizes the whole book with two dials — market breadth and volatility — levering up in calm uptrends and stepping toward cash when conditions break. No discretion. No overrides.
Free to watch and paper-trade. No card required. Backtest 2020–2026 · data through Aug 11, 2026.
Backtest at a 1.5× leverage cap, monthly rebalance, 2020 through August 2026 — the same rules the live book runs today.
*Hypothetical backtest, gross of subscription cost. S&P 500 shown via yearly total returns, interpolated monthly. Max drawdown −26.5% vs −34% for the S&P 500 over the same window.
Three mechanical rules. Rebalanced monthly. Nothing is ever traded on opinion.
Liquid US equities ranked by a 12-minus-1-month and 6-month momentum blend. The top 20 are held equal-weight, plus a small commodity-ETF sleeve when commodities are trending.
A ~1,500-stock breadth signal reads the health of the whole market. When breadth and momentum deteriorate, deployment falls — all the way to cash in hostile tapes.
Exposure scales to hold a 30% volatility target: leverage rises toward the cap in calm uptrends and cuts automatically when the book gets loud — before drawdowns compound.
Right now the regime is healthy but the book's realized volatility is elevated — so HELIOS is automatically de-levered below 1×. That's the risk control working in public, not a sales page hiding it.
Every year, every month — including the drawdowns. If a strategy page only shows you the good parts, ask why.
| Year | HELIOS | Sharpe | Max DD | S&P 500 | Avg lev |
|---|
Monthly returns (%), backtest at 1.5× leverage cap. 2026 through July.
HELIOS publishes its trades through Collective2, an independent US platform that has verified strategy track records since 2001.
Every live trade is timestamped and recorded by Collective2 — not self-reported. The live track record you'll see is theirs, not ours to edit.
With AutoTrade, signals execute in your own brokerage account. We never hold, see, or touch your funds. You can pause or resize at any time.
Simulate HELIOS on paper for free, watch real rebalances happen, and subscribe only when the live behavior has earned it. Cancel anytime.
The backtest's worst peak-to-trough drawdown was −26.5%, and its worst single month was −11.0%. Live results can be worse. This is a leveraged momentum strategy: it is volatile by design and pays for its returns with real drawdowns. If a −25% drawdown would force you to sell, size smaller or don't subscribe.
The 2020–2026 figures on this page are a hypothetical backtest at a 1.5× leverage cap using the same rules the live book runs. The live, third-party-verified record — what actually matters — is on the Collective2 strategy page, tracked trade by trade since launch.
Deployment is continuous, not binary. As market breadth deteriorates or the book's volatility spikes past the 30% target, leverage scales down automatically — in 2022's bear market the strategy averaged just 0.59× exposure, which is why it lost −10.1% while the S&P 500 lost −18.2%.
The book holds ~20 equal-weight stock positions plus a commodity-ETF sleeve. With fractional shares most brokers support AutoTrading it with modest accounts; Collective2 lets you scale the strategy to your account size. Trade frequency is low — one rebalance a month.
Yes — the live Collective2 book is the same system, and every signal we publish is the one the model produces. There is no discretionary override, which also means we can't "feel our way" out of a losing month. The rules are the product.
Watching and simulating are free. The subscription price is listed on the Collective2 strategy page; Collective2 handles all billing, and you can cancel any month. We'd rather you simulate first and pay only after the live behavior has convinced you.
Risk management, leverage and margin, taxes, evidence and its limits, and how it runs day to day — every question answered in full, plus a glossary.
Simulate HELIOS free on Collective2, see the system trade in real time, and decide with the live record in front of you.
Simulate it free on Collective2Strategy questions or subscription help — we read everything.
mohak@quantastral.comDetailed backtest, live rebalances, and the Collective2 link — free with your email.