Double Helix Capital Management
Double Helix

Report Start Date: Jan-2012 | End Date: Jan-2026

Print to PDF

Customize Report Dates

Start:Jan 26Dec 25Nov 25Oct 25Sep 25Aug 25Jul 25Jun 25May 25Apr 25Mar 25Feb 25Jan 25Dec 24Nov 24Oct 24Sep 24Aug 24Jul 24Jun 24May 24Apr 24Mar 24Feb 24Jan 24Dec 23Nov 23Oct 23Sep 23Aug 23Jul 23Jun 23May 23Apr 23Mar 23Feb 23Jan 23Dec 22Nov 22Oct 22Sep 22Aug 22Jul 22Jun 22May 22Apr 22Mar 22Feb 22Jan 22Dec 21Nov 21Oct 21Sep 21Aug 21Jul 21Jun 21May 21Apr 21Mar 21Feb 21Jan 21Dec 20Nov 20Oct 20Sep 20Aug 20Jul 20Jun 20May 20Apr 20Mar 20Feb 20Jan 20Dec 19Nov 19Oct 19Sep 19Aug 19Jul 19Jun 19May 19Apr 19Mar 19Feb 19Jan 19Dec 18Nov 18Oct 18Sep 18Aug 18Jul 18Jun 18May 18Apr 18Mar 18Feb 18Jan 18Dec 17Nov 17Oct 17Sep 17Aug 17Jul 17Jun 17May 17Apr 17Mar 17Feb 17Jan 17Dec 16Nov 16Oct 16Sep 16Aug 16Jul 16Jun 16May 16Apr 16Mar 16Feb 16Jan 16Dec 15Nov 15Oct 15Sep 15Aug 15Jul 15Jun 15May 15Apr 15Mar 15Feb 15Jan 15Dec 14Nov 14Oct 14Sep 14Aug 14Jul 14Jun 14May 14Apr 14Mar 14Feb 14Jan 14Dec 13Nov 13Oct 13Sep 13Aug 13Jul 13Jun 13May 13Apr 13Mar 13Feb 13Jan 13Dec 12Nov 12Oct 12Sep 12Aug 12Jul 12Jun 12May 12Apr 12Mar 12Feb 12Jan 12End:Jan 26Dec 25Nov 25Oct 25Sep 25Aug 25Jul 25Jun 25May 25Apr 25Mar 25Feb 25Jan 25Dec 24Nov 24Oct 24Sep 24Aug 24Jul 24Jun 24May 24Apr 24Mar 24Feb 24Jan 24Dec 23Nov 23Oct 23Sep 23Aug 23Jul 23Jun 23May 23Apr 23Mar 23Feb 23Jan 23Dec 22Nov 22Oct 22Sep 22Aug 22Jul 22Jun 22May 22Apr 22Mar 22Feb 22Jan 22Dec 21Nov 21Oct 21Sep 21Aug 21Jul 21Jun 21May 21Apr 21Mar 21Feb 21Jan 21Dec 20Nov 20Oct 20Sep 20Aug 20Jul 20Jun 20May 20Apr 20Mar 20Feb 20Jan 20Dec 19Nov 19Oct 19Sep 19Aug 19Jul 19Jun 19May 19Apr 19Mar 19Feb 19Jan 19Dec 18Nov 18Oct 18Sep 18Aug 18Jul 18Jun 18May 18Apr 18Mar 18Feb 18Jan 18Dec 17Nov 17Oct 17Sep 17Aug 17Jul 17Jun 17May 17Apr 17Mar 17Feb 17Jan 17Dec 16Nov 16Oct 16Sep 16Aug 16Jul 16Jun 16May 16Apr 16Mar 16Feb 16Jan 16Dec 15Nov 15Oct 15Sep 15Aug 15Jul 15Jun 15May 15Apr 15Mar 15Feb 15Jan 15Dec 14Nov 14Oct 14Sep 14Aug 14Jul 14Jun 14May 14Apr 14Mar 14Feb 14Jan 14Dec 13Nov 13Oct 13Sep 13Aug 13Jul 13Jun 13May 13Apr 13Mar 13Feb 13Jan 13Dec 12Nov 12Oct 12Sep 12Aug 12Jul 12Jun 12May 12Apr 12Mar 12Feb 12Jan 12Reload Report

Set Risk Thresholds

Set Risk-Free ROR for the Sharpe Ratio: 1% 2% 3% 4% 5% 6%    Set Minimum Acceptable ROR for the Sortino: 0% 1% 2% 3% 4% 5% 6%    Omega Threshold: 1% 2% 3% 4% 5% 6% 7% 8% 9% 10%

Current Return: +0.51%

YTD Return: +0.51%

Annualized Return: +4.04%

AUM: $ 12,337,000

Option Writer / Stock Index

Two of the most time tested trading strategies are trend-following and options selling. Each have their own strengths and weaknesses. Trend-following does well in trending markets, but option selling can have difficulty. Trend-following slowly loses money in sideways markets, while options selling does well.
Double Helix is a unique CTA that attempts to harness the power of both strategies. We sell weekly options on the S&P 500, but sell puts only – no calls. Double Helix employs a sophisticated algorithm that trend-follows the S&P 500 Index. As long as the algorithm is indicating a sideways to higher S&P 500, Double Helix will initiate a new position each day. When the program signals a “market caution”, and potentially a lower S&P 500, the program will cease new positions. Double Helix will continue to monitor markets and reenter when the S&P 500 is back in a sideways to higher pattern.
Risk management is one of Double Helix’s strongest attributes. All positions are monitored 24-hrs a day and managed by our sophisticated risk management system. Each position has a specific risk management level and will be exited, day or night, if that level is reached.