US Tech
10 names
The default scan heart. Megacaps with a real tape, liquid options, a spread that does not humiliate. Where trend and squeeze have room to exist without inventing volume.
Universe
Helmsman will not screen the whole market. It scans a curated book of liquid names and ETFs — where the spread does not eat you, volume exists, and skills have real ground. The exit is the job. The universe is where that job is still possible.
The course stays yours
Getting in is easy. Getting out is the job. That is why we do not hunt the penny that «blows up tonight».
A product that promises to watch ten thousand symbols is not selling edge. It is selling noise. More names, more false starts, more temptation to «find something» when the day is empty. Helmsman does the opposite: it narrows the field to what earns a line.
The universe is not a runtime volume filter. It is a curation: tech megacaps, blue chips, liquid sectors, ETFs where institutional flow exists. The skills — trend, mean reversion, squeeze, quality dip, AVWAP — were built and validated on these reference markets. Not on a vanity dataset. Not on the thin name that «could 10×».
If a name is not in the book, Helmsman does not invent the trade to keep you in the conversation. If data is stale, it skips. If the rule does not fire, it skips. That sobriety is the product.
The book
The scan can look at a group (e.g. tech) or the full book. Below, the names — not partnerships, not recommendations: the ground the rules run on.
10 names
The default scan heart. Megacaps with a real tape, liquid options, a spread that does not humiliate. Where trend and squeeze have room to exist without inventing volume.
4 names
High beta, institutional flow, news that moves the book. Built for AVWAP reclaim and momentum — not forum penny semis.
10 names
Names that outlive fads. Mean reversion and quality dip find a floor here — not because brochure solidity, but because the book is still there when you want out.
5 names
Banks and payments with a dense tape. When the rule fires, the stop has a market behind it — not a void at 15:59.
4 names
Liquid pharma. Swings and dips on names the market knows — not a $2 biotech with three market makers.
2 names
Liquid defensives. Few, on purpose: tape quality before ticker quantity.
4 names
Cyclicals with depth. Trend and squeeze get real candles; the exit does not depend on a tweet.
3 names
Yield and institutional volume. Not glamour — liquidity. Helmsman prefers the boring name you can still close.
10 names
Indexes, sectors, metals, energy, bonds. Natural ground for AVWAP and institutional setups: aggregated flow, tight spreads, a book that still exists when a single name gaps. If you want the market without chasing one headline, start here.
Not every skill watches all 52. ATR-BREAKOUT, CONNORS-MR and VOL-SQUEEZE run the full book. QUALITY-DIP narrows to quality megacaps: a dip only makes sense if the name has an institutional floor, not a lottery ticket. AVWAP-RETEST narrows further: only where anchored VWAP means something — indexes, megacaps, liquid sectors. On thin names the line is not support. It is noise.
That is the commercial reason, said straight: skills are not «universal». They are built for reference markets. Validating them on a different universe would be theatre. Helmsman prefers a short catalog that fires where it should.
Not a buy recommendation. Not personal advice. Not a partnership with Apple, JPMorgan or SPDR. Marks name venues and names — they certify nothing. Helmsman is middleware: it translates, vetoes, forwards. The final executor stays your broker, after your yes.
Not a signal channel. Not «52 trades a day». On most sessions many names stay dark. A WMT under the rule’s average does not become a trade because «Walmart is solid». It becomes a skip. That honesty is what you are buying.
Not closed forever. The book can lengthen when an adapter, a skill and the liquidity earn it. It does not lengthen to fill a slide.
The scan walks the tickers. Skills answer yes/no. Only the yeses become a preview with size and stop. You confirm. When a client is in, the broker — Alpaca paper or Tradier sandbox today, the map later — gets the covered order. No size invented in chat. No naked entry with a promise to «add the stop later».
If you want ten thousand tickers and a bot that prints while you sleep, you are on the wrong site. If you want a liquid book, rules validated on reference markets, and a hand on the helm — you are in the right place.
We are in early access. Skills and adapters are moving fast: you can pre-register.
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Helmsman is middleware: it translates, vetoes, forwards. The LLM proposes. You confirm. The broker — on your account — is the final executor.
Not us
Claude or another third-party model can hallucinate, botch the numbers, invent a name. That call is not Helmsman.
This is us
Routing, rules, covers. If the stop is missing, if size moved, if you did not say yes — the pipe closes. We do not hold your book.
Final executor
Alpaca, Tradier, or the venue you connect. If an order exists, it exists on their book. Helmsman is not your intermediary and not your bank.
If the order exists, it exists on your account, after your yes. Helmsman is the pipe. Not the captain. Not the till.
We are in early access. Skills and broker adapters are moving fast. You can pre-register: not a self-serve paper switch.
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