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High temperature superconductors (HTS) are expected to improve small-sized superconducting magnetic energy storage (SMES) systems. On the other hand, HTS conductors are extremely brittle so that the SMES with HTS coils requires special structural considerations to limit tensile stresses. We propose the concept of the force-balanced coil (FBC) which is a helically wound toroidal coil applied to SMES. The FBC can minimize the working stresses and reduce the mass of the structure for energy storage. However, the winding of the FBC is a three-dimensional complex shape so that it may be difficult to manufacture the helical windings without a decrease in the critical current of HTS conductors. To estimate the helical winding technique problems, we designed and fabricated a small helical coil using 340 m of Ag sheathed Bi-2223 HTS tapes. This paper describes the experimental results with liquid nitrogen cooling and a solution to the helical winding technique problems in order to prevent a drop in the critical current of HTS conductors.