The physical mechanisms that bring about the propulsion of a rotating helix in a granular medium are considered. A propulsive motion along the axis of the rotating helix is induced by both symmetry breaking due to the helical shape, and the anisotropic frictional forces undergone by all segments of the helix in the medium. Helix dynamics is studied as a function of helix rotation speed and its geometrical parameters. The effect of the granular pressure and the applied external load were also investigated. A theoretical model is developed based on the anisotropic frictional force experienced by a slender body moving in a granular material, to account for the translation speed of the helix. A good agreement with experimental data is obtained, which allows for predicting the helix design to propel optimally within granular media. These results pave the way for the development of an efficient sand robot operating according to this mode of locomotion.