Most secure linux I've heard of

Hi I'm new here I don't have a lot of knowledge about operating systems I've seen a video online saying about a linux system which is a modified version of the most secure linux and also has a lot of safety features and the guy said that it can be operated using a pendrive/usb drive like you download it on that and it can be turned then if u eject it it's untraceable is such a thing possible?? If it is possible do you guys know which one is it or is the guy just lying