Let's see... Reparametrize for arclength, and let the torsion

. By continuity,

over an interval

.
If the Frenet-Serret frame is

, then

is also the position vector. We therefore have

where

is the curvature of

. These last equations give

or

, where

.
This DE is linear and thus solvable throughout I. Solve to get

, for some constant vector

. This means

, and the parametrization gives

, differentiating which gives

. This implies

over I, a contradiction as the curve lies on the sphere.