sotnkCAOS Alpha Architect Tail Risk ETF
- Last close
- 91.81
- 504-day return
- +5.38%
- Median $/day
- $2.5M
- Significant pairs
- 374
CAOS vs VXX
Both indexed to 100 at 2026-05-11.
Moves with CAOS
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | $222.2M | 0d | +0.39 | +0.33 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | +0.33 | +0.17 | 88% | 5e-13 | moderate |
| TAIL Cambria Tail Risk ETF | $1.9M | 0d | +0.32 | +0.25 | 88% | 2e-12 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | +0.32 | +0.19 | 75% | 2e-12 | robust |
Moves against CAOS
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| GAPR FT Vest U.S. Equity Moderate Buffer ETF - April | $316k | 0d | -0.34 | -0.34 | 100% | 3e-14 | robust |
| WEEL Peerless Option Income Wheel ETF | $107k | 0d | -0.34 | -0.34 | 100% | 3e-14 | robust |
| NAPR Innovator Growth-100 Power Buffer ETF - April | $354k | 0d | -0.34 | -0.35 | 100% | 6e-14 | robust |
| XISE FT Vest U.S. Equity Buffer & Premium Income ETF - September | $130k | 0d | -0.34 | -0.28 | 100% | 1e-13 | robust |
| WDTE Defiance S&P 500 Weekly Distribution ETF | $489k | 0d | -0.33 | -0.32 | 100% | 2e-13 | robust |
| QMAR FT Vest Growth-100 Buffer ETF - March | $369k | 0d | -0.33 | -0.33 | 100% | 3e-13 | robust |
| QQQY Tidal Trust II Defiance Nasdaq 100 Weekly Distribution ETF | $2.1M | 0d | -0.33 | -0.31 | 100% | 3e-13 | robust |
| RYLD Global X Russell 2000 Covered Call ETF | $8.3M | 0d | -0.33 | -0.31 | 100% | 4e-13 | robust |
| NBOS Neuberger Option Strategy ETF | $637k | 0d | -0.36 | -0.40 | 88% | <1e-15 | robust |
| SPBW AllianzIM Buffer20 Allocation ETF | $243k | 0d | -0.37 | -0.34 | 86% | 4e-15 | robust |
| FNOV FT Vest U.S. Equity Buffer ETF - November | $811k | 0d | -0.36 | -0.38 | 88% | <1e-15 | robust |
| FJAN FT Vest U.S. Equity Buffer ETF - January | $1.0M | 0d | -0.36 | -0.37 | 88% | <1e-15 | robust |
| DECT AllianzIM U.S. Equity Buffer10 Dec ETF | $331k | 0d | -0.36 | -0.37 | 88% | <1e-15 | robust |
| XYLD Global X S&P 500 Covered Call ETF | $23.8M | 0d | -0.36 | -0.38 | 88% | 2e-15 | robust |
| BMAR Innovator U.S. Equity Buffer ETF - March | $259k | 0d | -0.36 | -0.38 | 88% | 2e-15 | robust |