sotnkTAIL Cambria Tail Risk ETF
- Last close
- 10.36
- 504-day return
- -5.90%
- Median $/day
- $1.9M
- Significant pairs
- 1984
TAIL vs XBOC
Both indexed to 100 at 2026-05-11.
Moves with TAIL
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 | +0.68 | +0.56 | 100% | <1e-15 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | +0.62 | +0.46 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | +0.61 | +0.45 | 100% | <1e-15 | robust |
| YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF | $353k | 0d | +0.59 | +0.52 | 100% | <1e-15 | robust |
| BTAL AGF U.S. Market Neutral Anti-Beta Fund | $8.6M | 0d | +0.50 | +0.36 | 100% | <1e-15 | robust |
| DIPS YieldMax Short NVDA Option Income Strategy ETF | $211k | 0d | +0.46 | +0.38 | 100% | <1e-15 | robust |
| CRSH YieldMax Short TSLA Option Income Strategy ETF | $455k | 0d | +0.44 | +0.39 | 100% | <1e-15 | robust |
| SPTS State Street SPDR Portfolio Short Term Treasury Index ETF | $31.9M | 0d | +0.44 | +0.30 | 100% | <1e-15 | robust |
| XTRE BondBloxx Bloomberg Three Year Target Duration US Treasury ETF | $868k | 0d | +0.43 | +0.34 | 100% | <1e-15 | robust |
| XTWO BondBloxx Bloomberg Two Year Target Duration US Treasury ETF | $730k | 0d | +0.42 | +0.32 | 100% | <1e-15 | robust |
| VGSH Vanguard Short-Term Treasury ETF | $158.9M | 0d | +0.42 | +0.31 | 100% | <1e-15 | robust |
| IBTJ iShares Trust iShares iBonds Dec 2029 Term Treasury ETF | $4.0M | 0d | +0.41 | +0.31 | 100% | <1e-15 | robust |
| TUA Simplify Short Term Treasury Futures Strategy ETF | $5.4M | 0d | +0.43 | +0.32 | 88% | <1e-15 | robust |
| IEI iShares 3-7 Year Treasury Bond ETF | $178.3M | 0d | +0.42 | +0.34 | 88% | <1e-15 | robust |
| UTWO The RBB Fund, Inc. US Treasury 2 Year Note ETF | $2.8M | 0d | +0.41 | +0.29 | 88% | <1e-15 | robust |
Moves against TAIL
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| XBOC Innovator U.S. Equity Accelerated 9 Buffer ETF - October | $164k | 0d | -0.69 | -0.60 | 100% | <1e-15 | robust |
| NDEC Innovator Growth-100 Power Buffer ETF - December | $153k | 0d | -0.69 | -0.61 | 100% | <1e-15 | robust |
| NOCT Innovator Growth-100 Power Buffer ETF- October | $457k | 0d | -0.69 | -0.63 | 100% | <1e-15 | robust |
| OCTW AllianzIM U.S. Equity Buffer20 Oct ETF | $858k | 0d | -0.69 | -0.57 | 100% | <1e-15 | robust |
| JEPQ J.P. Morgan Exchange-Traded Fund Trust JPMorgan Nasdaq Equity Premium Income ETF | $287.0M | 0d | -0.68 | -0.60 | 100% | <1e-15 | robust |
| PSTP Innovator Power Buffer Step-Up Strategy ETF | $245k | 0d | -0.68 | -0.53 | 100% | <1e-15 | robust |
| FAUG FT Vest U.S. Equity Buffer ETF - August | $876k | 0d | -0.68 | -0.56 | 100% | <1e-15 | robust |
| QSPT FT Vest Nasdaq-100 Buffer ETF - September | $445k | 0d | -0.68 | -0.61 | 100% | <1e-15 | robust |
| SIXO AllianzIM U.S. Equity 6 Month Buffer10 Apr/Oct ETF | $637k | 0d | -0.68 | -0.56 | 100% | <1e-15 | robust |
| SPBX AllianzIM 6 Month Buffer10 Allocation ETF | $180k | 0d | -0.68 | -0.56 | 100% | <1e-15 | robust |
| PSEP Innovator U.S. Equity Power Buffer ETF - September | $1.3M | 0d | -0.68 | -0.58 | 100% | <1e-15 | robust |
| BJUN Innovator U.S. Equity Buffer ETF - June | $219k | 0d | -0.68 | -0.60 | 100% | <1e-15 | robust |
| XSEP FT Vest U.S. Equity Enhance & Moderate Buffer ETF - September | $186k | 0d | -0.68 | -0.52 | 100% | <1e-15 | robust |
| NSEP Innovator Growth-100 Power Buffer ETF - September | $104k | 0d | -0.68 | -0.60 | 100% | <1e-15 | robust |
| USEP Innovator U.S. Equity Ultra Buffer ETF - September | $252k | 0d | -0.68 | -0.58 | 100% | <1e-15 | robust |