TAIL Forecast



Bearish<—>Bullish



80% Confidence




Bullish Case: TAIL could benefit from anticipated market volatility, gaining appeal as a hedge against downturns, leveraging its historical performance during crises.




Bearish Case: Historical underperformance and mean-reversion, particularly in stable markets, suggest TAIL could continue to struggle lacking significant market turmoil or volatility spikes.




Potential Outcomes:

1. Market crisis boosts TAIL by 20% (25% chance).

2. Stability leads to underperformance (60% chance).

3. Mid-term volatility yields minor gains (15% chance).




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February 08, 2025


Cambria Investment Management LP - Cambria Tail Risk Forecast

TAIL        Cambria Investment Management LP - Cambria Tail Risk











Correlated Assets

Assets that tend to move strongly with TAIL



BCE Forecast + Options Trading Strategies   BCE  BCE (0.83)


VSAT Forecast + Options Trading Strategies   VSAT  Viasat (0.81)


IQV Forecast + Options Trading Strategies   IQV  IQVIA (0.8)


SPXS Forecast + Options Trading Strategies   SPXS  Direxion Daily S&P 500 Bear 3X Shares (0.77)


ABEV Forecast + Options Trading Strategies   ABEV  Ambev (0.76)



Uncorrelated Assets

Assets with little price relationship to TAIL



TSN Forecast + Options Trading Strategies   TSN  Tyson Foods (-0.01)


PBPB Forecast + Options Trading Strategies   PBPB  Potbelly (-0.01)


ANET Forecast + Options Trading Strategies   ANET  Arista Networks (-0.01)


CRNC Forecast + Options Trading Strategies   CRNC  Cerence (-0.01)


UVXY Forecast + Options Trading Strategies   UVXY  ProShares Ultra VIX Short-Term Futures (-0.02)



Anticorrelated Assets

Assets that tend to move strongly against TAIL



WRBY Forecast + Options Trading Strategies   WRBY  Warby Parker (-0.85)


HSBC Forecast + Options Trading Strategies   HSBC  HSBC (-0.86)


APO Forecast + Options Trading Strategies   APO  Apollo (-0.86)


CRK Forecast + Options Trading Strategies   CRK  Comstock Resources (-0.89)


MAIN Forecast + Options Trading Strategies   MAIN  Main Street (-0.93)









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