Cambria Tail Risk (TAIL) 52 Week Lows

                   

Gap down: regular mode: 4%. SD: 0.39% 5x SD: 1.93% 10x SD: 3.86%

Stock 50 day low quality score: LOW.

 

52 Week Lows - Profit Probability Projections

This table summarises how long it would take after buying the ETF at the 50 day lows to reach the specified percentage return. Note that past performance is not a guarantee of future performance. The calculations exclude the exceptionally volatile month of March 2020. Calculations also exclude dividends and other distributions to shareholders.

Date Days to Reach Profit Target
5% 10% 20%
2025 42 72 73
2024 117 102 183
2023 27
2022 27 58
Avg. Days 53 77 128
CAGR 39.9% 57.1% 68.2%

Backtest Trading Summary

This table summarises how profitable it would have been to have bought this ETF at each 50 day low. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 10% 20%
21 January 2025 $11.00 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [PROFITABLE]select_check_box
16 December 2024 $11.27 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [PROFITABLE]select_check_box
06 November 2024 $11.30 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [PROFITABLE]select_check_box
26 June 2024 $11.63 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [PROFITABLE]select_check_box
10 May 2024 $11.73 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [BREAKEVEN]check_box_outline_blank
01 April 2024 $12.06 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [BREAKEVEN]check_box_outline_blank
22 February 2024 $12.19 [PROFITABLE]select_check_box [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
19 January 2024 $12.54 [PROFITABLE]select_check_box [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
10 November 2023 $12.66 [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
03 October 2023 $12.88 [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
31 August 2023 $13.18 [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
25 July 2023 $13.42 [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
22 June 2023 $13.72 [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank [BREAKEVEN]check_box_outline_blank
19 May 2023 $14.22 [LOSS]disabled_by_default [LOSS]disabled_by_default [LOSS]disabled_by_default
14 February 2023 $14.52 [PROFITABLE]select_check_box [LOSS]disabled_by_default [LOSS]disabled_by_default
11 January 2023 $15.21 [LOSS]disabled_by_default [LOSS]disabled_by_default [LOSS]disabled_by_default
24 October 2022 $15.72 [LOSS]disabled_by_default [LOSS]disabled_by_default [LOSS]disabled_by_default
09 September 2022 $16.01 [LOSS]disabled_by_default [LOSS]disabled_by_default [LOSS]disabled_by_default
19 April 2022 $16.18 [PROFITABLE]select_check_box [PROFITABLE]select_check_box [LOSS]disabled_by_default
18 March 2022 $17.20 [LOSS]disabled_by_default [LOSS]disabled_by_default [LOSS]disabled_by_default
02 February 2022 $17.54 [PROFITABLE]select_check_box [LOSS]disabled_by_default [LOSS]disabled_by_default

Compound Annual Growth Rate (CAGR) Summary

Compound Annual Growth Rate (CAGR) shows the annual percentage performance had the investment grown at the same rate over one year. Cross reference the figures in the tables below with the backtesting results tables above to see how long it took to achieve profitability after buying this ETF at the specific 50 day low. A red (empty) table cell shows that the specific profit point has not yet been achieved. Calculations exclude dividends or other distributions this fund may distribute to fund holders.

Date Price Gains / CAGR
5% 10% 20%
21 January 2025 $11.00 52.8 62.2 148.8
16 December 2024 $11.27 23.6 37.6 81.2
06 November 2024 $11.30 15.4 26.3 54.9
26 June 2024 $11.63 61.8 138.7 26.3
10 May 2024 $11.73 23.6 49.2
01 April 2024 $12.06 15.2 31.8
22 February 2024 $12.19 11.4
19 January 2024 $12.54 9.4
10 November 2023 $12.66
03 October 2023 $12.88
31 August 2023 $13.18
25 July 2023 $13.42
22 June 2023 $13.72
19 May 2023 $14.22
14 February 2023 $14.52 93.4
11 January 2023 $15.21
24 October 2022 $15.72
09 September 2022 $16.01
19 April 2022 $16.18 143.6 82.2
18 March 2022 $17.20
02 February 2022 $17.54 68.8

The data for Cambria Tail Risk (exchange: XCBO symbol: TAIL) was last updated 25 Oct 2025 11:32. Data for this ETF is available from 04 Jan 2021 - 24 Oct 2025.