Don't let other horses get a hold of it. My pony's tail got completely destroyed that way. The other horses pretty much left it alone for almost the entire winter, but right at the end they started biting it and ripped it right out- taking my horse's beautiful tail with it. It was terrible! But up until then it protected it really well and kept it looking perfect, as long as I made sure to take it out for awhile at least once or twice a week.
That's just an example, I don't know how much she'll actually be outside during the winter. I never paid attention to what my RI did with her last year because nobody was working with her. She may put her out every day that the weather's decent this year because I plan on using her until I can't anymore.
Make sure to wash it really well before putting it up.
I'll tell you, a tail that's been up is really nice compared to one that is down. My horse had his tail up for like 3 years, taken down only for showing and to get washed/re-wrapped once a month in warm months. This was his tail:
Then, last year, I decided to cut his tail down since he goes out more now. Biggest mistake ever! Now that its not up, it has thinned out a ton. I've decided to put it back up for the winter to get some volume back. This is what it currently looks like:
Hmm, I'd have to wait for it to get warmer again. Likely chance of that....Anyway, I'll wash it when I get the chance and then I'll have to find a sock. She's still outside right now and the last time I tried to leave her tail up outside it ended up out of the sock and all knotted. Lesson learned. So I guess I'll have to wait until I know she's going to be inside.
By the way, I love your horse! What is he? He looks like a Morgan.
Also, a good way to protect the tail is to wrap it in vetrap. You can apply the vetrap directly to the tail or wrap the sock after the sock has been secured. We use vetrap and it doesn't wear away as easily as the sock.