After showing a degree of promise in his first two races, this fine, strong animal obstinately refused to enter the starting gate at Beverley. He would be required to pass a Jockey Club stalls test before he could be entered for another Flat race, and after two failures he was banned for six months.
"On his second start he had worn a hood into the stalls, and unfortunately just kept going and banged his head," Jay recalled yesterday. "After that, though he was a christian at home, once back on the track he just didn't want to know."
So here was Jay at the start of the new Flat season, only his third as a trainer, all dressed up and nowhere to go. Tidal Fury was fit and ready to run, so he resourcefully persuaded the owners to let him sample hurdles in France, where three-year-olds can start much earlier.
Last weekend, Tidal Fury won his fourth race over there in a canter, taking his earnings past €260,000 (£175,000). This was a Grade One at Auteuil, and the French regard Tidal Fury as much the best young jumper they have seen this year.
Dean Gallagher reported that he has never been so confident in a race. "He has such a big stride and I never heard any of the others," the jockey said. "There was so much left in the tank. I was almost in shock at the post."
Not as astonished, however, as anyone who saw Tidal Fury finish a mediocre third at Market Rasen in July. "But the style of racing is so different," Jay said. "Here it is all about speed, they clip the hurdles to keep the tempo up. In France, with bigger obstacles and softer ground, he has been able to get into his stride and dominate."
He has duly dismissed any possibility of preparing Tidal Fury for the Triumph Hurdle at Cheltenham in March, and will instead rest him before returning to France next year. In the meantime he trusts that the owners will continue to resist the "scary money" on the table. Even one of the horses Tidal Fury has beaten is apparently subject of an offer of £300,000.
"I already owe the owners a lot of thanks for the way they have stuck by me," Jay said. "Fortunately we all seem to take the same view, that this is a once-in-a-lifetime horse. It's a syndicate of 12, so whatever figure comes in has to be divided a dozen ways.
"If we were talking about one owner, then of course it might be a life-changing opportunity. But they have loved just being involved, especially taking on the French. Everyone is so reserved at Auteuil, whereas we were all cheering even as he led them past the stands for the first time.
"The French were all shaking their heads, saying that the English didn't realise there was still another lap to go."
Jay spent two years in Chantilly himself as assistant to Miriam Bollack-Badel, during which time she had a Group One winner in Reve d'Oscar. He had originally intended no more than a six-week sabbatical from a career in advertising.
"I just felt that I had to get racing out of my blood," he explained. "And I couldn't. Fortunately my family understand my philosophy, which is that mine is not a job with very long hours, but a way of life."
Before taking out a licence, Jay completed his education with Val Ward and then Dave Morris. When he saddled his first winner, at Catterick two summers ago, he offered a memorable tribute. "Dave taught me everything I know," he said. "But not everything he knows."
Jay has since expanded to fill two small yards, Exeter House in the centre of Newmarket and an overflow at Warren Place.
Having saddled a winner at the very first regional race meeting, he has drawn attention by finding a suitable niche for moderate animals and then getting them to thrive: So Elegant won four races this year, for instance, and Woolstone Boy three.
"You see them gain confidence," Jay said. "Some of the owners of Tidal Fury are also involved in So Elegant, and they cheer just as loudly when they win a banded race as they did after the Grade One. People who have that kind of enthusiasm give you such heart."
Nap: Present Glory
NB: Ready To Rumble