Use two separate PCIE 8 pins Nvidia and EVGA do not recommend pig tails for this gen. 

two seperate 8 pin cables is recommended.
 
edit: it seems I took the bronze medal in a race I didn't know I was running.

For those that might need a little bit more clarity...
 
"Most" GPU connections are built like this...

• The VGA eight pin connector with a small locking tab at one end (Intended to go into the PSU) and a six pin with a large locking tab that has a loose two pin hitchhiker that is molded to match up with the six pin, making it a single eight pin set (Intended to go into the GPU).
• Then there are two that have what I will call "Pig tails" that is about five to six inches in length, that piggy backs on the primary GPU connection. 
  • One adds an additional 8-pin connection with a large locking tab (However, please follow the instructions of your video card)(Can also be a 6+2-pin).
  • The other adds a 6-pin to the mix with a large locking tab (Intended to go into the older, lower power usage GPU's).

Regardless of the type, as mentioned by the members above, it is best to use two individual eight pin cables of either variety to be plugged into the GPU and PSU for the standard cards and three for the FTW and other GPUS with three eight pin plug ins. 
 
For many PSU, you get four to six of the connectors shown below for the GPU's. The photo below shows the two versions I speak of (From EVGA 850w T2 page). https://images.evga.com/products/gallery/png/220-T2-0850-X1_XL_3.png 
 
 

2 separate 8 pin cables 

the EVGA XC3 Ultra takes 2 8 pins
the FTW takes 3.