The Strip vs. The Strait

Alexander Campbell · Campbell Ramble · March 08, 2026 at 17:26 · ⏱ 24 min read  | Read on Substack ↗
Summary
The article argues that the oil shock from the closing of the Strait of Hormuz is structural (infrastructure destruction, not just transit disruption) and will sustain tightness, driving inflation higher, trapping the Fed, and triggering a credit cycle downturn. Equity markets are in denial, pricing a quick reversion, while the author positions long gold and oil calls, and shorts credit (HYG puts), equities (S&P puts), insurance (KIE puts), with long vol and dollar hedges for a stagflationary outcome.
  • Oil had its biggest weekly gain since WTI futures debut in 1983; WTI closed at $91, Brent at $93, Dubai at $99.
  • Strait of Hormuz is functionally closed; Ras Tanura halted after drone strike, Qatar's Ras Laffan LNG paused, Iraq's Rumaila shut in.
  • Goldman estimates a $14/bbl war premium assuming a four-week halt; JPMorgan sees Brent at $120 if conflict exceeds three weeks; Deutsche Bank at $200 if mines deployed.
  • Nonfarm payrolls fell 92,000 in February vs expectations +50,000; December revised from +48,000 to -17,000; six-month average zero net job creation.
  • CDX Investment Grade widened to 58.5, CDX High Yield hit 350, iTraxx Crossover jumped 15 points – credit markets starting to price macro risk.
  • VIX closed at 29.5; MOVE index hit 81; Barclays cross-asset vol dispersion spiked to highest since 2022.
  • HYG implied volatility at 7.4 vs 10-day realized of 4.1 – options market pricing a move the cash market hasn't made yet.
  • Private credit funds (BCRED at 97.65) and CLO AAA tranches (JAAA at $50.37) have barely moved, indicating lagged repricing that often precedes a crisis.
Read time 24 min
Length 24,599 chars
Category finance
Trade Ideas
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Vol elevated but not extreme; cross-asset dispersion from Barclays shows vol has room to run if correlations converge.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Dollar strengthens in global risk-off episodes; reduction in Gulf surplus recycling into Treasuries supports the bid.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Author notes JAAA (CLO AAA tranche ETF) is near its all-time high, indicating no stress in the safest CLO tranches; but the article warns that illiquid credit reprices last, and if credit stress broad
Author notes JAAA (CLO AAA tranche ETF) is near its all-time high, indicating no stress in the safest CLO tranches; but the article warns that illiquid credit reprices last, and if credit stress broadens, even AAA tranches could see widening. Risk: Liquidity mismatches in CLO ETFs could exacerbate selling.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Author notes BCRED is at 97.65 barely down while CDX HY widened 13 points – private credit marks are lagged by design, and the article argues liquid markets reprice first, illiquid last, suggesting BC
Author notes BCRED is at 97.65 barely down while CDX HY widened 13 points – private credit marks are lagged by design, and the article argues liquid markets reprice first, illiquid last, suggesting BCRED will eventually fall. Risk: Repricing could be abrupt and severe; illiquid nature makes exit difficult.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Author argues energy stocks (XLE as proxy) traded flat while spot oil surged because they price off the 12-24 month strip; expects the strip to repurchase structurally as production destruction persis
Author argues energy stocks (XLE as proxy) traded flat while spot oil surged because they price off the 12-24 month strip; expects the strip to repurchase structurally as production destruction persists, driving energy equities higher. Risk: If conflict resolves quickly, the strip normalizes and energy stocks could underperform.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Author points out BIZD (BDC income ETF) is near zero drawdown and that in 2020 it fell 55%; implies current complacency in BDC sector leaves room for a sharp correction as credit stress spreads.
Author points out BIZD (BDC income ETF) is near zero drawdown and that in 2020 it fell 55%; implies current complacency in BDC sector leaves room for a sharp correction as credit stress spreads. Risk: Energy-sensitive corporates in BDC portfolios may face covenant breaches and refinancing difficulties.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Credit spreads too tight for a world where Fed is trapped, energy costs rising, corporate margins compressing; HYG reprices in real time and will move fast.
Alexander Campbell Founder & CEO, Rose AI; ex-macro investor, Bridgewater
Property and casualty insurers directly exposed to physical destruction in the Gulf and rising energy costs on claims; underappreciated.
More from Campbell Ramble

This newsletter, published March 08, 2026, features Alexander Campbell discussing VIX, UUP, JAAA, BCRED, XLE, BIZD, HYG, KIE. 8 trade ideas extracted by AI with direction and confidence scoring.

Speakers: Alexander Campbell  · Tickers: VIX, UUP, JAAA, BCRED, XLE, BIZD, HYG, KIE