Cross-Branch Comparison

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For a single prediction, see its conditional probability across every scenario branch. Predictions whose probability varies widely are "scenario-sensitive" — the position is a leveraged bet on which future fires. Flat rows = robust to scenario uncertainty.

Pick a prediction

High-conviction (≥4) predictions with ≥2 ticker exposures
229_001229_002229_007229_011229_012230_013231_013231_021231_026231_041231_050232_017232_018232_019232_055232_060233_007233_016235_012 (selected)236_030236_033237_025238_018238_021238_023238_025238_032238_064239_003239_005
FamilyAllCompute scaleEnergy / gridHumanoid deploymentRobotaxiAGIASI$1T+ IPOMars uncrewedAI pauseRecession
235_012
Large companies cannot pivot rapidly enough; zero ability to change.
Markets/Stocks · Salim Ismail · conv 5/5 · resolves 2028-06
live posterior: 51% (prior 60%)
Scenario range
0.0pp
45% to 45% across 4 scenarios
cache 37 rows · 2026-05-24 04:31 UTC
cf:e20a3cc6aed2

Recession

mutually exclusive — exactly one branch fires · range 0.0pp
ScenarioScenario probP(235_012 | scenario)Δ live
S_RECESSION_2026
NBER recession declared 2026
20%
45%
-5pp
S_RECESSION_2027
NBER recession declared 2027
30%
45%
-5pp
S_RECESSION_2028
NBER recession declared 2028
30%
45%
-5pp
S_NO_RECESSION_5Y
No NBER recession through 2031
20%
45%
-5pp

What this tells you

  • High sensitivity (≥30pp range): this claim's probability swings wildly depending on which future fires. Sizing should be smaller; pair with a hedge that has the opposite sensitivity profile.
  • Flat row (≤10pp range): the claim is robust — same probability in good and bad scenarios. A "no-regret" position; you don't need to time the underlying scenario.
  • Spike on one branch: a leveraged thesis on a specific scenario. If that scenario's prior shifts, this position re-rates massively.