Compound Fork — Recession × $1T+ IPO
Each cell = a joint scenario "Both branches fire". Cell intensity = total |Δ| across the 200 highest-conviction tradeable predictions vs their unconditional posterior. Joint probabilities approximated via log-odds combination (assumes conditional independence given the prediction — coarse but bounded). Click a cell to drill into the dominant single-fork view.
Pick two fork families
| Recession ↓ × $1T+ IPO → | IPO_TRILLION_2026 prior 25% | IPO_TRILLION_2027 prior 40% | IPO_TRILLION_2028 prior 25% | IPO_TRILLION_NONE_5Y prior 10% |
|---|---|---|---|---|
RECESSION_2026 prior 20% | 127 claims · Σ|Δ| 15.84 | 128 claims · Σ|Δ| 16.01 | 128 claims · Σ|Δ| 16.07 | 128 claims · Σ|Δ| 16.18 |
RECESSION_2027 prior 30% | 128 claims · Σ|Δ| 15.92 | 129 claims · Σ|Δ| 16.09 | 129 claims · Σ|Δ| 16.15 | 129 claims · Σ|Δ| 16.26 |
RECESSION_2028 prior 30% | 128 claims · Σ|Δ| 15.92 | 129 claims · Σ|Δ| 16.09 | 129 claims · Σ|Δ| 16.15 | 129 claims · Σ|Δ| 16.26 |
NO_RECESSION_5Y prior 20% | 128 claims · Σ|Δ| 15.90 | 129 claims · Σ|Δ| 16.06 | 129 claims · Σ|Δ| 16.13 | 129 claims · Σ|Δ| 16.23 |
Method note
Joint conditional probability is approximated via log-odds combination: logit(P(pred|A,B)) ≈ logit(P(pred|A)) + logit(P(pred|B)) − logit(P(pred)). This is the closed-form Bayesian update assuming A and B are conditionally independent given the prediction. It's correct when the two scenarios act on the prediction through different causal paths; it's pessimistic when they overlap. The exact joint requires running the Gibbs sampler with both scenarios clamped, which would be N×M=16 sampling runs (~12 minutes per refresh) instead of N+M=8 — a 2× cost for higher fidelity.