Compound Fork — Recession × Energy / grid

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

Rows (Recession)Compute scaleEnergy / gridHumanoid deploymentRobotaxiAGIASI$1T+ IPOMars uncrewedAI pauseRecession
Cols (Energy / grid)Compute scaleEnergy / gridHumanoid deploymentRobotaxiAGIASI$1T+ IPOMars uncrewedAI pauseRecession
Recession ↓ × Energy / grid
GRID_50GW_2027
prior 40%
GRID_50GW_2029
prior 50%
GRID_50GW_DELAYED
prior 10%
RECESSION_2026
prior 20%
133 claims · Σ|Δ| 18.92
131 claims · Σ|Δ| 18.70
131 claims · Σ|Δ| 18.70
RECESSION_2027
prior 30%
133 claims · Σ|Δ| 18.95
131 claims · Σ|Δ| 18.73
131 claims · Σ|Δ| 18.73
RECESSION_2028
prior 30%
133 claims · Σ|Δ| 18.95
131 claims · Σ|Δ| 18.73
131 claims · Σ|Δ| 18.73
NO_RECESSION_5Y
prior 20%
134 claims · Σ|Δ| 18.99
132 claims · Σ|Δ| 18.77
132 claims · Σ|Δ| 18.77

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.