  On page 10 of the 2018 National Academies Exoplanet Science Strategy document
(NASEM 2018), 'Expect the unexpected' is described as a general principle of
the exoplanet field. But for the next 150 pages, this principle is apparently
forgotten, as strategy decisions are repeatedly put forward based on our
expectations. This paper explores what exactly it might mean to 'expect the
unexpected', and how this could possibly be achieved by the space science
community. An analogy with financial investment strategies is considered, where
a balanced portfolio of low/medium/high-risk investments is recommended. Whilst
this kind of strategy would certainly be advisable in many scientific contexts
(past and present), in certain contexts, especially exploratory science, a
significant disanalogy needs to be factored in: financial investors cannot
choose low-risk high-reward investments, but sometimes scientists can. The
existence of low-risk high-impact projects in cutting-edge space science
significantly reduces the warrant for investing in high-risk projects, at least
in the short term. However, high-risk proposals need to be fairly judged
alongside medium- and low-risk proposals, factoring in both the degree of
possible reward and the expected cost of the project. Attitudes towards
high-risk high-impact projects within NASA since 2009 are critically analysed.
