@WomanCorn Unfortunately AIUI the only fully robust way to handle this is Bayes on a Solomonoff prior, which is so uncomputable it's not even funny.
But I think you can get somewhere by not fixating on a _single_ model; instead, have an ensemble of models, one of which is the maxentropic "Something I have not thought of" model, and weighting them according to their predictive performance over time. (Make sure to *actually* predict and not just retrodict.)
@soundnfury multiple models does sound like a good option to dodge some of the risk.
The other bit that I _think_ helps is running the model against other data.
X happens. Model A predicts VWX. Model B predicts XYZ. If we see W, predict V. If we see Y predict Z.
This tends to make people very mad if they only have one model though.