[zaroth]

Imagine a binary tree. The root node represents the probability of 5%. If you take the left child to mean a positive result, the probability stays at 5%. If you take the right child to mean a negative result the probability rises to 10%.

Every left child produces a tree from that point which is exactly the same at the root tree.

Every right child produces a probability of +5% until you get to 100% after which the right node is forced back to 5% — meaning it will match the root from that point.

I feel like once you’ve defined the tree to depth 20, you could average all the probabilities and it should equal 19%, because everything from that depth further is just a uniform repetition of the probability tree, but it’s probably slightly more complicated than that.