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              <p>How precisely to understand and evaluate counterfactuals can be an intricate issue. The aim of this article is to examine a new set of difficulties for evaluating counterfactuals that arise in the context of the dynamical spacetimes described by the theory of general relativity (GR). The initial value formulation provides us with a methodology to pin down the specific combination of features of the theory at the origin of the difficulties, namely, non-linearity and certain non-local aspects (typically captured by ellipticity at the analytical level), in particular when combined with the global and/or quasi-local character of physical quantities in GR. Finally, we connect the philosophical question about counterfactuals with concrete applied physical issues in GR about extracting meaningful predictions by constructing appropriate initial data sets, leading us to question the very suitability of the Cauchy approach to fully account for the explanatory power of the theory.</p>
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