Oracle: Seems like every time we meet I've got nothing but bad news. I'm sorry about that, I surely am. But for what it's worth, you've made a believer out of me. Good luck, kiddo.
The Oracle says this to Neo at the end of their conversation in the park, and the Oracle is referring to the fact that she believes Neo will indeed choose the left door. She is probably also referring to her belief in "the One and the Many", which comes from a line spoken by the Oracle in Enter the Matrix: "The path of the One is made by the Many." She also says, "There are so many factors, so many choices". The expression on the Oracle's face clearly indicates she is worried about these choices. Even the Architect acknowledges to the Oracle at the end of M3, "You play a dangerous game." The Oracle was not absolutely sure of what would happen, but she chooses to believe that she, the One and the Many can make the best outcome happen.
So, what are all of the "unknown" factors for the Oracle? An unknown factor would take place every time someone makes a choice they themselves don't understand. Here are some examples of such choices, beginning with the most obvious:
Having made the point about the Oracle's uncertainty and belief, there are also many things the Oracle knew about the real world that force us to conclude that the Matrix system has a way of tracking (or at least predicting) humans when they're not inside of the Matrix. For example, the Oracle gave Neo visions of Trinity falling from the building. How would the Oracle know this would happen unless she also knew that the entire crew of the Vigilant would be killed by a sentinel bomb, prompting Trinity to go into the Matrix against Neo's wishes? Not only did the Oracle know this would happen, apparently she knew exactly what time it would happen, because Trinity's pending death takes place at the exact time Neo speaks with the Architect.
As another example, take the choice Niobe made to give up her ship to Neo. Before that (as shown in Enter the Matrix), Niobe met with the Oracle, and the Oracle told Niobe that Neo would need her help, and that she'd have to make a choice about helping him. For the Oracle to even be aware that this choice would come up, the Oracle would have to have some knowledge of what happens in the real world, because the choice was made in the real world.
One more example: before Smith took over the Oracle, the Oracle could see the scene at the very end of M3 where Smith has Neo cornered in the crater. She couldn't see past that scene, but she could see that it was going to happen (we know this because the Oracle programmed Smith to say, "Everything that has a beginning has an end, Neo."). That means the Oracle knew that Trinity and Neo would successfully infiltrate Machine City.
Examples like this are probably the main supporting factor for why some people think that the Matrix is actually a "Matrix within a Matrix" (known by insiders as "MwM"). I do not buy into this explanation at all - see Debunked: Matrix Inside Matrix.
One component of the Oracle's real world knowledge involves what sentinels and other machines do, and this doesn't require much explanation. Remember that Neo can sense the world while blindfolded - he is able to perceive the world in one of the ways a machine would simply because of his connection to the Source (see Neo's Powers: Blind Sight). It isn't much of a jump to realize that all machines are connected to the Source and therefore communicate with each other through the Source. The Oracle must have access to the Source since she is able to calculate the future not only based on what happens inside the Matrix but also based on what happens outside the Matrix.
The other component of the Oracle's real world knowledge involves what humans do. For me, the best-fitting explanation for the Oracle's real world knowledge is that the Matrix system can monitor redpills in the real world via a subconscious telepathic signal transmitted by redpills. Think about it: nobody detects Neo's wireless connection to the Source even when they are monitoring him with all kinds of equipment at the end of M2 and beginning of M3 during his quasi-coma. Neo is active within Mobil Avenue, a machine place between the Source and the Matrix, and they even see his brain patterns behaving as if he were in the Matrix. Still, they do not detect the wireless connection Neo is using in order to communicate with the Source.
This has to be a telepathic connection, whether this is achieved via deliberate quantum entanglement on the part of the machines when Neo is created, or by tapping into certain parts of the brain. (Remember the machines systematically explored the entirety of the human brain as we saw from experiments in "The Second Renaissance: Part II" of The Animatrix. If humans have telepathic ability, the machines would definitely have found it.) Or, of course, the telepathic connection could be created by some other technology/ability science has yet to discover.
What this implies is that all Matrix-grown humans are given subconscious "programming" that makes them unknkowingly communicate with the Source once they exit the Matrix. This wouldn't be difficult at all. Neo was programmed with "a contingent affirmation that was meant to create a profound attachment to the rest of your species". Goliath (from the Matrix comic Goliath) and Neo were programmed with an ability to perceive time like a machine (in other words, superhuman reaction time).
It makes total sense that machines would implement this measure of control. If machines are going to allow humans to reside in a location 4 kilometers beneath the Earth's surface, this telepathic connection serves as an invisible leash on humans for a system of control that would otherwise seem very risky.
I've seen it suggested that humans' headplugs maintain a hidden connection from redpills to the Source, but this is impossible since EMPs do not "disable" humans. This means activity in humans' metal headplugs must be nonexistent when humans are not jacked into the Matrix. The only time an EMP harmed any human not jacked into the Matrix was when Bane-Smith sets off the EMP in M2. The damage to Bane's brain must have been caused by the presence of the Smith virus in his headplug, continually hacking Bane's brain.
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