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The dictionary translates a lo mejor as

maybe, indicating possibility.

Is it neutral? Can it express the possibility both of a positive and of a negative result?

My dog is sick, maybe it will be fine tomorrow.

Mi perro está enfermo, a lo mejor estará bien mañana.

I am asking because the word-by-word translation (to the best) may suggest that you hope for a positive result.

The following sentence sounds somehow strange to me in Spanish:

My dog is sick, maybe it will die.

Mi perro está enfermo, a lo mejor morirá.

Here I would expect rather something as a lo peor

So is the lo mejor still perceived as the best in the phrase a lo mejor by native speakers, or has it been fixed as a set phrase with the neutral meaning maybe and detached from the original meaning?

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"a lo mejor" is a colloquial equivalent of "tal vez" or "acaso" or "quizá(s)," and you are right that it is used when some positive or softening comment is introduced.

We may need subjunctive with "a lo mejor", as is the case with your first sentence above:

  • Mi perro está enfermo. A lo mejor esté bien mañana.

"a lo peor" does not exist in the language. We do have "en el peor de los casos" (in the worst case scenario), as we do "en el mejor de los casos".

I wouldn't use "en el peor de los casos" for your second sentence above because it wouldn't make sense with death. We'd use this expression to refer to something negative which can be tackled with some chances of success, for example:

  • Mi perro está enfermo. En el peor de los casos tendré que internarlo. (In the worst case scenario, I'll have to take it to a veterinary hospital.)

Now, "a lo mejor" can also be used for neutral meanings. In this case, we don't express wish (which calls for subjunctive) but probability (allowing for indicative):

  • Mi perro está enfermo. A lo mejor se intoxicó (perhaps it got poisoned).
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    Great answer. OP: Yes, "a lo mejor" often does convey a feeling of optimism, as you were guessing. – aparente001 Feb 24 '18 at 5:40

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