Given the current theory on the Moon's origins, I would suspect its possible. However, the accretion disks remnant from the star's formation would almost have to have a prograde orbit. So if there are retrogrades, they're either captured orphans or suffered some kind of gonzo-level catastrophe that weirded their orbit out.

I'd be absolutely impressed to hear how a gas giant would manage to come off in a retrograde orbit. At that scale, it would want to play merry hell with the orbits of any other large planets in the system over the long term, robbing and transferring momentum, and whatnot, causing major chaos.

A terrestrial or dwarf planet could be flung into a retrograde after a near capture by a migrating giant, but the big boys? I'll go ahead and throw money on the table that says if they're native to their home system, they're progrades.

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The last time I felt a warm fuzzy feeling, I was informed by my doctor that it was just gas.