The 2030 Agenda states that the 17 sustainable development goals (SDGs) make parts of an indivisible whole, and research on SDG implementation highlights how managing goal interactions—synergies and trade-offs—is key for implementation to be successful. Here, we present an empirically based and transparent method for developing “consistent scenarios” that identifies which SDGs will be unattainable if historical patterns of interaction between SDGs are maintained. Using historical data on SDG indicators and correlation analysis together with cross-impact balance analysis, we identify such scenarios for a set of high- to low-income countries. Finding no consistent scenario where progress can be made on all 17 SDGs for any of the countries, our findings demonstrate the importance of policies that target interactions and resolve trade-offs rather than individual goals to unlock a sustainable future trajectory. This reflects what was novel about the SDGs as a framework for global development; that the goals are indivisible and achieving them all require systemic changes that alter how social and economic processes interact with the environment.