“That’s incredible” was a cheesy ‘80s TV show that demonstrated (as if it needed demonstrating) what stupid things people would do to get attention, like juggling things that can kill you. When you see someone land a plane on a moving truck, for example, you just might say, “That’s incredible.”
You don’t mean that you don’t believe it. What you mean is that it’s remarkable, not that it lacks credibility. You are wowed by it, but you believe it, like an incredible touchdown pass.
Incredulous, on the other hand, is about a lack of credibility. If you are incredulous, you are at the very least skeptical, probably doubtful and perhaps convinced someone is full of it.
“He thought it incredulous that American politicians actually believe we could borrow and spend our way out of a recession.”
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