To date, the only way to argue polynomial lower bounds for dynamic algorithms is via fine-grained complexity arguments. These arguments rely on strong assumptions about specific problems such as the Strong Exponential Time Hypothesis (SETH) and the Online Matrix-Vector Multiplication Conjecture (OMv). While they have led to many exciting discoveries, dynamic algorithms still miss out some benefits and lessons from the traditional ``coarse-grained'' approach that relates together classes of problems such as P and NP. In this paper we initiate the study of coarse-grained complexity theory for dynamic algorithms. Below are among questions that this theory can answer. What if dynamic Orthogonal Vector (OV) is easy in the cell-probe model? A research program for proving polynomial unconditional lower bounds for dynamic OV in the cell-probe model is motivated by the fact that many conditional lower bounds can be shown via reductions from the dynamic OV problem. Since the cell-probe model is more powerful than word RAM and has historically allowed smaller upper bounds, it might turn out that dynamic OV is easy in the cell-probe model, making this research direction infeasible. Our theory implies that if this is the case, there will be very interesting algorithmic consequences: If dynamic OV can be maintained in polylogarithmic worst-case update time in the cell-probe model, then so are several important dynamic problems such as $k$-edge connectivity, $(1+ε)$-approximate mincut, $(1+ε)$-approximate matching, planar nearest neighbors, Chan's subset union and 3-vs-4 diameter. The same conclusion can be made when we replace dynamic OV by, e.g., subgraph connectivity, single source reachability, Chan's subset union, and 3-vs-4 diameter. Lower bounds for $k$-edge connectivity via dynamic OV? (see the full abstract in the pdf file).