Results

Data Dashboard

Interactive results from the behavioral experiments and exploratory market-data analysis. Every chart reads from a single data file, so real results drop in cleanly.

Demo data

All figures on this page are demo data. They are realistic placeholders used to build and test the dashboard. They will be replaced by collected experiment results — no chart code needs to change, only the values in data/dashboardDemoData.ts.

What is being tested?

Whether four pressure conditions move risk-taking, confidence calibration, and herding away from a baseline — and whether attention proxies track market volatility.

What did we find?

Demo results: loss framing is the largest risk mover, social evaluation the largest herding mover, and attention co-moves with volatility in selected windows. To be confirmed with collected data.

Why does it matter?

These charts are the framework's evidence base. Each one maps to a specific link in the Pressure → Bias → Distortion → Outcome chain.

A · Experiment overview

Total participants

248

Pilot + early main collection

Conditions tested

Control · Time · Social · Loss

Avg. risk score

49.8

Composite, 0–100 scale

Avg. confidence gap

+10.0

Stated minus realized accuracy

Strongest effect

Loss Framing

Largest shift vs. control

Risk by condition

Average composite risk score (0–100) by pressure condition.

Evidence for · Link 1→3 · Pressure → Distortion

Higher = more risk-seeking. Control shown in charcoal for reference.

Risk shift vs. control

The headline distortion: signed change in risk score against the baseline.

Evidence for · The Pressure Premium, quantified

Blue = more risk-taking than control; gold = more risk-avoidant. Demo estimates.

Confidence calibration

Stated confidence vs. realized accuracy (%). The gap is the miscalibration.

Evidence for · Link 2 · Bias (overconfidence)

A wider gap between blue and gold bars indicates poorer calibration.

Herding shift

Change in willingness to follow revealed group information, by condition.

Evidence for · Link 2→4 · Bias → Cascade

Measured as choice revision after group consensus is shown.

Loss-framing sensitivity

Risk-taking under gain vs. loss framing of the same decision.

Evidence for · Link 1→2 · Loss framing → Loss aversion

Loss framing (gold) typically pulls choices toward risk-avoidance.

Bias Sensitivity Index — sample

Distribution of bias sensitivity across the sample, the same score the public Pressure Test returns.

Evidence for · The visitor's own link into the data

The public Pressure Test plots your result against this distribution.

F · Identity & leadership effects

Results pending

The Identity & Leadership Moderation Study is in design. Charts for identity and leadership primes will appear here once that data is collected. The chart slots are already wired to identityLeadershipEffects.

G · Market volatility explorer

Volatility vs. attention proxy

A volatility indicator and an attention/stress proxy across a selected event window.

Exploratory — read carefully

Market-data analysis is exploratory and designed to examine whether attention and stress proxies move alongside volatility during selected event windows. It does not claim causal proof without stronger identification. The series shown here are synthetic placeholders.

H · Download data

Clean Dataset (CSV)Released after data collectionCodebook (PDF)Variable definitionsSummary Statistics (PDF)Condition-level summariesRegression Tables (PDF)Primary specifications

Downloads unlock after data collection and review. Files will live in /public/downloads.