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.
Every number on this page is a realistic placeholder used to build and test the dashboard. Collected results will replace them with no chart changes, only the values in data/dashboardDemoData.ts. Do not infer findings yet.
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
4
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 the identity and leadership primes will render here once that data is collected. The slots are already wired up.
In designG · Market volatility explorer
Volatility vs. attention proxy
A volatility indicator and an attention/stress proxy across a selected event window.
Exploratory: read carefully
H · Download data
Clean Dataset (CSV)
Available when data collection completes
Codebook (PDF)
Variable definitions drafted
Summary Statistics (PDF)
Generated after analysis
Regression Tables (PDF)
Primary specifications
Downloads become available after data collection and review. Files will live in /public/downloads.