results_complexity.json

{
  "config": {
    "experiments": [
      "complexity",
      "ablation"
    ],
    "data": "data",
    "out": "/out/results_complexity.json",
    "backend": "cache",
    "views": "/out/strategic_views.json",
    "workers": 31,
    "model": "Qwen/Qwen3-8B",
    "base_url": null,
    "seed": 0,
    "scale_sweep": [
      1000,
      5000,
      15000
    ],
    "max_events": 80000000,
    "max_events_mape": 60000,
    "n_agents_mape": 15000,
    "n_agents_complexity": 15000,
    "n_days": 40,
    "n_days_sweep": [
      10,
      20,
      40,
      60
    ],
    "freerun_days": 20,
    "ablation_n": 40
  },
  "claim3_complexity": {
    "metrics": {
      "real": {
        "tail_index_hill": 2.495314565514565,
        "excess_kurtosis": 132.041916923934,
        "vol_clustering_acf": 0.13770993613950794,
        "return_acf_lag1": -0.04700812799296101,
        "leverage_effect": -0.011617921672981365,
        "hurst_abs_returns": 0.734800619467699
      },
      "marketsim": {
        "tail_index_hill": 1.2033454307219091,
        "excess_kurtosis": 114446.00743402266,
        "vol_clustering_acf": 0.12063666095400465,
        "return_acf_lag1": 0.3621895192013998,
        "leverage_effect": -0.3265705324544605,
        "hurst_abs_returns": 0.9337101671370853
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      "zero_intelligence": {
        "tail_index_hill": 7.0275529789800375,
        "excess_kurtosis": -0.23836851194304254,
        "vol_clustering_acf": 0.010584785996955823,
        "return_acf_lag1": -0.4395237599891362,
        "leverage_effect": 0.03863675581390596,
        "hurst_abs_returns": 0.5496695020359152
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      "random_walk": {
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        "excess_kurtosis": 0.0037816483981840676,
        "vol_clustering_acf": -0.0030368914073206116,
        "return_acf_lag1": 0.0010375241067590757,
        "leverage_effect": -0.004316824353810122,
        "hurst_abs_returns": 0.5468669700573344
      },
      "garch11": {
        "tail_index_hill": 4.733572269351388,
        "excess_kurtosis": 0.6597932851478516,
        "vol_clustering_acf": 0.1050979266880312,
        "return_acf_lag1": 8.828960052859355e-05,
        "leverage_effect": 0.0019362911580810222,
        "hurst_abs_returns": 0.7542419745516858
      }
    },
    "price_statistics": {
      "marketsim": {
        "mean_return": 2.4872322745739814e-05,
        "volatility": 0.03725975224162447,
        "skewness": -96.23400811038962,
        "kurtosis": 22887.100254802677,
        "max_drawdown": -0.9999937859281371,
        "range_pct": 34330.47
      }
    },
    "distance_to_real": {
      "marketsim": 180.4391,
      "zero_intelligence": 3.2834,
      "random_walk": 1.0026,
      "garch11": 0.8595
    },
    "n_returns": {
      "real": 15576,
      "marketsim": 166257,
      "zero_intelligence": 187192,
      "random_walk": 15576,
      "garch11": 15576
    }
  },
  "ablation_per_agent": {
    "n_sample": 40,
    "per_agent_mean": 0.8006258564484978,
    "per_agent_std": 0.22048241245818953,
    "broadcast_mean": 0.8006258564484978,
    "broadcast_std": 0.22048241245818953,
    "mean_abs_diff": 0.0,
    "headline": "MIDEAST - Factors to watch - April 29"
  }
}