Evies-Pure-Form-RSI / research /data /learning_check.json
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{
"status": "PASS",
"paths": 20000,
"seed": 71037,
"steps": 120,
"moment_checks": 12,
"gamma": 1.55,
"old_asymptotic_mse": 0.006944444444444445,
"new_asymptotic_mse": 0.004480286738351254,
"checks": [
{
"step": 1,
"design": "old",
"exact_expected_mse": 0.5721,
"empirical_mse": 0.5721257409409016,
"monte_carlo_standard_error": 0.00037798751810606335,
"z_discrepancy": 0.06809997597421268
},
{
"step": 1,
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"z_discrepancy": 0.06232174277646858
},
{
"step": 5,
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"empirical_mse": 0.10143675318173787,
"monte_carlo_standard_error": 0.00024672748106688573,
"z_discrepancy": 1.317484184804178
},
{
"step": 5,
"design": "reinvested",
"exact_expected_mse": 0.09956224194890329,
"empirical_mse": 0.09929757216988219,
"monte_carlo_standard_error": 0.00019717284397655476,
"z_discrepancy": 1.342323687599515
},
{
"step": 10,
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"empirical_mse": 0.016946170911971488,
"monte_carlo_standard_error": 9.570400476801216e-05,
"z_discrepancy": 1.8725541374453576
},
{
"step": 10,
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"empirical_mse": 0.014553717283727244,
"monte_carlo_standard_error": 7.353019806698887e-05,
"z_discrepancy": 1.8484467596107186
},
{
"step": 30,
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"empirical_mse": 0.0069583089362296475,
"monte_carlo_standard_error": 4.965822518626531e-05,
"z_discrepancy": 0.2519464406359357
},
{
"step": 30,
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"empirical_mse": 0.004489616274519852,
"monte_carlo_standard_error": 3.203944510465887e-05,
"z_discrepancy": 0.24883330939823836
},
{
"step": 60,
"design": "old",
"exact_expected_mse": 0.006944444446518338,
"empirical_mse": 0.006883983107604973,
"monte_carlo_standard_error": 4.8744287257956794e-05,
"z_discrepancy": 1.2403779461047577
},
{
"step": 60,
"design": "reinvested",
"exact_expected_mse": 0.004480286740430935,
"empirical_mse": 0.004441278898381988,
"monte_carlo_standard_error": 3.144792166061923e-05,
"z_discrepancy": 1.2403949128948446
},
{
"step": 120,
"design": "old",
"exact_expected_mse": 0.006944444444444445,
"empirical_mse": 0.006981443884194567,
"monte_carlo_standard_error": 4.943752816817516e-05,
"z_discrepancy": 0.7484079629600076
},
{
"step": 120,
"design": "reinvested",
"exact_expected_mse": 0.004480286738351254,
"empirical_mse": 0.004504157344641827,
"monte_carlo_standard_error": 3.1895179463343226e-05,
"z_discrepancy": 0.7484079629652859
}
],
"scope": "Linear Gaussian modal coefficient SGD; no neural benchmark or hardware"
}