Well... there is the stock market, but that's generally too much of a challenge; any edge you get disappears very quickly, so the best thing to do is "free ride" off of other people's attempts to value stocks and just buy index funds (or the equivalent).
Other domains in which rationality can be tested are "intellectual sports" such as poker, chess, or Magic: The Gathering... it's hard to test "rationality" in a way that doesn't simply test intelligence or learned skills, though.
Well... there is the stock market, but that's generally too much of a challenge; any edge you get disappears very quickly, so the best thing to do is "free ride" off of other people's attempts to value stocks and just buy index funds (or the equivalent).
This is a great deal of how rationality wins in the real world in general: just being less wrong than other people.
(The epistemic hazard is how to avoid getting full of yourself on a win and considering yourself ridiculously more brilliant than anyone who hasn't had your particular revelation, rather than considering yourself someone who was less wrong in a particular area this time and who aims to be less wrong next time.)
Someone deserves a large hattip for this, but I'm having trouble remembering who; my records don't seem to show any email or OB comment which told me of this 12-page essay, "Epistemic Viciousness in the Martial Arts" by Gillian Russell. Maybe Anna Salamon?
It all generalizes amazingly. To summarize some of the key observations for how epistemic viciousness arises:
One thing that I remembered being in this essay, but, on a second reading, wasn't actually there, was the degeneration of martial arts after the decline of real fights—by which I mean, fights where people were really trying to hurt each other and someone occasionally got killed.
In those days, you had some idea of who the real masters were, and which school could defeat others.
And then things got all civilized. And so things went downhill to the point that we have videos on Youtube of supposed Nth-dan black belts being pounded into the ground by someone with real fighting experience.
I had one case of this bookmarked somewhere (but now I can't find the bookmark) that was really sad; it was a master of a school who was convinced he could use ki techniques. His students would actually fall over when he used ki attacks, a strange and remarkable and frightening case of self-hypnosis or something... and the master goes up against a skeptic and of course gets pounded completely into the floor. Feel free to comment this link if you know where it is.
Truly is it said that "how to not lose" is more broadly applicable information than "how to win". Every single one of these risk factors transfers straight over to any attempt to start a "rationality dojo". I put to you the question: What can be done about it?