"There are more and less regulated markets not regulated and unregulated, that data does exists and it doesn't lean in the direction you suggests."
id already pointed out theres no such thing as an unregulated market, the choice is between consumer regulation (freer markets) and ruler/government regulated markets (unfree markets/central planning)
so if you werent talking about freer markets, then what on earth were you talking about?
ie: exactly what argument are you making? and how could anyone as you suggested "research how often financial markets collapse when they are regulated vs. not, that data doesn't bear out the idea that government regulation is the problem, its incentives and opportunity to behave abhorrently that create these issues" when we cant look at unregulated financial markets, only compare freer vs less free government regulated markets, which of course some will do better than others but in no cases can you compare government/ruler regulated vs consumer regulated financial markets (free markets)