Bank Nifty Breakout Model

Price breakouts fake often. A better signal combines: oi_buildup at ATM+2 CE rising (money committing bullish), iv expansion (conviction), and vix_india calm-to-rising. Feature set: oi_buildup, iv_change_1d, vix_z. Model flags breakout when all three align AND max_pain_distance > 0.5% (room to run). Filter blocks when PCR > 1.3 (hedged, not conviction). The point: confirm breakouts with the chain, not price alone. Retail chases price; the chain shows who is paying.