If your model ranks a random ID, the timestamp, or the same-bar close as top feature, it leaked. Proper importance should show oi_buildup, pcr, atm_iv, vix_india at the top. Audit before trusting any accuracy.
Feature importance is the honesty check. Publish it with every report. A model that cannot explain its top features is either leaked or random — neither is a system.
Q: What signals leakage?
A: Random ID, timestamp, or same-bar close as top feature.
Q: Healthy importance shows?
A: oi_buildup, pcr, atm_iv, vix_india at top.
Q: Why publish it?
A: It is the honesty check proving no leakage.
📞 Free Nifty Options AI help & resources — WhatsApp: 9169650895
By Shakti Tiwari · Options AI research pillar. NISM XII certified. Educational only, not investment advice; verify before acting.