Nifty Weekly Expiry Strategy with ML

Weekly expiry compresses edge and risk. A disciplined approach: (1) pull chain Tuesday, compute pcr_strikes, oi_buildup, atm_iv, max_pain_distance, vix_india; (2) run classifier for P(direction); (3) apply filter (band 0.58-0.80, DTE>1, VIX z<2, max_pain>0.3%); (4) size 2% premium risk. Avoid naked ATM buys in the last 48h (theta acceleration). Prefer defined-risk spreads when Gamma is high. The model is a tie-breaker, not a fortune-teller. Document every trade in a journal; review weekly. This is process, not a promise -- verify on your data.