India VIX Regime Filter

India VIX is the fear gauge for Nifty. Absolute level matters less than regime: z-score vs 60-day mean tells you if vol is calm (z < -1), normal (-1..1), or stressed (>2). Models trained in calm regimes fail in stressed ones. Filter: block new entries when VIX z > 2 (crowd panic, gap risk) and when VIX z < -1.5 with shrinking range (complacency, false signals). Feature vix_india = (VIX - mean60)/std60. The goal is not to predict VIX but to know which regime your model was trained for. Trade the regime your data understands.