NIFTY Opening MFE Regressor
Target: Predict remaining same-day NIFTY upside/downside points after the first five 1-minute bars. Train/valid/test rows: 2221/405/199. Test window: 2025-08-18 to 2026-06-09. Features: 188.
Regression
- UP/high MFE model: random_forest_d6_l10_all+affine_s1.26_b-4, test MAE 55.9 pts, RMSE 79.5 pts, baseline MAE 75.4 pts.
- DOWN/low MFE model: random_forest_d7_l10_150, test MAE 63.0 pts, RMSE 97.5 pts, baseline MAE 77.9 pts.
- UP/high tail-vs-rest MAE: 120.4 / 34.2 pts.
- DOWN/low tail-vs-rest MAE: 141.1 / 36.8 pts.
Latest
- input date: 2026-06-09
- first 5 minutes: 2026-06-09 09:15:00 to 2026-06-09 09:19:00
- first5 close: 23234.85
- predicted UP MFE: 63.2 pts
- predicted DOWN MFE: 71.6 pts