I'm trying to perdict if RV(realized volatility) will explode or not ('classify') using an XGB classifier but the problem is i'm not predicting anything i.e my positives are '0' I'm thinking this can be because of poor features,So can anyone help me with this?
I'm using NIFTY Index '5min' OHLC to train my model,the data is from "2025-10-14 11:20:00" - "2026-01-02 15:25:00" (IST),
log\_returns are calculated for consecutive periods,
short\_term\_ema\_crossover is difference between ema\_9 & ema\_21,
long\_term\_ema\_crossover is ema\_44 & ema\_101,
vrp is rv\_5 - vix
vix\_momentum is vix difference for consecutive periods
vix\_ema\_crossover is vix\_9 - vix\_21
label is the target which is 1, if target\_rv\_5 >1 & target\_rv\_10 > 1 (target\_rv is 1 if RV for n+1 period > 1.1\*(n) period )