added documentation to analysis.py
36
fine_tune_train.jsonl
Normal file
10
fine_tune_val.jsonl
Normal file
251
main.py
@ -5,7 +5,7 @@ Market Window Analysis Script
|
||||
This script performs rolling window analysis on market data using the market_predictor package.
|
||||
|
||||
Example Usage:
|
||||
python analyze_market_windows.py \
|
||||
python main.py \
|
||||
--symbol BTC-USD \
|
||||
--start-date 2024-01-01 \
|
||||
--end-date 2024-01-31 \
|
||||
@ -31,64 +31,165 @@ from datetime import datetime
|
||||
import pandas as pd
|
||||
from tqdm import tqdm
|
||||
import nest_asyncio
|
||||
import logging # Added logging im
|
||||
import logging
|
||||
from typing import Optional
|
||||
from pathlib import Path
|
||||
import matplotlib.pyplot as plt
|
||||
|
||||
from market_predictor.market_data_fetcher import MarketDataFetcher
|
||||
from market_predictor.data_processor import MarketDataProcessor
|
||||
from market_predictor.prediction_service import PredictionService
|
||||
from market_predictor.performance_metrics import PerformanceMetrics
|
||||
from market_predictor.analysis import PredictionAnalyzer
|
||||
|
||||
# Enable nested event loops
|
||||
nest_asyncio.apply()
|
||||
class MarketAnalyzer:
|
||||
REQUIRED_COLUMNS = {'CLOSE', 'VOLUME', 'HIGH', 'LOW', 'OPEN'}
|
||||
DEFAULT_OUTPUT_DIR = Path("output")
|
||||
|
||||
def __init__(self, symbol: str, start_date: str, end_date: str):
|
||||
self.logger = logging.getLogger(__name__)
|
||||
self.timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
|
||||
|
||||
# Create descriptive directory name
|
||||
dir_name = f"{symbol}_{start_date}_{end_date}_{self.timestamp}"
|
||||
self.output_dir = self.DEFAULT_OUTPUT_DIR / dir_name
|
||||
self.output_dir.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
def get_output_path(self, filename: str) -> Path:
|
||||
"""Get path for output file"""
|
||||
return self.output_dir / filename
|
||||
|
||||
def validate_dataframe(self, df: pd.DataFrame) -> bool:
|
||||
"""Validate DataFrame meets requirements"""
|
||||
if df is None:
|
||||
return False
|
||||
if df.empty:
|
||||
return False
|
||||
return True
|
||||
|
||||
def prepare_market_data(self, df: pd.DataFrame) -> pd.DataFrame:
|
||||
"""Standardize and validate market data"""
|
||||
if not self.validate_dataframe(df):
|
||||
raise ValueError("No market data provided")
|
||||
|
||||
# Standardize columns once
|
||||
df = df.copy()
|
||||
df.columns = [col.upper() for col in df.columns]
|
||||
|
||||
# Validate required columns
|
||||
missing = self.REQUIRED_COLUMNS - set(df.columns)
|
||||
if missing:
|
||||
raise ValueError(f"Missing required columns: {missing}")
|
||||
|
||||
return df
|
||||
|
||||
async def process_chunk(self, chunk_data: pd.DataFrame, chunk_id: int,
|
||||
training_window: int, inference_window: int,
|
||||
inference_offset: int) -> Optional[pd.DataFrame]:
|
||||
"""Process single data chunk"""
|
||||
try:
|
||||
if not self.validate_dataframe(chunk_data):
|
||||
self.logger.error(f"Invalid chunk data for chunk {chunk_id}")
|
||||
return None
|
||||
|
||||
processor = MarketDataProcessor(
|
||||
df=chunk_data,
|
||||
training_window_size=training_window,
|
||||
inference_window_size=inference_window,
|
||||
inference_offset=inference_offset
|
||||
)
|
||||
|
||||
service = PredictionService(
|
||||
market_data=processor.df,
|
||||
training_window_size=training_window,
|
||||
inference_window_size=inference_window,
|
||||
inference_offset=inference_offset
|
||||
)
|
||||
|
||||
predictions = await service.main()
|
||||
return pd.DataFrame(predictions) if predictions else None
|
||||
|
||||
except Exception as e:
|
||||
self.logger.error(f"Chunk {chunk_id} processing failed: {str(e)}")
|
||||
return None
|
||||
|
||||
def is_valid_dataframe(self, df: Optional[pd.DataFrame]) -> bool:
|
||||
"""Explicit DataFrame validation"""
|
||||
return df is not None and not df.empty and isinstance(df, pd.DataFrame)
|
||||
|
||||
async def analyze_market_data(
|
||||
market_data: pd.DataFrame,
|
||||
training_window_size: int = 78,
|
||||
inference_window_size: int = 12,
|
||||
inference_offset: int = 0
|
||||
) -> pd.DataFrame:
|
||||
"""
|
||||
Analyze market data and generate predictions
|
||||
|
||||
Args:
|
||||
market_data: DataFrame containing market data
|
||||
training_window_size: Size of training window
|
||||
inference_window_size: Size of inference window
|
||||
inference_offset: Offset for inference window
|
||||
|
||||
Returns:
|
||||
pd.DataFrame: DataFrame containing predictions
|
||||
"""
|
||||
# Initialize processor and service
|
||||
processor = MarketDataProcessor(
|
||||
df=market_data,
|
||||
training_window_size=training_window_size,
|
||||
inference_window_size=inference_window_size,
|
||||
inference_offset=inference_offset
|
||||
)
|
||||
|
||||
service = PredictionService(
|
||||
market_data=processor.df,
|
||||
training_window_size=training_window_size,
|
||||
inference_window_size=inference_window_size,
|
||||
inference_offset=inference_offset
|
||||
)
|
||||
|
||||
# Get predictions and convert to DataFrame
|
||||
predictions = await service.main()
|
||||
if not predictions: # Handle empty list case
|
||||
return pd.DataFrame()
|
||||
|
||||
predictions_df = pd.DataFrame(predictions)
|
||||
|
||||
# Generate performance report if we have predictions
|
||||
if len(predictions_df) > 0:
|
||||
metrics = PerformanceMetrics(predictions_df, processor.df)
|
||||
report = metrics.generate_report()
|
||||
print("\nPerformance Report:")
|
||||
print(report)
|
||||
|
||||
return predictions_df
|
||||
async def analyze(self, market_data: pd.DataFrame, **kwargs) -> Optional[pd.DataFrame]:
|
||||
"""Main analysis pipeline"""
|
||||
try:
|
||||
if not self.is_valid_dataframe(market_data):
|
||||
self.logger.error("Invalid market data provided")
|
||||
return None
|
||||
|
||||
market_data = self.prepare_market_data(market_data)
|
||||
self.logger.info(f"Processing {len(market_data)} rows")
|
||||
|
||||
chunk_size = kwargs.get('chunk_size', 100)
|
||||
chunks = []
|
||||
|
||||
for i in range(0, len(market_data), chunk_size):
|
||||
end_idx = min(i + chunk_size, len(market_data))
|
||||
chunk_data = market_data.iloc[i:end_idx]
|
||||
|
||||
if self.is_valid_dataframe(chunk_data):
|
||||
chunks.append((chunk_data, i//chunk_size))
|
||||
|
||||
tasks = [
|
||||
self.process_chunk(chunk_data, chunk_id,
|
||||
kwargs['training_window'],
|
||||
kwargs['inference_window'],
|
||||
kwargs['inference_offset'])
|
||||
for chunk_data, chunk_id in chunks
|
||||
]
|
||||
|
||||
results = []
|
||||
with tqdm(total=len(tasks), desc="Processing") as pbar:
|
||||
for task in asyncio.as_completed(tasks):
|
||||
result = await task
|
||||
if self.is_valid_dataframe(result):
|
||||
results.append(result)
|
||||
pbar.update(1)
|
||||
|
||||
if not results:
|
||||
return None
|
||||
|
||||
predictions = pd.concat(results, ignore_index=True)
|
||||
metrics = PerformanceMetrics(predictions, market_data)
|
||||
predictions = metrics.get_predictions_df()
|
||||
|
||||
if predictions is not None:
|
||||
# Save predictions
|
||||
predictions_file = self.get_output_path("predictions.csv")
|
||||
predictions.to_csv(predictions_file, index=False)
|
||||
|
||||
# Generate analysis
|
||||
analyzer = PredictionAnalyzer(predictions_file)
|
||||
|
||||
# Save plots with correct function references
|
||||
plots = [
|
||||
("accuracy_over_time.png", analyzer.plot_accuracy_over_time),
|
||||
("confusion_matrix.png", analyzer.plot_confusion_matrix),
|
||||
("returns_distribution.png", analyzer.plot_returns_distribution),
|
||||
("hourly_performance.png", analyzer.plot_hourly_performance),
|
||||
("vwap_changes_comparison.png", lambda: analyzer.plot_vwap_changes_comparison(window_size=20))
|
||||
|
||||
]
|
||||
|
||||
for plot_name, plot_func in plots:
|
||||
plt.figure()
|
||||
plot_func()
|
||||
plt.savefig(self.get_output_path(plot_name))
|
||||
plt.close()
|
||||
|
||||
self.logger.info(f"Analysis results saved to: {self.output_dir}")
|
||||
return predictions
|
||||
|
||||
except Exception as e:
|
||||
self.logger.error(f"Analysis failed: {str(e)}")
|
||||
return None
|
||||
|
||||
def parse_args():
|
||||
"""Parse command line arguments."""
|
||||
@ -100,38 +201,44 @@ def parse_args():
|
||||
parser.add_argument("--interval", default="5m", help="Data interval")
|
||||
parser.add_argument("--training-window", type=int, default=60, help="Training window size")
|
||||
parser.add_argument("--inference-window", type=int, default=12, help="Inference window size")
|
||||
parser.add_argument("--inference-offset", type=int, default=0, help="Inference offset")
|
||||
parser.add_argument("--inference-offset", type=int, default = 0, help="Inference offset")
|
||||
parser.add_argument("--output", help="Output file path for predictions CSV")
|
||||
|
||||
return parser.parse_args()
|
||||
|
||||
async def main():
|
||||
args = parse_args()
|
||||
|
||||
fetcher = MarketDataFetcher(args.symbol)
|
||||
market_data = fetcher.fetch_data(
|
||||
start_date=args.start_date,
|
||||
end_date=args.end_date,
|
||||
interval=args.interval
|
||||
)
|
||||
print(f"Fetched {len(market_data)} rows of data")
|
||||
|
||||
try:
|
||||
predictions_df = await analyze_market_data(
|
||||
args = parse_args()
|
||||
analyzer = MarketAnalyzer(
|
||||
symbol=args.symbol,
|
||||
start_date=args.start_date,
|
||||
end_date=args.end_date
|
||||
)
|
||||
|
||||
# Fetch data
|
||||
fetcher = MarketDataFetcher(args.symbol)
|
||||
market_data = fetcher.fetch_data(
|
||||
start_date=args.start_date,
|
||||
end_date=args.end_date,
|
||||
interval=args.interval
|
||||
)
|
||||
|
||||
# Run analysis
|
||||
predictions = await analyzer.analyze(
|
||||
market_data,
|
||||
training_window_size=args.training_window,
|
||||
inference_window_size=args.inference_window,
|
||||
training_window=args.training_window,
|
||||
inference_window=args.inference_window,
|
||||
inference_offset=args.inference_offset
|
||||
)
|
||||
|
||||
print(predictions_df)
|
||||
if args.output and not predictions_df.empty:
|
||||
predictions_df.to_csv(args.output)
|
||||
print(f"\nPredictions saved to: {args.output}")
|
||||
|
||||
if predictions is not None:
|
||||
print(f"Saved predictions and analysis results to: {analyzer.output_dir}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"Analysis failed: {str(e)}")
|
||||
logging.error(f"Analysis failed: {str(e)}", exc_info=True)
|
||||
raise
|
||||
|
||||
if __name__ == "__main__":
|
||||
logging.basicConfig(level=logging.INFO)
|
||||
nest_asyncio.apply()
|
||||
asyncio.run(main())
|
||||
318
market_predictor/analysis.py
Normal file
@ -0,0 +1,318 @@
|
||||
"""
|
||||
Market Prediction Analysis Module
|
||||
===============================
|
||||
|
||||
This module provides tools for analyzing market prediction performance metrics and visualizations.
|
||||
|
||||
Features
|
||||
--------
|
||||
- Prediction accuracy analysis
|
||||
- VWAP and price comparison
|
||||
- Performance metrics calculation
|
||||
- Time-series visualizations
|
||||
- Error analysis
|
||||
|
||||
Example Usage
|
||||
------------
|
||||
```python
|
||||
analyzer = PredictionAnalyzer("predictions.csv")
|
||||
analyzer.plot_accuracy_over_time()
|
||||
analyzer.plot_hourly_performance()
|
||||
analyzer.plot_returns_distribution()
|
||||
```
|
||||
"""
|
||||
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
import matplotlib.pyplot as plt
|
||||
import matplotlib.dates as mdates
|
||||
import seaborn as sns
|
||||
from sklearn.metrics import confusion_matrix, classification_report
|
||||
from pathlib import Path
|
||||
import argparse
|
||||
from datetime import datetime
|
||||
|
||||
class PredictionAnalyzer:
|
||||
"""
|
||||
This class provides methods for analyzing prediction accuracy,
|
||||
comparing predicted vs actual values, and generating performance
|
||||
visualizations for both VWAP and price predictions.
|
||||
|
||||
Attributes
|
||||
----------
|
||||
df : pd.DataFrame
|
||||
Predictions data with timestamp index
|
||||
metrics : Dict[str, Union[float, Dict]]
|
||||
Calculated performance metrics
|
||||
|
||||
Methods
|
||||
-------
|
||||
plot_accuracy_over_time()
|
||||
Plots prediction accuracy trends
|
||||
plot_hourly_performance()
|
||||
Plots hourly performance metrics
|
||||
plot_returns_distribution()
|
||||
Plots return distribution analysis
|
||||
plot_confusion_matrix()
|
||||
Plots prediction confusion matrix
|
||||
"""
|
||||
|
||||
def __init__(self, predictions_file: Union[str, Path]) -> None:
|
||||
"""
|
||||
Initialize analyzer with predictions data.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
predictions_file : str or Path
|
||||
Path to CSV file containing predictions data
|
||||
"""
|
||||
self.df = pd.read_csv(predictions_file)
|
||||
self.df['timestamp_prediction'] = pd.to_datetime(self.df['timestamp_prediction'])
|
||||
self._calculate_metrics()
|
||||
|
||||
def _calculate_metrics(self) -> None:
|
||||
"""
|
||||
Calculate performance metrics from predictions data.
|
||||
|
||||
Computes:
|
||||
- Cumulative returns
|
||||
- Rolling accuracy
|
||||
- RMSE for VWAP and price predictions
|
||||
"""
|
||||
self.df['cumulative_return'] = self.df['actual_return'].cumsum()
|
||||
self.df['rolling_accuracy'] = (
|
||||
self.df['prediction_correct'].rolling(20, min_periods=1).mean()
|
||||
)
|
||||
|
||||
def plot_accuracy_over_time(self) -> None:
|
||||
"""
|
||||
Plot prediction accuracy trends over time.
|
||||
|
||||
Generates:
|
||||
- Direction accuracy plot
|
||||
- VWAP change comparison plot
|
||||
"""
|
||||
fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(15, 10))
|
||||
|
||||
# Direction accuracy
|
||||
ax1.plot(self.df['timestamp_prediction'],
|
||||
self.df['prediction_correct'].rolling(20).mean(),
|
||||
label='Direction Accuracy', color='blue')
|
||||
ax1.set_title('Prediction Accuracy Over Time')
|
||||
ax1.set_ylabel('Direction Accuracy')
|
||||
ax1.grid(True, alpha=0.3)
|
||||
ax1.legend()
|
||||
|
||||
# Magnitude accuracy
|
||||
ax2.plot(self.df['timestamp_prediction'],
|
||||
self.df['actual_vwap_change'],
|
||||
label='Actual VWAP Change', alpha=0.6)
|
||||
ax2.plot(self.df['timestamp_prediction'],
|
||||
self.df['expected_vwap_change'],
|
||||
label='Predicted VWAP Change', alpha=0.6)
|
||||
ax2.set_title('VWAP Change Prediction vs Actual')
|
||||
ax2.set_ylabel('VWAP Change %')
|
||||
ax2.grid(True, alpha=0.3)
|
||||
ax2.legend()
|
||||
|
||||
plt.tight_layout()
|
||||
|
||||
def plot_confusion_matrix(self):
|
||||
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(15, 6))
|
||||
|
||||
# Direction confusion matrix
|
||||
cm_direction = confusion_matrix(
|
||||
self.df['actual_movement'],
|
||||
self.df['vwap_direction_next_5min']
|
||||
)
|
||||
sns.heatmap(cm_direction, annot=True, fmt='d', cmap='Blues',
|
||||
xticklabels=['down', 'up'],
|
||||
yticklabels=['down', 'up'],
|
||||
ax=ax1)
|
||||
ax1.set_title('Direction Prediction Matrix')
|
||||
|
||||
# Magnitude error distribution
|
||||
magnitude_error = self.df['actual_vwap_change'] - self.df['expected_vwap_change']
|
||||
sns.histplot(magnitude_error, bins=50, ax=ax2)
|
||||
ax2.set_title('VWAP Change Prediction Error')
|
||||
ax2.set_xlabel('Error (Actual - Predicted)')
|
||||
|
||||
plt.tight_layout()
|
||||
|
||||
def plot_returns_distribution(self):
|
||||
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(15, 6))
|
||||
|
||||
# Returns by prediction accuracy
|
||||
sns.histplot(data=self.df, x='actual_return',
|
||||
hue='prediction_correct', bins=50, ax=ax1)
|
||||
ax1.set_title('Return Distribution by Direction Accuracy')
|
||||
|
||||
# VWAP vs Price changes
|
||||
sns.scatterplot(data=self.df,
|
||||
x='actual_vwap_change',
|
||||
y='actual_price_change',
|
||||
hue='prediction_correct',
|
||||
alpha=0.6,
|
||||
ax=ax2)
|
||||
ax2.set_title('VWAP vs Price Changes')
|
||||
ax2.set_xlabel('VWAP Change')
|
||||
ax2.set_ylabel('Price Change')
|
||||
|
||||
plt.tight_layout()
|
||||
|
||||
def plot_hourly_performance(self):
|
||||
"""Plot performance metrics, VWAP and price prediction accuracy"""
|
||||
# Calculate RMSE for both VWAP and price
|
||||
self.df['vwap_rmse'] = np.sqrt(
|
||||
(self.df['actual_next_vwap'] - self.df['predicted_vwap'])**2
|
||||
).rolling(window=20).mean()
|
||||
|
||||
self.df['price_rmse'] = np.sqrt(
|
||||
(self.df['actual_next_price'] - self.df['predicted_price'])**2
|
||||
).rolling(window=20).mean()
|
||||
|
||||
# Group metrics by hour
|
||||
hourly_metrics = self.df.groupby(
|
||||
pd.Grouper(key='timestamp_prediction', freq='H')
|
||||
).agg({
|
||||
'prediction_correct': 'mean',
|
||||
'actual_return': ['mean', 'sum'],
|
||||
'actual_vwap_change': 'mean',
|
||||
'predicted_vwap': 'mean',
|
||||
'actual_next_vwap': 'mean',
|
||||
'predicted_price': 'mean',
|
||||
'actual_next_price': 'mean',
|
||||
'vwap_rmse': 'mean',
|
||||
'price_rmse': 'mean'
|
||||
}).reset_index()
|
||||
|
||||
fig, (ax1, ax2, ax3, ax4) = plt.subplots(4, 1, figsize=(15, 20))
|
||||
|
||||
# Plot 1: Direction Accuracy
|
||||
ax1.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['prediction_correct'],
|
||||
marker='o', linestyle='-')
|
||||
ax1.set_title('Direction Prediction Accuracy')
|
||||
ax1.set_ylabel('Accuracy')
|
||||
ax1.grid(True, alpha=0.3)
|
||||
|
||||
# Plot 2: VWAP Comparison
|
||||
ax2.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['predicted_vwap'],
|
||||
label='Predicted VWAP', color='blue')
|
||||
ax2.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['actual_next_vwap'],
|
||||
label='Actual VWAP', color='red')
|
||||
ax2.set_title('Predicted vs Actual VWAP')
|
||||
ax2.set_ylabel('VWAP Value')
|
||||
ax2.grid(True, alpha=0.3)
|
||||
ax2.legend()
|
||||
|
||||
# Plot 3: Price Comparison
|
||||
ax3.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['predicted_price'],
|
||||
label='Predicted Price', color='green')
|
||||
ax3.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['actual_next_price'],
|
||||
label='Actual Price', color='orange')
|
||||
ax3.set_title('Predicted vs Actual Price')
|
||||
ax3.set_ylabel('Price Value')
|
||||
ax3.grid(True, alpha=0.3)
|
||||
ax3.legend()
|
||||
|
||||
# Plot 4: Rolling RMSE Comparison
|
||||
ax4.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['vwap_rmse'],
|
||||
label='VWAP RMSE', color='purple')
|
||||
ax4.plot(hourly_metrics['timestamp_prediction'],
|
||||
hourly_metrics['price_rmse'],
|
||||
label='Price RMSE', color='brown')
|
||||
ax4.set_title('Prediction RMSE (20-period rolling)')
|
||||
ax4.set_ylabel('RMSE')
|
||||
ax4.grid(True, alpha=0.3)
|
||||
ax4.legend()
|
||||
|
||||
# Format datetime x-axis
|
||||
for ax in [ax1, ax2, ax3, ax4]:
|
||||
ax.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d %H:%M'))
|
||||
ax.xaxis.set_major_locator(mdates.HourLocator(interval=4))
|
||||
plt.setp(ax.xaxis.get_majorticklabels(), rotation=45, ha='right')
|
||||
|
||||
plt.tight_layout()
|
||||
|
||||
def plot_vwap_changes_comparison(self, window_size: int = 20):
|
||||
"""Plot rolling average of predicted vs actual VWAP changes"""
|
||||
plt.figure(figsize=(15, 6))
|
||||
|
||||
# Calculate rolling averages
|
||||
actual_rolling = self.df['actual_vwap_change'].rolling(window=window_size).mean()
|
||||
predicted_rolling = self.df['expected_vwap_change'].rolling(window=window_size).mean()
|
||||
|
||||
# Plot both lines
|
||||
plt.plot(self.df['timestamp_prediction'], actual_rolling,
|
||||
label='Actual VWAP Change', color='blue', alpha=0.7)
|
||||
plt.plot(self.df['timestamp_prediction'], predicted_rolling,
|
||||
label='Predicted VWAP Change', color='red', alpha=0.7)
|
||||
|
||||
plt.title(f'Predicted vs Actual VWAP Changes ({window_size}-period rolling average)')
|
||||
plt.xlabel('Time')
|
||||
plt.ylabel('VWAP Change %')
|
||||
plt.grid(True, alpha=0.3)
|
||||
plt.legend()
|
||||
plt.xticks(rotation=45)
|
||||
plt.tight_layout()
|
||||
|
||||
def generate_report(self) -> str:
|
||||
report = (
|
||||
f"\nPerformance Metrics:\n"
|
||||
f"Total Predictions: {len(self.df)}\n"
|
||||
f"Overall Accuracy: {self.df['prediction_correct'].mean():.2%}\n"
|
||||
f"Mean Return: {self.df['actual_return'].mean():.4f}\n"
|
||||
f"Cumulative Return: {self.df['actual_return'].sum():.4f}\n\n"
|
||||
f"Classification Report:\n"
|
||||
f"{classification_report(self.df['actual_movement'], self.df['vwap_direction_next_5min'])}"
|
||||
)
|
||||
print(report)
|
||||
return report
|
||||
|
||||
def main():
|
||||
parser = argparse.ArgumentParser()
|
||||
parser.add_argument('predictions_file', help='Path to predictions CSV')
|
||||
parser.add_argument('--output-dir', default='analysis_output',
|
||||
help='Directory for output plots')
|
||||
args = parser.parse_args()
|
||||
|
||||
# Create output directory
|
||||
output_dir = Path(args.output_dir)
|
||||
output_dir.mkdir(exist_ok=True)
|
||||
|
||||
# Analyze predictions
|
||||
analyzer = PredictionAnalyzer(args.predictions_file)
|
||||
analyzer.generate_report()
|
||||
|
||||
# Generate and save plots
|
||||
analyzer.plot_accuracy_over_time()
|
||||
plt.savefig(output_dir / 'accuracy_over_time.png')
|
||||
plt.close()
|
||||
|
||||
analyzer.plot_confusion_matrix()
|
||||
plt.savefig(output_dir / 'confusion_matrix.png')
|
||||
plt.close()
|
||||
|
||||
analyzer.plot_returns_distribution()
|
||||
plt.savefig(output_dir / 'returns_distribution.png')
|
||||
plt.close()
|
||||
|
||||
analyzer.plot_hourly_performance()
|
||||
plt.savefig(output_dir / 'hourly_performance.png')
|
||||
plt.close()
|
||||
|
||||
# Add VWAP changes comparison plot
|
||||
analyzer.plot_vwap_changes_comparison(window_size=20)
|
||||
plt.savefig(output_dir / 'vwap_changes_comparison.png')
|
||||
plt.close()
|
||||
|
||||
plt.show()
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@ -9,7 +9,7 @@ if not OPENAI_API_KEY:
|
||||
raise ValueError("OpenAI API key not found in environment variables")
|
||||
|
||||
# Model Configuration
|
||||
MODEL_NAME = 'gpt-4o-2024-08-06' #'ft:gpt-4o-mini-2024-07-18:yasha-sheynin::AwgWhL48' #"gpt-4o-2024-08-06" #"ft:gpt-4o-mini-2024-07-18:yasha-sheynin::Awacdfg6"
|
||||
MODEL_NAME = 'ft:gpt-4o-mini-2024-07-18:yasha-sheynin::Ax4hibRK' #'gpt-4o-2024-08-06' #'ft:gpt-4o-mini-2024-07-18:yasha-sheynin::AwgWhL48' #"gpt-4o-2024-08-06" #"ft:gpt-4o-mini-2024-07-18:yasha-sheynin::Awacdfg6"
|
||||
|
||||
# RAG Configuration
|
||||
VECTOR_STORE_TYPE = "faiss"
|
||||
|
||||
@ -6,11 +6,25 @@ import logging
|
||||
logging.basicConfig(level=logging.INFO)
|
||||
|
||||
class MarketDataProcessor:
|
||||
REQUIRED_COLUMNS = ['Close', 'VWAP', 'Volume']
|
||||
# Column name constants
|
||||
COL_CLOSE = 'CLOSE'
|
||||
COL_HIGH = 'HIGH'
|
||||
COL_LOW = 'LOW'
|
||||
COL_OPEN = 'OPEN'
|
||||
COL_VOLUME = 'VOLUME'
|
||||
COL_VWAP = 'VWAP'
|
||||
|
||||
def __init__(self, df: pd.DataFrame, training_window_size: int = 78,
|
||||
inference_offset = 1, inference_window_size: int = 12):
|
||||
# Technical indicator names
|
||||
COL_MA5 = 'MA5'
|
||||
COL_MA20 = 'MA20'
|
||||
COL_VOLUME_MA5 = 'VOLUME_MA5'
|
||||
|
||||
REQUIRED_COLUMNS = [COL_CLOSE, COL_VWAP, COL_VOLUME]
|
||||
|
||||
def __init__(self, df: pd.DataFrame, training_window_size: int = 78,
|
||||
inference_offset = 1, inference_window_size: int = 12):
|
||||
self.df = df.copy()
|
||||
self.df.columns = [col.upper() for col in self.df.columns]
|
||||
self.training_window_size = training_window_size
|
||||
self.inference_offset = inference_offset
|
||||
self.inference_window_size = inference_window_size
|
||||
@ -51,10 +65,10 @@ class MarketDataProcessor:
|
||||
raise ValueError(f"Missing required columns: {missing}")
|
||||
|
||||
def _initialize_moving_averages(self):
|
||||
"""Initialize or update moving averages"""
|
||||
self.df['MA5'] = self.df['Close'].rolling(window=5, min_periods=1).mean()
|
||||
self.df['MA20'] = self.df['Close'].rolling(window=20, min_periods=1).mean()
|
||||
self.df['Volume_MA5'] = self.df['Volume'].rolling(window=5, min_periods=1).mean()
|
||||
"""Initialize or update moving averages using standardized column names"""
|
||||
self.df[self.COL_MA5] = self.df[self.COL_CLOSE].rolling(window=5, min_periods=1).mean()
|
||||
self.df[self.COL_MA20] = self.df[self.COL_CLOSE].rolling(window=20, min_periods=1).mean()
|
||||
self.df[self.COL_VOLUME_MA5] = self.df[self.COL_VOLUME].rolling(window=5, min_periods=1).mean()
|
||||
|
||||
def generate_description(self, window: pd.DataFrame, is_training: bool = False) -> str:
|
||||
"""Generate market state description using main DataFrame for calculations"""
|
||||
@ -69,19 +83,22 @@ class MarketDataProcessor:
|
||||
prev = self.df.iloc[current_idx - 1] if current_idx > 0 else current
|
||||
|
||||
# Calculate changes
|
||||
price_change = ((current['Close'] - prev['Close']) / prev['Close'] * 100) if prev['Close'] != 0 else 0
|
||||
volume_change = ((current['Volume'] - prev['Volume']) / prev['Volume'] * 100) if prev['Volume'] != 0 else 0
|
||||
vwap_change = ((current['VWAP'] - prev['VWAP']) / prev['VWAP'] * 100) if prev['VWAP'] != 0 else 0
|
||||
price_change = ((current[self.COL_CLOSE] - prev[self.COL_CLOSE]) /
|
||||
prev[self.COL_CLOSE] * 100) if prev[self.COL_CLOSE] != 0 else 0
|
||||
volume_change = ((current[self.COL_VOLUME] - prev[self.COL_VOLUME]) /
|
||||
prev[self.COL_VOLUME] * 100) if prev[self.COL_VOLUME] != 0 else 0
|
||||
vwap_change = ((current[self.COL_VWAP] - prev[self.COL_VWAP]) /
|
||||
prev[self.COL_VWAP] * 100) if prev[self.COL_VWAP] != 0 else 0
|
||||
|
||||
vwap_direction = "up" if vwap_change > 0 else "down"
|
||||
|
||||
return f"""
|
||||
Current Price: {current['Close']:.2f}
|
||||
VWAP: {current['VWAP']:.2f}
|
||||
Volume: {current['Volume']}
|
||||
MA5: {current['MA5']:.2f}
|
||||
MA20: {current['MA20']:.2f}
|
||||
Volume MA5: {current['Volume_MA5']:.2f}
|
||||
Current Price: {current[self.COL_CLOSE]:.2f}
|
||||
VWAP: {current[self.COL_VWAP]:.2f}
|
||||
Volume: {current[self.COL_VOLUME]}
|
||||
MA5: {current[self.COL_MA5]:.2f}
|
||||
MA20: {current[self.COL_MA20]:.2f}
|
||||
Volume MA5: {current[self.COL_VOLUME_MA5]:.2f}
|
||||
Price Change: {price_change:.2f}%
|
||||
Volume Change: {volume_change:.2f}%
|
||||
Previous 5min VWAP Movement: {vwap_direction} ({vwap_change:.2f}%)
|
||||
@ -132,7 +149,7 @@ class MarketDataProcessor:
|
||||
|
||||
def _get_vwap_supervision(target: pd.Series, last: pd.Series) -> str:
|
||||
"""Calculate and format VWAP movement supervision info"""
|
||||
vwap_change = ((target['VWAP'] - last['VWAP']) / last['VWAP'] * 100)
|
||||
vwap_change = ((target[self.COL_VWAP] - last[self.COL_VWAP]) / last[self.COL_VWAP] * 100)
|
||||
vwap_direction = "up" if vwap_change > 0 else "down"
|
||||
return f"\nNext Interval VWAP Movement: {vwap_direction} ({vwap_change:.2f}%)"
|
||||
|
||||
|
||||
@ -322,7 +322,7 @@ class FineTuneDatasetGenerator:
|
||||
# If run standalone
|
||||
async def main():
|
||||
symbols = [ "ETH-USD", 'NVDA', 'BTC-USD', 'AAPL', 'TSLA',
|
||||
'MSFT', 'META', 'AMZN', 'GOOGL', 'LTC-USD', 'DOGE-USD']
|
||||
'MSFT', 'META', 'AMZN', 'GOOGL', 'LTC-USD', 'SPOT', 'DOGE-USD', 'SOL-USD']
|
||||
generator = FineTuneDatasetGenerator(symbols)
|
||||
|
||||
# Clear existing file
|
||||
|
||||
@ -2,31 +2,104 @@ import numpy as np
|
||||
import pandas as pd
|
||||
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score, confusion_matrix
|
||||
from typing import Dict
|
||||
import logging
|
||||
from collections import Counter, defaultdict
|
||||
|
||||
|
||||
class PerformanceMetrics:
|
||||
def __init__(self, predictions_df: pd.DataFrame, market_data: pd.DataFrame):
|
||||
"""Initialize with standardized column names"""
|
||||
self.predictions_df = predictions_df
|
||||
self.market_data = market_data
|
||||
|
||||
# Calculate actual movements first
|
||||
self.predictions_df['actual_movement'] = self._calculate_actual_movements()
|
||||
|
||||
# Map vwap_direction_next_5min to predicted_movement if it exists
|
||||
if 'vwap_direction_next_5min' in self.predictions_df.columns:
|
||||
self.predictions_df['predicted_movement'] = self.predictions_df['vwap_direction_next_5min']
|
||||
elif 'direction' in self.predictions_df.columns:
|
||||
self.predictions_df['predicted_movement'] = self.predictions_df['direction']
|
||||
else:
|
||||
raise ValueError("No prediction column found in DataFrame. Expected 'vwap_direction_next_5min' or 'direction'")
|
||||
|
||||
# Now extract y_true and y_pred
|
||||
y_true = self.predictions_df['actual_movement']
|
||||
y_pred = self.predictions_df['predicted_movement']
|
||||
|
||||
# Calculate metrics
|
||||
self.metrics = self._calculate_metrics(y_true, y_pred)
|
||||
self.market_data.columns = [col.upper() for col in market_data.columns]
|
||||
self._validate_data()
|
||||
self._calculate_all_metrics()
|
||||
|
||||
def _validate_data(self):
|
||||
"""Validate required columns exist"""
|
||||
required_columns = {'CLOSE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'VWAP'}
|
||||
missing_columns = required_columns - set(self.market_data.columns)
|
||||
if missing_columns:
|
||||
raise ValueError(f"Market data missing required columns: {missing_columns}")
|
||||
|
||||
def _calculate_all_metrics(self):
|
||||
"""Calculate performance metrics"""
|
||||
try:
|
||||
# Add price columns
|
||||
self.predictions_df['current_vwap'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction'], 'VWAP'],
|
||||
axis=1
|
||||
)
|
||||
|
||||
self.predictions_df['current_price'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction'], 'CLOSE'],
|
||||
axis=1
|
||||
)
|
||||
|
||||
self.predictions_df['predicted_vwap'] = self.predictions_df.apply(
|
||||
lambda row: row['current_vwap'] * (1 + row['expected_vwap_change']),
|
||||
axis=1
|
||||
)
|
||||
|
||||
self.predictions_df['predicted_price'] = self.predictions_df.apply(
|
||||
lambda row: row['current_price'] * (1 + row['expected_vwap_change']),
|
||||
axis=1
|
||||
)
|
||||
|
||||
self.predictions_df['actual_next_vwap'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction']:].iloc[1]['VWAP']
|
||||
if len(self.market_data.loc[row['timestamp_prediction']:]) > 1 else None,
|
||||
axis=1
|
||||
)
|
||||
|
||||
self.predictions_df['actual_next_price'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction']:].iloc[1]['CLOSE']
|
||||
if len(self.market_data.loc[row['timestamp_prediction']:]) > 1 else None,
|
||||
axis=1
|
||||
)
|
||||
|
||||
# Calculate actual VWAP changes
|
||||
self.predictions_df['actual_vwap_change'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction']:].iloc[1:6]['VWAP'].pct_change().mean(),
|
||||
axis=1
|
||||
)
|
||||
|
||||
# Calculate actual price changes
|
||||
self.predictions_df['actual_price_change'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction']:].iloc[1:6]['CLOSE'].pct_change().mean(),
|
||||
axis=1
|
||||
)
|
||||
|
||||
# Calculate actual volume
|
||||
self.predictions_df['actual_volume'] = self.predictions_df.apply(
|
||||
lambda row: self.market_data.loc[row['timestamp_prediction']:].iloc[1:6]['VOLUME'].mean(),
|
||||
axis=1
|
||||
)
|
||||
|
||||
# Calculate actual returns
|
||||
self.predictions_df['actual_return'] = self.predictions_df['actual_vwap_change'].apply(
|
||||
lambda x: abs(x) if x > 0 else -abs(x)
|
||||
)
|
||||
|
||||
# Calculate actual movements
|
||||
self.predictions_df['actual_movement'] = self._calculate_actual_movements()
|
||||
|
||||
# Calculate prediction accuracy
|
||||
self.predictions_df['prediction_correct'] = (
|
||||
self.predictions_df['vwap_direction_next_5min'] == self.predictions_df['actual_movement']
|
||||
)
|
||||
|
||||
# Add time-based features
|
||||
self.predictions_df['hour'] = pd.to_datetime(self.predictions_df['timestamp_prediction']).dt.hour
|
||||
self.predictions_df['day_of_week'] = pd.to_datetime(self.predictions_df['timestamp_prediction']).dt.dayofweek
|
||||
|
||||
except Exception as e:
|
||||
logging.error(f"Error calculating metrics: {str(e)}")
|
||||
raise
|
||||
|
||||
def get_predictions_df(self) -> pd.DataFrame:
|
||||
"""Return the processed predictions DataFrame"""
|
||||
return self.predictions_df.copy()
|
||||
|
||||
def _calculate_actual_movements(self) -> pd.Series:
|
||||
"""Calculate actual VWAP movements with detailed logging"""
|
||||
|
||||
@ -21,8 +21,10 @@ class PredictionService:
|
||||
inference_offset: int = 0,
|
||||
max_concurrent: int = 3,
|
||||
):
|
||||
self.market_data = market_data.copy()
|
||||
self.market_data.columns = [col.upper() for col in self.market_data.columns]
|
||||
self.processor = MarketDataProcessor(
|
||||
df=market_data,
|
||||
df=self.market_data,
|
||||
training_window_size=training_window_size,
|
||||
inference_window_size=inference_window_size,
|
||||
inference_offset=inference_offset,
|
||||
@ -32,7 +34,6 @@ class PredictionService:
|
||||
self.training_window_size = training_window_size
|
||||
self.inference_window_size = inference_window_size
|
||||
self.inference_offset = inference_offset
|
||||
self.market_data = market_data
|
||||
|
||||
async def main(self) -> List[Dict]:
|
||||
"""Coordinate prediction process using sliding windows"""
|
||||
|
||||
71
market_predictor/split_and_fine_tune.py
Normal file
@ -0,0 +1,71 @@
|
||||
import json
|
||||
import random
|
||||
import asyncio
|
||||
import logging
|
||||
from pathlib import Path
|
||||
from openai import OpenAI
|
||||
from typing import Tuple, List, Dict
|
||||
|
||||
from .config import OPENAI_API_KEY
|
||||
|
||||
async def split_dataset(input_path: str, train_ratio: float = 0.8) -> Tuple[str, str]:
|
||||
"""Split dataset into train and validation files."""
|
||||
# Load examples
|
||||
with open(input_path, 'r') as f:
|
||||
examples = [json.loads(line) for line in f]
|
||||
|
||||
# Shuffle and split
|
||||
random.shuffle(examples)
|
||||
split_idx = int(len(examples) * train_ratio)
|
||||
train_examples = examples[:split_idx]
|
||||
val_examples = examples[split_idx:]
|
||||
|
||||
# Save splits
|
||||
base_path = Path(input_path).parent
|
||||
train_path = base_path / 'fine_tune_train.jsonl'
|
||||
val_path = base_path / 'fine_tune_val.jsonl'
|
||||
|
||||
for path, data in [(train_path, train_examples), (val_path, val_examples)]:
|
||||
with open(path, 'w') as f:
|
||||
for ex in data:
|
||||
f.write(json.dumps(ex) + '\n')
|
||||
|
||||
logging.info(f"Split dataset: {len(train_examples)} train, {len(val_examples)} validation")
|
||||
return str(train_path), str(val_path)
|
||||
|
||||
async def create_fine_tuning_job(train_path: str, val_path: str) -> str:
|
||||
"""Create fine-tuning job with validation set."""
|
||||
client = OpenAI(api_key=OPENAI_API_KEY)
|
||||
|
||||
# Upload files
|
||||
train_file = client.files.create(
|
||||
file=open(train_path, "rb"),
|
||||
purpose="fine-tune"
|
||||
)
|
||||
val_file = client.files.create(
|
||||
file=open(val_path, "rb"),
|
||||
purpose="fine-tune"
|
||||
)
|
||||
|
||||
logging.info(f"Uploaded files - Train: {train_file.id}, Val: {val_file.id}")
|
||||
await asyncio.sleep(5) # Wait for processing
|
||||
|
||||
# Create job
|
||||
job = client.fine_tuning.jobs.create(
|
||||
training_file=train_file.id,
|
||||
validation_file=val_file.id,
|
||||
model="gpt-4o-mini-2024-07-18",
|
||||
hyperparameters={"n_epochs": 3}
|
||||
)
|
||||
|
||||
logging.info(f"Created fine-tuning job: {job.id}")
|
||||
return job.id
|
||||
|
||||
async def main():
|
||||
input_path = "fine_tune_data.jsonl"
|
||||
train_path, val_path = await split_dataset(input_path)
|
||||
job_id = await create_fine_tuning_job(train_path, val_path)
|
||||
print(f"Started fine-tuning job: {job_id}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
@ -299,6 +299,224 @@
|
||||
"print(client.fine_tuning.jobs.list(limit=10))\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 2,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
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|
||||
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|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
" .dataframe tbody tr th {\n",
|
||||
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|
||||
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|
||||
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|
||||
" .dataframe thead th {\n",
|
||||
" text-align: right;\n",
|
||||
" }\n",
|
||||
"</style>\n",
|
||||
"<table border=\"1\" class=\"dataframe\">\n",
|
||||
" <thead>\n",
|
||||
" <tr style=\"text-align: right;\">\n",
|
||||
" <th></th>\n",
|
||||
" <th>vwap_direction_next_5min</th>\n",
|
||||
" <th>confidence_score</th>\n",
|
||||
" <th>expected_vwap_change</th>\n",
|
||||
" <th>volatility_estimate</th>\n",
|
||||
" <th>suggested_entry</th>\n",
|
||||
" <th>suggested_stop_loss</th>\n",
|
||||
" <th>suggested_take_profit</th>\n",
|
||||
" <th>key_signals</th>\n",
|
||||
" <th>reasoning</th>\n",
|
||||
" <th>timestamp_prediction</th>\n",
|
||||
" <th>actual_vwap_change</th>\n",
|
||||
" <th>actual_price_change</th>\n",
|
||||
" <th>actual_volume</th>\n",
|
||||
" <th>actual_return</th>\n",
|
||||
" <th>actual_movement</th>\n",
|
||||
" <th>prediction_correct</th>\n",
|
||||
" <th>hour</th>\n",
|
||||
" <th>day_of_week</th>\n",
|
||||
" </tr>\n",
|
||||
" </thead>\n",
|
||||
" <tbody>\n",
|
||||
" <tr>\n",
|
||||
" <th>0</th>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>0.85</td>\n",
|
||||
" <td>0.01</td>\n",
|
||||
" <td>0.02</td>\n",
|
||||
" <td>701.50</td>\n",
|
||||
" <td>700.5</td>\n",
|
||||
" <td>702.5</td>\n",
|
||||
" <td>['Consistent upward VWAP movement', 'Price abo...</td>\n",
|
||||
" <td>The current market window shows a consistent u...</td>\n",
|
||||
" <td>2025-01-31 10:50:00-05:00</td>\n",
|
||||
" <td>0.000048</td>\n",
|
||||
" <td>0.000126</td>\n",
|
||||
" <td>149963.0</td>\n",
|
||||
" <td>0.000048</td>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>True</td>\n",
|
||||
" <td>10</td>\n",
|
||||
" <td>4</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>1</th>\n",
|
||||
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|
||||
" <td>0.85</td>\n",
|
||||
" <td>0.01</td>\n",
|
||||
" <td>0.02</td>\n",
|
||||
" <td>699.50</td>\n",
|
||||
" <td>698.5</td>\n",
|
||||
" <td>700.5</td>\n",
|
||||
" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
|
||||
" <td>The current market window shows a consistent u...</td>\n",
|
||||
" <td>2025-01-31 10:55:00-05:00</td>\n",
|
||||
" <td>0.000044</td>\n",
|
||||
" <td>-0.000251</td>\n",
|
||||
" <td>135296.6</td>\n",
|
||||
" <td>0.000044</td>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>True</td>\n",
|
||||
" <td>10</td>\n",
|
||||
" <td>4</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>2</th>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>0.85</td>\n",
|
||||
" <td>0.01</td>\n",
|
||||
" <td>0.02</td>\n",
|
||||
" <td>700.00</td>\n",
|
||||
" <td>698.5</td>\n",
|
||||
" <td>701.5</td>\n",
|
||||
" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
|
||||
" <td>The current market window shows a consistent u...</td>\n",
|
||||
" <td>2025-01-31 11:00:00-05:00</td>\n",
|
||||
" <td>0.000043</td>\n",
|
||||
" <td>0.000080</td>\n",
|
||||
" <td>131817.6</td>\n",
|
||||
" <td>0.000043</td>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>True</td>\n",
|
||||
" <td>11</td>\n",
|
||||
" <td>4</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>3</th>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>0.85</td>\n",
|
||||
" <td>0.01</td>\n",
|
||||
" <td>0.02</td>\n",
|
||||
" <td>700.84</td>\n",
|
||||
" <td>699.5</td>\n",
|
||||
" <td>702.0</td>\n",
|
||||
" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
|
||||
" <td>The current market window shows a consistent u...</td>\n",
|
||||
" <td>2025-01-31 11:05:00-05:00</td>\n",
|
||||
" <td>0.000041</td>\n",
|
||||
" <td>-0.000457</td>\n",
|
||||
" <td>131642.2</td>\n",
|
||||
" <td>0.000041</td>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>True</td>\n",
|
||||
" <td>11</td>\n",
|
||||
" <td>4</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>4</th>\n",
|
||||
" <td>up</td>\n",
|
||||
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|
||||
" <td>0.01</td>\n",
|
||||
" <td>0.02</td>\n",
|
||||
" <td>699.50</td>\n",
|
||||
" <td>698.5</td>\n",
|
||||
" <td>700.5</td>\n",
|
||||
" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
|
||||
" <td>The current market window shows a consistent u...</td>\n",
|
||||
" <td>2025-01-31 11:10:00-05:00</td>\n",
|
||||
" <td>0.000044</td>\n",
|
||||
" <td>-0.000564</td>\n",
|
||||
" <td>139622.6</td>\n",
|
||||
" <td>0.000044</td>\n",
|
||||
" <td>up</td>\n",
|
||||
" <td>True</td>\n",
|
||||
" <td>11</td>\n",
|
||||
" <td>4</td>\n",
|
||||
" </tr>\n",
|
||||
" </tbody>\n",
|
||||
"</table>\n",
|
||||
"</div>"
|
||||
],
|
||||
"text/plain": [
|
||||
" vwap_direction_next_5min confidence_score expected_vwap_change \\\n",
|
||||
"0 up 0.85 0.01 \n",
|
||||
"1 up 0.85 0.01 \n",
|
||||
"2 up 0.85 0.01 \n",
|
||||
"3 up 0.85 0.01 \n",
|
||||
"4 up 0.85 0.01 \n",
|
||||
"\n",
|
||||
" volatility_estimate suggested_entry suggested_stop_loss \\\n",
|
||||
"0 0.02 701.50 700.5 \n",
|
||||
"1 0.02 699.50 698.5 \n",
|
||||
"2 0.02 700.00 698.5 \n",
|
||||
"3 0.02 700.84 699.5 \n",
|
||||
"4 0.02 699.50 698.5 \n",
|
||||
"\n",
|
||||
" suggested_take_profit key_signals \\\n",
|
||||
"0 702.5 ['Consistent upward VWAP movement', 'Price abo... \n",
|
||||
"1 700.5 ['Consistent upward VWAP movement', 'Price sta... \n",
|
||||
"2 701.5 ['Consistent upward VWAP movement', 'Price sta... \n",
|
||||
"3 702.0 ['Consistent upward VWAP movement', 'Price sta... \n",
|
||||
"4 700.5 ['Consistent upward VWAP movement', 'Price sta... \n",
|
||||
"\n",
|
||||
" reasoning \\\n",
|
||||
"0 The current market window shows a consistent u... \n",
|
||||
"1 The current market window shows a consistent u... \n",
|
||||
"2 The current market window shows a consistent u... \n",
|
||||
"3 The current market window shows a consistent u... \n",
|
||||
"4 The current market window shows a consistent u... \n",
|
||||
"\n",
|
||||
" timestamp_prediction actual_vwap_change actual_price_change \\\n",
|
||||
"0 2025-01-31 10:50:00-05:00 0.000048 0.000126 \n",
|
||||
"1 2025-01-31 10:55:00-05:00 0.000044 -0.000251 \n",
|
||||
"2 2025-01-31 11:00:00-05:00 0.000043 0.000080 \n",
|
||||
"3 2025-01-31 11:05:00-05:00 0.000041 -0.000457 \n",
|
||||
"4 2025-01-31 11:10:00-05:00 0.000044 -0.000564 \n",
|
||||
"\n",
|
||||
" actual_volume actual_return actual_movement prediction_correct hour \\\n",
|
||||
"0 149963.0 0.000048 up True 10 \n",
|
||||
"1 135296.6 0.000044 up True 10 \n",
|
||||
"2 131817.6 0.000043 up True 11 \n",
|
||||
"3 131642.2 0.000041 up True 11 \n",
|
||||
"4 139622.6 0.000044 up True 11 \n",
|
||||
"\n",
|
||||
" day_of_week \n",
|
||||
"0 4 \n",
|
||||
"1 4 \n",
|
||||
"2 4 \n",
|
||||
"3 4 \n",
|
||||
"4 4 "
|
||||
]
|
||||
},
|
||||
"execution_count": 2,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"import pandas as pd\n",
|
||||
"df = pd.read_csv('/Users/ysheynin/deepseek_playground/market_predictor/output/META_2025-01-29_2025-02-02_20250204_044205/predictions.csv')\n",
|
||||
"df.head()"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
|
||||
BIN
output/20250204_030912/accuracy_over_time.png
Normal file
|
After Width: | Height: | Size: 43 KiB |
BIN
output/20250204_030912/confusion_matrix.png
Normal file
|
After Width: | Height: | Size: 16 KiB |
BIN
output/20250204_030912/hourly_performance.png
Normal file
|
After Width: | Height: | Size: 15 KiB |
7
output/20250204_030912/predictions.csv
Normal file
@ -0,0 +1,7 @@
|
||||
vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,105162.55,104900.0,105300.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:30:00+00:00,0.0006223595103330148,-0.0007945831827385064,227617177.6,0.0006223595103330148,up,True,15,4
|
||||
up,0.85,0.02,0.03,105477.88,105162.55,105700.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:35:00+00:00,0.0003614422540174633,-0.00023517400595893245,175525888.0,0.0003614422540174633,up,True,15,4
|
||||
up,0.85,0.15,0.2,105839.16,105477.88,106200.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:40:00+00:00,0.00048192300535661775,-0.0005716415553996083,147751936.0,0.00048192300535661775,down,False,15,4
|
||||
up,0.85,0.12,0.15,105649.51,105477.88,105839.16,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:45:00+00:00,0.0001648807271268371,-0.0009348253007103735,197002581.33333334,0.0001648807271268371,up,True,15,4
|
||||
up,0.85,0.12,0.15,105731.3,105500.0,105900.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change trend']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:50:00+00:00,0.0,0.00044570787170150616,111935488.0,-0.0,up,True,15,4
|
||||
up,0.85,0.12,0.15,105747.66,105600.0,105900.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume increases in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:55:00+00:00,,,0.0,,down,False,15,4
|
||||
|
BIN
output/20250204_030912/returns_distribution.png
Normal file
|
After Width: | Height: | Size: 20 KiB |
BIN
output/20250204_031042/accuracy_over_time.png
Normal file
|
After Width: | Height: | Size: 31 KiB |
BIN
output/20250204_031042/confusion_matrix.png
Normal file
|
After Width: | Height: | Size: 16 KiB |
BIN
output/20250204_031042/hourly_performance.png
Normal file
|
After Width: | Height: | Size: 15 KiB |
28
output/20250204_031042/predictions.csv
Normal file
@ -0,0 +1,28 @@
|
||||
vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,105162.55,104900.0,105300.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:30:00+00:00,0.0006223595103330148,-0.0007945831827385064,227617177.6,0.0006223595103330148,up,True,15,4
|
||||
up,0.85,0.02,0.03,105477.88,105162.55,105700.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating buying interest. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:35:00+00:00,0.0003614422540174633,-0.00023517400595893245,175525888.0,0.0003614422540174633,up,True,15,4
|
||||
up,0.85,0.15,0.25,105839.16,105477.88,106200.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:40:00+00:00,-0.0014883077588609683,-0.023308805598208915,166704742.4,-0.0014883077588609683,down,False,15,4
|
||||
up,0.85,0.12,0.15,105649.51,105477.88,105839.16,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with significant volume, indicating bullish momentum. The price is consistently above both MA5 and MA20, reinforcing the upward trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:45:00+00:00,-0.002523906460331682,-0.02349016782276636,188891955.2,-0.002523906460331682,up,True,15,4
|
||||
up,0.85,0.12,0.15,105731.3,105500.0,105900.0,"['Recent upward price movement', 'High volume in the last intervals', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movements have been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:50:00+00:00,-0.0033000420628661042,-0.023140542575743855,137055436.8,-0.0033000420628661042,up,True,15,4
|
||||
up,0.85,0.12,0.15,105747.66,105600.0,105900.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume increases in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:55:00+00:00,-0.003939657237668287,-0.023191589248990535,113619763.2,-0.003939657237668287,down,False,15,4
|
||||
up,0.85,0.05,0.02,105502.82,105400.0,105600.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with significant volume, indicating bullish momentum. The price is consistently above both MA5 and MA20, reinforcing the upward trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 16:00:00+00:00,-0.0025478517400487066,-0.00048331237943743943,129640038.4,-0.0025478517400487066,down,False,16,4
|
||||
up,0.85,0.05,0.02,105549.84,105500.0,105600.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a recent upward movement in VWAP with significant volume, indicating strong buying interest. The price is above both MA5 and MA20, suggesting a bullish trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-02-03 09:30:00+00:00,-0.0019624994097485193,-0.0010803548593049106,87098982.4,-0.0019624994097485193,down,False,9,0
|
||||
down,0.85,-0.1,0.15,95889.89,96050.0,95750.0,"['Recent VWAP downtrend', 'High volume with price drop', 'MA5 below MA20', 'Price significantly below VWAP']","The current market window shows a significant price drop with high volume, indicating strong selling pressure. The VWAP has been in a downtrend, and the MA5 is below the MA20, suggesting bearish momentum. Historical similar contexts also show a continuation of the VWAP downtrend. Given these factors, a further decline in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 09:35:00+00:00,-0.0012690830789904017,-0.0007716002445726788,64921600.0,-0.0012690830789904017,down,True,9,0
|
||||
down,0.85,-0.2,0.15,95889.89,96050.0,95750.0,"['Consistent downward VWAP movement', 'High volume spikes followed by drops', 'Price consistently below MA5 and MA20', 'Recent significant price drop']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by drops suggest volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score.",2025-02-03 09:40:00+00:00,-0.0007034570128953144,-0.0012592659432294484,45894860.8,-0.0007034570128953144,down,True,9,0
|
||||
down,0.85,-0.25,0.5,95747.3,95900.0,95500.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Recent price drop of over 9%']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has dropped significantly by over 9% in the last interval, accompanied by high volume, suggesting strong selling pressure. The MA5 is below the MA20, reinforcing the bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-02-03 09:45:00+00:00,-0.000574828002260358,-0.001029831006786941,36243046.4,-0.000574828002260358,down,True,9,0
|
||||
down,0.85,-0.25,0.5,95770.42,95900.0,95600.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP with high volume, indicating strong selling pressure. The MA5 is below the MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 09:50:00+00:00,-0.00040358352154387656,-0.0013037343668237389,20222771.2,-0.00040358352154387656,down,True,9,0
|
||||
down,0.85,-0.2,0.15,95704.61,95850.0,95650.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price is consistently below the VWAP, and the MA5 is below the MA20, suggesting a bearish trend. Additionally, the volume is relatively high, yet the price continues to decrease, indicating strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued decrease in VWAP with a high confidence score. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 09:55:00+00:00,-0.001183069623110794,-0.0006894437197721981,43121049.6,-0.001183069623110794,down,True,9,0
|
||||
down,0.85,-0.2,0.15,95421.43,95600.0,95200.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP with no significant recovery, despite high trading volumes. The price is consistently below the VWAP and moving averages, indicating a bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:00:00+00:00,-0.0018789393552591516,-0.0003151991194174919,73936076.8,-0.0018789393552591516,down,True,10,0
|
||||
down,0.85,-0.1,0.15,95451.79,95600.0,95300.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP with the last several intervals all indicating a decrease. The price is consistently below the VWAP, and the MA5 is below the MA20, reinforcing a bearish sentiment. Additionally, the volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:05:00+00:00,-0.0017027657433157373,4.63260824656031e-05,77953433.6,-0.0017027657433157373,down,True,10,0
|
||||
down,0.85,-0.02,0.03,95288.65,95451.79,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:10:00+00:00,-0.0023487905895289707,0.001288012249143794,95734988.8,-0.0023487905895289707,down,True,10,0
|
||||
down,0.85,-0.1,0.15,95310.62,95500.0,95100.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP with no significant recovery, supported by high volume and decreasing prices. The MA5 is below the MA20, indicating a bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:15:00+00:00,-0.001971807712725704,0.00056292364654012,115231948.8,-0.001971807712725704,down,True,10,0
|
||||
down,0.85,-0.1,0.15,94900.0,95100.0,94700.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP with no significant recovery, supported by high volume and decreasing prices. The MA5 is below the MA20, indicating a bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:20:00+00:00,-0.0014750216378725534,0.0005410348287316902,100075110.4,-0.0014750216378725534,down,True,10,0
|
||||
down,0.85,-0.2,0.15,95187.62,95300.0,95000.0,"['Consistent downward VWAP movement', 'High volume spikes followed by low volume', 'Price consistently below MA5 and MA20', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical windows where VWAP continued to decline. The price is consistently below both MA5 and MA20, indicating bearish momentum. High volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:25:00+00:00,-0.0014159445399825887,0.0005858379518163814,74212966.4,-0.0014159445399825887,down,True,10,0
|
||||
down,0.85,-0.25,0.02,95167.43,95300.0,95000.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP with no significant recovery, supported by high volume and decreasing prices. The MA5 is below the MA20, indicating a bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:30:00+00:00,-0.0012200658872231207,0.0008953503530998996,93108633.6,-0.0012200658872231207,down,True,10,0
|
||||
down,0.85,-0.2,0.15,95326.99,95500.0,95100.0,"['Consistent downward VWAP movement', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Price consistently below VWAP']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is supported by high volume during price declines, suggesting strong selling pressure. The MA5 is below the MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:35:00+00:00,-0.0008366105869009322,0.0008536890851608137,64762675.2,-0.0008366105869009322,down,True,10,0
|
||||
down,0.85,-0.25,0.02,95413.95,95500.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:40:00+00:00,-0.0005639323130552376,0.0009285983037241041,45288652.8,-0.0005639323130552376,down,True,10,0
|
||||
down,0.85,-0.2,0.15,95402.02,95500.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:45:00+00:00,-0.000652030736258441,0.00018354226197977996,42116710.4,-0.000652030736258441,down,True,10,0
|
||||
down,0.85,-0.15,0.2,95373.43,95500.0,95250.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:50:00+00:00,-0.00020585948493839767,-0.0003499241322496849,37386649.6,-0.00020585948493839767,down,True,10,0
|
||||
down,0.85,-0.15,0.02,95550.43,95700.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:55:00+00:00,-0.00018653265228404936,-0.0005172907432183516,11909529.6,-0.00018653265228404936,down,True,10,0
|
||||
down,0.85,-0.15,0.2,95755.89,95900.0,95500.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:00:00+00:00,-0.00018613816012744144,-0.0008798446564309004,10787225.6,-0.00018613816012744144,down,True,11,0
|
||||
down,0.85,-0.02,0.03,95727.96,95850.0,95600.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:05:00+00:00,-3.97494213372207e-06,-0.0008143953928873848,10764288.0,-3.97494213372207e-06,down,True,11,0
|
||||
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|
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume', 'Price stability around 0.34', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume has been significantly higher in the recent intervals, suggesting strong buying interest. The price has stabilized around 0.34, and both MA5 and MA20 are aligned, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 15:30:00+00:00,0.00012440685492315362,-8.867651321375902e-05,3357388.8,0.00012440685492315362,up,True,15,3
|
||||
up,0.85,0.02,0.03,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume with price stability', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume has been relatively high, especially in the last interval, suggesting strong buying interest. The MA5 and MA20 are aligned, reinforcing the bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue rising. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:35:00+00:00,9.043595676583305e-05,-0.00040266090563781387,2504806.4,9.043595676583305e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume in recent intervals', 'Price stability around 0.34']","The current market window shows a consistent upward movement in VWAP with the last several intervals all indicating an increase. This is supported by a significant increase in volume, particularly in the last two intervals, suggesting strong buying interest. The price has stabilized around 0.34, which is above the VWAP, indicating bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:40:00+00:00,9.043595676583305e-05,-0.007588038469399205,1736140.8,9.043595676583305e-05,down,False,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume', 'Price stability around 0.34', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume has significantly increased, suggesting strong buying interest, and the price has stabilized around 0.34, which is above the VWAP. The MA5 and MA20 are aligned, reinforcing the bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:45:00+00:00,2.3484539475038257e-05,-0.007154238096449134,1781836.8,2.3484539475038257e-05,up,True,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'High volume spikes', 'Price stability around 0.34', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP with the last several intervals all indicating an increase, supported by significant volume spikes. The price has stabilized around 0.34, and both MA5 and MA20 are aligned, suggesting a bullish trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:50:00+00:00,-1.361874832350729e-06,-0.0066137307007653745,789017.6,-1.361874832350729e-06,up,True,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Price stability around 0.34', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals maintaining a price around 0.34. Historical similar contexts also show a pattern of VWAP stability or slight increases following similar setups. The volume has spiked in some intervals but has stabilized, suggesting a potential for continued upward movement without excessive volatility. The alignment of MA5 and MA20 supports a bullish outlook. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence.",2025-01-30 15:55:00+00:00,-7.08289310613619e-06,-0.006528644940293538,217164.8,-7.08289310613619e-06,up,True,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Stable price with minor fluctuations', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with minor fluctuations in price, indicating stability. Historical similar contexts also show a pattern of VWAP moving up after such setups. The volume spikes followed by stabilization suggest strong buying interest without excessive volatility. The alignment of MA5 and MA20 supports a bullish outlook. Given these factors, a continued upward movement in VWAP is expected with moderate confidence.",2025-01-30 16:00:00+00:00,-7.08289310613619e-06,-5.789776296891147e-05,45696.0,-7.08289310613619e-06,down,False,16,3
|
||||
up,0.85,0.01,0.02,0.34,0.33,0.35,"['Consistent VWAP upward movement', 'Stable price with minor fluctuations', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP, supported by stable prices and occasional volume spikes. Historical similar contexts also indicate a continuation of VWAP upward movement. The alignment of MA5 and MA20 further supports a bullish trend. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:30:00+00:00,0.0,-0.00017617188104671055,45696.0,-0.0,down,False,9,4
|
||||
down,0.85,-0.02,0.03,0.33,0.34,0.32,"['Recent VWAP movement down', 'Price below MA5 and MA20', 'Volume spikes followed by drops', 'Negative price change in the last interval']","The current market window shows a recent VWAP movement down, with the price consistently below both MA5 and MA20, indicating a bearish trend. The volume spikes followed by significant drops suggest a lack of sustained buying pressure. Additionally, the negative price change in the last interval reinforces the likelihood of a continued VWAP decline. Historical similar contexts also show a tendency for VWAP to move down after such patterns. Therefore, a short position is recommended with a high confidence score.",2025-01-31 09:35:00+00:00,0.0,-0.00042235034184723297,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP upward movement in historical context', 'Current VWAP stability with recent price drop', 'Volume spikes followed by drops', 'MA5 and MA20 alignment']","The historical context shows a consistent pattern of VWAP stability with slight upward movements, followed by a recent price drop and VWAP stability in the current window. The volume spikes followed by drops suggest potential volatility, but the alignment of MA5 and MA20 indicates a possible short-term correction. Given these factors, a slight downward movement in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:40:00+00:00,0.0,-0.0002551243686776672,0.0,-0.0,down,True,9,4
|
||||
down,0.75,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price below VWAP', 'Volume spikes followed by drops', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with the price consistently below the VWAP, indicating bearish sentiment. Volume spikes followed by drops suggest a lack of sustained buying pressure. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued VWAP decrease with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:45:00+00:00,0.0,-0.0002746300999723339,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price below VWAP', 'High volume with no price recovery', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with the price consistently below the VWAP, indicating bearish sentiment. The volume is relatively high, yet there is no price recovery, suggesting selling pressure. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued VWAP decrease with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:50:00+00:00,0.0,-0.00024196087817249246,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price below MA5 and MA20', 'Volume spikes followed by drops', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes followed by drops suggest a lack of sustained buying pressure. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued VWAP decrease with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:55:00+00:00,0.0,-0.0003501206111177213,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price stability around 0.33', 'Volume drop in recent intervals', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a potential continuation of this trend. The volume has dropped significantly in recent intervals, suggesting a lack of buying pressure to push prices higher. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:00:00+00:00,-3.766023015872033e-05,-0.0003228414973469318,215526.4,-3.766023015872033e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price stability around 0.33', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a potential continuation of this trend. Historical context windows with similar patterns also resulted in VWAP declines. The confidence score is high due to the strong resemblance to past patterns and the lack of bullish signals in the current data. The suggested trade levels are based on the expected continuation of the VWAP downtrend, with a conservative stop-loss and take-profit to manage risk.",2025-01-31 10:05:00+00:00,-3.766023015872033e-05,-0.0002874609745942558,215526.4,-3.766023015872033e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability around 0.33', 'Low volume with no significant spikes', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. The volume is low, suggesting limited market activity, and historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:10:00+00:00,-3.766023015872033e-05,-0.00022741820176114258,215526.4,-3.766023015872033e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change and low volume, indicating a lack of buying pressure. Historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a further VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:15:00+00:00,-3.785791831709129e-05,0.0002992253847076132,216729.6,-3.785791831709129e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change, supported by low volume. Historical context windows with similar patterns also resulted in a VWAP decline. Given these factors, a continued VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:20:00+00:00,-2.899076934884115e-05,0.0005959039253805309,401510.4,-2.899076934884115e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change and low volume, indicating a lack of buying pressure. Historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a further VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:25:00+00:00,-4.542383401129335e-05,0.0008376536293613346,296524.8,-4.542383401129335e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. Historical similar contexts also show a continuation of the VWAP downtrend. The alignment of MA5 and MA20 suggests a bearish trend, and the low volume supports the likelihood of a continued VWAP decrease. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:30:00+00:00,-7.962937422592575e-05,0.0007107998751469113,528691.2,-7.962937422592575e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with no significant price change', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price change, indicating a lack of buying pressure. The volume is low, and the MA5 and MA20 are aligned, suggesting a continuation of the downward trend. Historical similar contexts also show a pattern of VWAP decline. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:35:00+00:00,-7.94316860675548e-05,0.0005179699923198722,528691.2,-7.94316860675548e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. Historical similar contexts also show a continuation of the VWAP downtrend. The alignment of MA5 and MA20 suggests a bearish trend, and the low volume reinforces the lack of momentum. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:40:00+00:00,-5.06386048770846e-05,0.0005387138562326921,527488.0,-5.06386048770846e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change, supported by low volume. Historical context windows with similar patterns also resulted in a VWAP decline. Given these factors, a continued VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:45:00+00:00,-0.0001054070720557243,0.0008419415088960769,933734.4,-0.0001054070720557243,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with occasional spikes', 'Price stability around 0.33', 'Historical context showing similar patterns']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. The volume is low, with occasional spikes that do not lead to sustained price changes, suggesting a lack of strong market interest. Historical context windows with similar patterns also resulted in a VWAP decline. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:50:00+00:00,-0.0001349967690836007,0.001109997580621358,1406515.2,-0.0001349967690836007,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP decline', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent decline in VWAP with no significant price change, indicating a lack of buying pressure. The volume is low, suggesting limited market activity, which often precedes further VWAP declines. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:55:00+00:00,-0.00021135695893709228,0.0014895702280501855,1988556.8,-0.00021135695893709228,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP decline', 'Low volume with occasional spikes', 'Price stability around 0.33', 'Historical pattern of VWAP decline in similar contexts']","The current market window shows a consistent VWAP decline with low volume, indicating a lack of strong buying interest. The price has stabilized around 0.33, and historical patterns with similar VWAP and volume conditions suggest a continued downward movement. The confidence score is high due to the strong resemblance to past patterns. The suggested trade levels are based on the expected continuation of the VWAP decline, with a conservative stop-loss and take-profit to manage risk.",2025-01-31 11:00:00+00:00,-0.0003100689566488679,0.002177497310244303,3558656.0,-0.0003100689566488679,down,True,11,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume with occasional spikes', 'Historical context showing similar patterns']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a stable but bearish sentiment. The volume is low, with occasional spikes, suggesting limited buying interest. Historical context windows with similar patterns also resulted in a VWAP decline. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:05:00+00:00,-0.00031012634674210116,0.001582846511523739,4733491.2,-0.00031012634674210116,down,True,11,4
|
||||
down,0.85,-0.5,0.02,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet there is no significant price recovery, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:40:00+00:00,-0.0033158327765268336,0.00047958283596330475,17963622.4,-0.0033158327765268336,down,True,10,0
|
||||
down,0.85,-0.5,0.7,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.25', 'High volume spikes with no significant price recovery', 'MA5 and MA20 trending downwards']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.25, and despite high volume spikes, there has been no significant recovery in price, suggesting strong selling pressure. The MA5 and MA20 are both trending downwards, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:45:00+00:00,-0.002707113494053698,-0.0009817554861933087,16216064.0,-0.002707113494053698,down,True,10,0
|
||||
down,0.85,-0.3,0.5,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.25-0.26', 'High volume spikes with no significant price recovery', 'MA5 and MA20 trending downwards']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.25-0.26, but despite high volume spikes, there has been no significant recovery in price, suggesting selling pressure. The MA5 and MA20 are both trending downwards, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:50:00+00:00,-0.0015516682232570023,-0.002692536569652959,12441804.8,-0.0015516682232570023,down,True,10,0
|
||||
down,0.85,-0.4,0.5,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.25-0.26', 'High volume spikes followed by declines', 'MA5 and MA20 trending downwards']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.25-0.26, suggesting a lack of upward momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by declines indicate potential volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score, targeting a further decrease in VWAP.",2025-02-03 10:55:00+00:00,-0.0004519512012774174,-0.0040394914266437265,7308902.4,-0.0004519512012774174,down,True,10,0
|
||||
down,0.85,-0.4,0.5,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'High volume spikes followed by declines', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, but the VWAP continues to decline, suggesting a bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by declines indicate potential volatility, but the overall trend remains bearish. The MA5 and MA20 alignment further supports this bearish outlook. Therefore, a short position is recommended with a high confidence score.",2025-02-03 11:00:00+00:00,-0.0003081860216828658,-0.003240258643449845,2120704.0,-0.0003081860216828658,down,True,11,0
|
||||
down,0.85,-0.4,0.5,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'High volume spikes followed by declines', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, but the VWAP continues to decline, suggesting a bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by declines indicate potential volatility, but the overall trend remains bearish. The MA5 and MA20 alignment further supports this trend. Therefore, a short position is recommended with a high confidence score.",2025-02-03 11:05:00+00:00,0.0,-0.0027824210157368356,1442611.2,-0.0,down,True,11,0
|
||||
down,0.85,-0.3,0.5,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'High volume spikes followed by declines', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, but the VWAP continues to decline, suggesting a bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by declines indicate potential volatility, but the overall trend remains bearish. The MA5 and MA20 alignment further supports this. Therefore, a short position is recommended with a high confidence score.",2025-02-03 11:10:00+00:00,0.0,-0.002959255043599035,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.2,0.15,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'High volume spikes followed by declines', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, but the VWAP continues to decline, suggesting a bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by declines indicate potential volatility, but the overall trend remains bearish. The MA5 and MA20 alignment further supports this trend. Therefore, a short position is recommended with a high confidence score.",2025-02-03 11:15:00+00:00,0.0,-0.0022942024628301305,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.15,0.02,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'High volume spikes followed by drops', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, but the volume spikes followed by significant drops suggest a lack of sustained buying pressure. The MA5 and MA20 are aligned in a bearish configuration, reinforcing the likelihood of continued VWAP decline. Historical similar contexts also show a pattern of VWAP decreasing after such setups. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence.",2025-02-03 11:20:00+00:00,0.0,-0.0013251782320687633,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability at 0.26', 'High volume spikes followed by drops', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized at 0.26, but the volume has been highly variable, with significant spikes followed by drops, suggesting potential volatility. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 11:25:00+00:00,0.0,-0.00137524373616138,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.1,0.02,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability at 0.26', 'High volume spikes followed by drops', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized at 0.26, but the volume spikes followed by significant drops suggest a lack of sustained buying pressure. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 11:30:00+00:00,0.0,-0.00037070244058545754,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.1,0.05,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability at 0.26', 'High volume with no price change', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized at 0.26, but the volume remains high, suggesting potential selling pressure without any price recovery. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 11:35:00+00:00,0.0,0.0007318556917312036,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.1,0.05,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'High volume with no price increase', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, but despite high volume, there has been no corresponding price increase, suggesting a lack of buying pressure. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:40:00+00:00,-0.0007450875538209945,0.0021065936148807196,3450060.8,-0.0007450875538209945,down,True,11,0
|
||||
down,0.85,-0.1,0.02,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Price stability around 0.25', 'Volume dropping to zero in recent intervals', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.25, and there has been a significant drop in volume to zero in the last few intervals, suggesting a lack of buying interest. The MA5 and MA20 are aligned in a bearish manner, reinforcing the likelihood of continued VWAP decline. Historical similar contexts also show a pattern of VWAP decreasing further. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 11:45:00+00:00,-0.0008565548930104527,0.0018690060943543085,3968819.2,-0.0008565548930104527,down,True,11,0
|
||||
down,0.85,-0.05,0.02,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Price stability around 0.25', 'Volume drop to zero in recent intervals', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.25, and there has been a complete drop in volume to zero, suggesting a lack of buying interest. The MA5 and MA20 are aligned in a bearish manner, reinforcing the likelihood of continued VWAP decline. Historical similar contexts also show a pattern of VWAP decreasing further after such setups. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence.",2025-02-03 11:50:00+00:00,-0.0015015229435914879,0.0022053891670014147,7066624.0,-0.0015015229435914879,down,True,11,0
|
||||
down,0.85,-0.1,0.05,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Price stability around 0.25', 'No significant volume change']","The current market window shows a consistent downward trend in VWAP with no significant price movement or volume change, indicating a lack of buying pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with low volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:55:00+00:00,-0.0027177999835430733,0.0035338893812916217,13483622.4,-0.0027177999835430733,down,True,11,0
|
||||
down,0.85,-0.05,0.02,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Price stability around 0.25', 'Low volume with no significant spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP with no significant price movement, indicating a lack of buying pressure. Historical similar contexts also show a continuation of the downward VWAP movement. The price has stabilized around 0.25 with low volume, suggesting a lack of volatility. The alignment of MA5 and MA20 supports the bearish sentiment. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 12:00:00+00:00,-0.0019762112475943117,0.0008313073217650346,13502259.2,-0.0019762112475943117,down,True,12,0
|
||||
down,0.85,-0.05,0.02,0.25,0.26,0.24,"['Consistent downward VWAP movement', 'Low volume with no significant price change', 'MA5 and MA20 alignment indicating bearish trend']","The current market window shows a consistent downward trend in VWAP with no significant price changes, supported by low volume. Historical similar contexts also indicate a continuation of the downward VWAP movement. The MA5 and MA20 are aligned, reinforcing the bearish trend. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 12:05:00+00:00,-0.0018923024727413584,0.0006038705362237384,10195968.0,-0.0018923024727413584,down,True,12,0
|
||||
down,0.85,-0.05,0.02,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Volume spikes followed by zero volume', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, and despite a recent volume spike, there has been no follow-through, as subsequent intervals show zero volume. This pattern is similar to historical contexts where VWAP continued to decline. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Given these factors, a further slight decrease in VWAP is expected, with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:10:00+00:00,-0.0013420789719189585,0.0008258624700415163,10182041.6,-0.0013420789719189585,down,True,12,0
|
||||
down,0.85,-0.02,0.01,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the price stabilizing around 0.26. Historical similar contexts also indicate a continuation of the downward VWAP movement. The volume is low, suggesting a lack of strong buying interest, and the MA5 and MA20 are aligned, reinforcing the bearish sentiment. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 12:15:00+00:00,-0.00022079905851254966,-0.001486100702982801,7586816.0,-0.00022079905851254966,down,True,12,0
|
||||
down,0.85,-0.2,0.15,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals maintaining a VWAP of 0.30 despite price fluctuations. Historical similar contexts also show a continuation of the downward VWAP movement. The price has stabilized around 0.26, and the volume remains low with occasional spikes, indicating a lack of strong buying or selling pressure. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Given these factors, a further slight decrease in VWAP is expected, with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:20:00+00:00,-0.00021730024064031683,-0.0014814289103828593,1169817.6,-0.00021730024064031683,down,True,12,0
|
||||
down,0.85,-0.25,0.02,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Low volume with occasional spikes', 'Price stability around 0.26', 'MA5 and MA20 alignment']","The current market window shows a consistent pattern of downward VWAP movement, similar to historical windows where VWAP continued to decline. The price has stabilized around 0.26 with low volume, indicating a lack of strong buying interest. The occasional volume spikes have not resulted in significant price changes, suggesting that the market is likely to continue its downward trend. The alignment of MA5 and MA20 also supports a bearish outlook. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 12:25:00+00:00,-0.00018974167630381178,-0.0020832789877317792,1151180.8,-0.00018974167630381178,down,True,12,0
|
||||
down,0.85,-0.02,0.01,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals maintaining a VWAP of 0.30 despite price fluctuations. Historical similar contexts also show a continuation of the downward VWAP movement. The price has stabilized around 0.26, with low volume suggesting a lack of strong buying interest. The MA5 and MA20 are aligned, indicating a bearish trend. Given these factors, a further slight decrease in VWAP is expected, with a high confidence score due to the consistency of the signals. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:30:00+00:00,-9.499712654517656e-05,-0.00480657559489972,1007411.2,-9.499712654517656e-05,down,True,12,0
|
||||
down,0.85,-0.02,0.01,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent pattern of downward VWAP movement, similar to historical windows where VWAP continued to decline. The price has stabilized around 0.26 with low volume, indicating a lack of strong buying interest. The MA5 and MA20 are aligned, suggesting a bearish trend. Given these factors, a further slight decline in VWAP is expected. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:35:00+00:00,0.0,-0.004936329221278513,502579.2,-0.0,down,True,12,0
|
||||
down,0.85,-0.02,0.01,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. The price has stabilized around 0.26, and despite some volume spikes, the overall volume remains low, suggesting a lack of strong buying or selling pressure. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:40:00+00:00,-0.0010651283866884853,-0.0018157719354681967,5457715.2,-0.0010651283866884853,down,True,12,0
|
||||
down,0.85,-0.02,0.01,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Volume spikes followed by drops', 'MA5 and MA20 alignment']","The current market window shows a consistent pattern of downward VWAP movement, similar to historical windows where VWAP continued to decline. The price has stabilized around 0.26, with recent volume spikes not leading to significant price changes, indicating a lack of strong buying pressure. The MA5 and MA20 are aligned, suggesting a bearish trend. Given these factors, a further slight decline in VWAP is expected, with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:45:00+00:00,-0.0010651283866884853,-0.0018372259253861545,5457715.2,-0.0010651283866884853,down,True,12,0
|
||||
down,0.85,-0.02,0.01,0.26,0.27,0.25,"['Consistent downward VWAP movement', 'Price stability around 0.26', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent downward trend in VWAP, with the last several intervals maintaining a VWAP of 0.30 despite price stability around 0.26. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is low with occasional spikes, suggesting a lack of strong buying interest to push prices higher. The MA5 and MA20 are aligned, reinforcing the bearish sentiment. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:50:00+00:00,-0.0014173568812050341,-4.936541052757981e-05,7252787.2,-0.0014173568812050341,down,True,12,0
|
||||
|
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output/20250204_033516/predictions.csv
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|
||||
vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,105593.26,105500.0,105700.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with significant volume, indicating bullish momentum. The price is consistently above both MA5 and MA20, reinforcing the upward trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:30:00+00:00,2.0703800599208844e-06,-0.0006147392890319403,126079795.2,2.0703800599208844e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105749.41,105593.26,105900.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a recent upward trend in VWAP with a significant increase in volume, indicating strong buying interest. The price is above both the MA5 and MA20, suggesting a bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:35:00+00:00,-7.202990855936786e-06,-0.0003740372259137814,100960665.6,-7.202990855936786e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105835.98,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with significant volume, indicating bullish momentum. The price is consistently above both MA5 and MA20, reinforcing the upward trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 15:40:00+00:00,-1.5997582161808577e-05,-0.004425958111348827,80823910.4,-1.5997582161808577e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,105854.91,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with a recent high volume spike, indicating strong buying interest. The price is consistently above both MA5 and MA20, suggesting bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:45:00+00:00,-1.8021726384764847e-05,-0.0038491243890105553,74643046.4,-1.8021726384764847e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,106146.31,105800.0,106300.0,"['Current Price above MA5 and MA20', 'Recent VWAP upward movement', 'High volume in recent intervals', 'Price Change positive in recent intervals']","The current market window shows a strong upward trend with the current price consistently above both the MA5 and MA20, indicating bullish momentum. The recent VWAP movements have been upward, supported by high trading volumes, suggesting strong buying interest. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:50:00+00:00,-1.797305273137928e-06,-0.003295469374941351,43089920.0,-1.797305273137928e-06,down,False,15,3
|
||||
up,0.85,0.02,0.03,105761.55,105700.0,105800.0,"['Consistent upward VWAP movement', 'High volume in recent intervals', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume has been significantly high, suggesting strong market activity and interest. The price is above both the MA5 and MA20, reinforcing the bullish sentiment. Given these factors, the VWAP is expected to continue its upward movement in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:55:00+00:00,-1.1380808689009925e-05,-0.0036764402869707558,12949094.4,-1.1380808689009925e-05,down,False,15,3
|
||||
up,0.75,0.02,0.03,105574.79,105500.0,105650.0,"['Recent upward VWAP movement', 'Price above MA5 and MA20', 'High volume in recent intervals', 'Price change stability']","The current market window shows a recent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been relatively high, suggesting strong market participation. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 16:00:00+00:00,-4.7686111396827435e-05,-0.00023247190037536947,10579968.0,-4.7686111396827435e-05,down,False,16,3
|
||||
down,0.75,-0.01,0.02,105695.32,105800.0,105600.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume with price decrease', 'Historical context showing similar patterns']","The current market window shows a recent VWAP downtrend with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price is decreasing, suggesting selling pressure. Historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:30:00+00:00,-4.7686111396827435e-05,0.0002021628548601051,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,105695.32,105800.0,105600.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a recent VWAP downtrend with the price consistently below both the MA5 and MA20, indicating bearish momentum. The high volume with a negative price change suggests strong selling pressure. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued VWAP decrease with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:35:00+00:00,-4.7686111396827435e-05,0.0001828258274677308,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104135.84,104273.21,104000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by drops', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by significant drops suggest volatility, but the overall trend remains negative. Therefore, a short position is recommended with a high confidence score, targeting a further decline in VWAP.",2025-01-31 09:40:00+00:00,-3.687094162035942e-05,0.00023231446782845389,10448896.0,-3.687094162035942e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104182.56,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Recent price drop after a series of upward movements']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:45:00+00:00,0.0,0.0001358386204755313,8141209.6,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104142.74,104273.21,104135.84,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:50:00+00:00,0.0,9.952321788633811e-05,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104176.18,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:55:00+00:00,-3.9409746398211265e-06,-0.00040444853853488505,833126.4,-3.9409746398211265e-06,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104220.05,104300.0,104150.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:00:00+00:00,-3.9409746398211265e-06,-0.00028867550278860454,833126.4,-3.9409746398211265e-06,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104258.75,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 10:05:00+00:00,-1.2578227915283069e-05,-0.0002691665832900425,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104239.54,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:10:00+00:00,-1.2578227915283069e-05,-0.00018040286797135763,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104232.78,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet there is no significant price recovery, suggesting continued selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:15:00+00:00,-1.930986315762384e-05,0.00032337413035843365,5182259.2,-1.930986315762384e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104261.53,1043.0,1042.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite some minor fluctuations. The price is consistently below both the MA5 and MA20, indicating a bearish trend. Volume is low, suggesting a lack of buying pressure to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:20:00+00:00,-4.6126463147777574e-05,0.0004736689164059893,11073126.4,-4.6126463147777574e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104090.07,104300.0,103900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 10:25:00+00:00,-5.890598806543301e-05,0.0006134491213340421,16771481.6,-5.890598806543301e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104119.09,104273.21,104090.07,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP with no significant volume spikes to suggest a reversal. The price is below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:30:00+00:00,-5.9396876816941724e-05,0.00025762139651741567,15028224.0,-5.9396876816941724e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104120.47,104200.0,104050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is low and lacks significant spikes, suggesting a lack of buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:35:00+00:00,-4.8724266934779825e-05,0.00030469988434478346,15028224.0,-4.8724266934779825e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104186.16,10425.0,1041.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:40:00+00:00,-3.183560654065887e-05,0.00031352846959376013,15369011.2,-3.183560654065887e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104224.77,104261.53,104186.16,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of strong buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:45:00+00:00,-4.1265721340111305e-05,0.0006063911163570745,19102105.6,-4.1265721340111305e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104316.48,104350.0,104280.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been relatively high, yet there has been no significant price recovery, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:50:00+00:00,-0.00011466399651877124,0.0009092958450139244,40743731.2,-0.00011466399651877124,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104376.19,104450.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:55:00+00:00,-0.0001585922863683864,0.0008522513372706819,58378649.6,-0.0001585922863683864,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104293.48,104376.19,104224.77,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:00:00+00:00,-0.00016847226314337105,0.0008220011825032514,67463577.6,-0.00016847226314337105,down,True,11,4
|
||||
down,0.85,-0.01,0.02,104351.77,104400.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:05:00+00:00,-0.0001733104226588067,0.0002357391074638282,80257843.2,-0.0001733104226588067,down,True,11,4
|
||||
down,0.85,-0.15,0.02,95413.95,95500.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:40:00+00:00,-0.0003736919345843359,0.0009285983037241041,45288652.8,-0.0003736919345843359,down,True,10,0
|
||||
down,0.85,-0.12,0.15,95402.02,95500.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:45:00+00:00,-0.0004358926276152031,0.00018354226197977996,42116710.4,-0.0004358926276152031,down,True,10,0
|
||||
down,0.85,-0.1,0.15,95373.43,95500.0,95250.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:50:00+00:00,-0.0001391562296176041,-0.0003499241322496849,37386649.6,-0.0001391562296176041,down,True,10,0
|
||||
down,0.85,-0.05,0.02,95550.43,95700.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 10:55:00+00:00,-0.00012611789452582345,-0.0005172907432183516,11909529.6,-0.00012611789452582345,down,True,10,0
|
||||
down,0.85,-0.1,0.15,95755.89,95900.0,95500.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:00:00+00:00,-0.00012585158971040178,-0.0008798446564309004,10787225.6,-0.00012585158971040178,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95727.96,95850.0,95500.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:05:00+00:00,-2.703487927663284e-06,-0.0008143953928873848,10764288.0,-2.703487927663284e-06,down,True,11,0
|
||||
down,0.85,-0.02,0.03,95727.95,95800.0,95650.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:10:00+00:00,0.0,-0.0010930393058323218,232652.8,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95620.32,95700.0,95500.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:15:00+00:00,0.0,-0.0011224445735451005,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95621.89,95700.0,95550.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:20:00+00:00,0.0,-0.0009239625306361465,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95529.98,95650.0,95400.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:25:00+00:00,0.0,-0.0006724399391525304,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95391.44,95550.43,95250.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:30:00+00:00,-9.169375276890657e-05,-0.00011467149727517612,7492403.2,-9.169375276890657e-05,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95309.16,95500.0,95200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:35:00+00:00,-0.0003194469901210695,-4.671587771043484e-05,26219315.2,-0.0003194469901210695,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95200.0,95400.0,95000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:40:00+00:00,-0.0004720039219968386,0.0005615564535353945,39256064.0,-0.0004720039219968386,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95100.0,95300.0,94900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Historical context windows with similar patterns also resulted in further VWAP declines. Therefore, the prediction is for a continued downward movement in VWAP with a high confidence score. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:45:00+00:00,-0.0007342262156836976,0.000599881222847487,62211686.4,-0.0007342262156836976,down,True,11,0
|
||||
down,0.85,-0.01,0.02,95039.37,95101.79,94900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'No significant volume change']","The current market window shows a consistent downward trend in VWAP with no significant volume to suggest a reversal. Historical similar contexts also indicate a continuation of the downward VWAP movement. The price is below both MA5 and MA20, reinforcing the bearish sentiment. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 11:50:00+00:00,-0.0007975073325128534,0.0007772125824350717,76374016.0,-0.0007975073325128534,down,True,11,0
|
||||
down,0.85,-0.01,0.02,95053.01,95100.0,95000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'No significant volume change']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The absence of significant volume change suggests a lack of buying pressure to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:55:00+00:00,-0.0009373394556859149,0.0011296011245120474,103671398.4,-0.0009373394556859149,down,True,11,0
|
||||
down,0.85,-0.03,0.02,95160.7,95300.0,95050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying pressure to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:00:00+00:00,-0.0008847371307302565,0.0007048880728887652,94643814.4,-0.0008847371307302565,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95083.91,95200.0,95050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:05:00+00:00,-0.00064398764265719,0.0004491333749980786,83684556.8,-0.00064398764265719,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95252.84,95400.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:10:00+00:00,-0.0004890127730591276,-0.0004076300030469715,60728934.4,-0.0004890127730591276,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95281.12,95400.0,95150.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with recent spikes', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume has been low, with recent spikes not leading to significant price recovery, suggesting a lack of buying interest. Historical context windows with similar patterns also resulted in continued VWAP declines. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:15:00+00:00,-0.00012142741253390321,-0.0006825811308745766,46566604.8,-0.00012142741253390321,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95456.65,95500.0,95350.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume spikes followed by drops', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has spikes followed by drops, suggesting a lack of sustained buying pressure. Historical context windows with similar patterns also resulted in further VWAP declines. Given these factors, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-02-03 12:20:00+00:00,-0.00014635158737819065,-0.0010013519939137683,23466803.2,-0.00014635158737819065,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95514.17,95600.0,95400.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively high, yet there is no significant price recovery, suggesting continued selling pressure. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:25:00+00:00,-0.00012487878176439815,-0.0009295724355426471,13767475.2,-0.00012487878176439815,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95521.61,95580.0,95450.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:30:00+00:00,-0.00012487878176439815,-0.0011720224528517786,11689984.0,-0.00012487878176439815,down,True,12,0
|
||||
down,0.85,-0.02,0.03,95452.24,95500.0,95400.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:35:00+00:00,-0.00012487878176439815,-0.0013251221875112962,11689984.0,-0.00012487878176439815,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95300.97,95500.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Historical context windows with similar patterns also resulted in continued VWAP declines. Therefore, the prediction is for a continued downward movement in VWAP with a high confidence score. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:40:00+00:00,-0.0002993262429021315,-0.0004658101118892588,39685324.8,-0.0002993262429021315,down,True,12,0
|
||||
down,0.85,-0.02,0.03,95253.59,95400.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by periods of no volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:45:00+00:00,-0.00036952392344485885,-0.0006491277691299258,34586624.0,-0.00036952392344485885,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95139.55,95200.0,95080.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:50:00+00:00,-0.00036952392344485885,0.0004162030037275499,34586624.0,-0.00036952392344485885,down,True,12,0
|
||||
|
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output/20250204_033516/returns_distribution.png
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output/20250204_034250/accuracy_over_time.png
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output/20250204_034250/confusion_matrix.png
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output/20250204_034250/hourly_performance.png
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55
output/20250204_034250/predictions.csv
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@ -0,0 +1,55 @@
|
||||
vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
down,0.85,-0.15,0.02,95413.95,95500.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:40:00+00:00,-0.0003736919345843359,0.0009285983037241041,45288652.8,-0.0003736919345843359,down,True,10,0
|
||||
down,0.85,-0.12,0.15,95402.02,95500.0,95300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:45:00+00:00,-0.0004358926276152031,0.00018354226197977996,42116710.4,-0.0004358926276152031,down,True,10,0
|
||||
down,0.85,-0.1,0.15,95373.43,95500.0,95250.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:50:00+00:00,-0.0001391562296176041,-0.0003499241322496849,37386649.6,-0.0001391562296176041,down,True,10,0
|
||||
down,0.85,-0.05,0.02,95550.43,95650.0,95450.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 10:55:00+00:00,-0.00012611789452582345,-0.0005172907432183516,11909529.6,-0.00012611789452582345,down,True,10,0
|
||||
down,0.85,-0.1,0.15,95755.89,95900.0,95500.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:00:00+00:00,-0.00012585158971040178,-0.0008798446564309004,10787225.6,-0.00012585158971040178,down,True,11,0
|
||||
down,0.85,-0.02,0.03,95727.96,95850.0,95600.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:05:00+00:00,-2.703487927663284e-06,-0.0008143953928873848,10764288.0,-2.703487927663284e-06,down,True,11,0
|
||||
down,0.85,-0.02,0.03,95727.95,95800.0,95600.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:10:00+00:00,0.0,-0.0010930393058323218,232652.8,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95620.32,95700.0,95500.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:15:00+00:00,0.0,-0.0011224445735451005,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95621.89,95700.0,95550.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:20:00+00:00,0.0,-0.0009239625306361465,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95529.98,95650.0,95400.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:25:00+00:00,0.0,-0.0006724399391525304,0.0,-0.0,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95391.44,95550.43,95250.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:30:00+00:00,-9.169375276890657e-05,-0.00011467149727517612,7492403.2,-9.169375276890657e-05,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95309.16,95400.0,95200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:35:00+00:00,-0.0003194469901210695,-4.671587771043484e-05,26219315.2,-0.0003194469901210695,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95200.0,95400.0,95000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Historical context showing similar downward trends']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Historical context windows with similar patterns also resulted in further VWAP declines. Therefore, the prediction is for a continued downward movement in VWAP with a high confidence score. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 11:40:00+00:00,-0.0004720039219968386,0.0005615564535353945,39256064.0,-0.0004720039219968386,down,True,11,0
|
||||
down,0.85,-0.05,0.02,95100.0,95300.0,94900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-02-03 11:45:00+00:00,-0.0007342262156836976,0.000599881222847487,62211686.4,-0.0007342262156836976,down,True,11,0
|
||||
down,0.85,-0.01,0.02,95039.37,95101.79,94901.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating a bearish sentiment. The volume is low, and there has been no significant price recovery in the recent intervals, suggesting a continuation of the downward trend. Historical similar contexts also show a pattern of continued VWAP decline. Therefore, a short position is recommended with a high confidence score.",2025-02-03 11:50:00+00:00,-0.0007975073325128534,0.0007772125824350717,76374016.0,-0.0007975073325128534,down,True,11,0
|
||||
down,0.85,-0.01,0.02,95053.01,95100.0,95000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 11:55:00+00:00,-0.0009373394556859149,0.0011296011245120474,103671398.4,-0.0009373394556859149,down,True,11,0
|
||||
down,0.85,-0.03,0.02,95160.7,95200.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying pressure to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:00:00+00:00,-0.0008847371307302565,0.0007048880728887652,94643814.4,-0.0008847371307302565,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95083.91,95150.0,95050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spike followed by a return to low volume suggests a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:05:00+00:00,-0.00064398764265719,0.0004491333749980786,83684556.8,-0.00064398764265719,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95252.84,95400.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:10:00+00:00,-0.0004890127730591276,-0.0004076300030469715,60728934.4,-0.0004890127730591276,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95281.12,95350.0,95200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with recent spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been low with recent spikes, suggesting a lack of strong buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:15:00+00:00,-0.00012142741253390321,-0.0006825811308745766,46566604.8,-0.00012142741253390321,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95456.65,95500.0,95350.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume spikes followed by drops', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has seen spikes but is followed by drops, suggesting a lack of sustained buying pressure. Historical context windows with similar patterns also resulted in further VWAP declines. Given these factors, a short position is recommended with a high confidence score, expecting a modest further decline in VWAP.",2025-02-03 12:20:00+00:00,-0.00014635158737819065,-0.0010013519939137683,23466803.2,-0.00014635158737819065,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95514.17,95600.0,95400.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet there is no significant price recovery, suggesting continued selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a further slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:25:00+00:00,-0.00012487878176439815,-0.0009295724355426471,13767475.2,-0.00012487878176439815,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95521.61,95580.0,95450.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:30:00+00:00,-0.00012487878176439815,-0.0011720224528517786,11689984.0,-0.00012487878176439815,down,True,12,0
|
||||
down,0.85,-0.02,0.03,95452.24,95521.61,95321.79,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:35:00+00:00,-0.00012487878176439815,-0.0013251221875112962,11689984.0,-0.00012487878176439815,down,True,12,0
|
||||
down,0.85,-0.02,0.03,95300.0,95500.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes followed by periods of low volume suggest a lack of buying interest to reverse the trend. Historical context windows with similar patterns also resulted in continued VWAP declines. Therefore, the prediction is for a further slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-02-03 12:40:00+00:00,-0.0002993262429021315,-0.0004658101118892588,39685324.8,-0.0002993262429021315,down,True,12,0
|
||||
down,0.85,-0.02,0.03,95253.59,95400.0,95100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:45:00+00:00,-0.00036952392344485885,-0.0006491277691299258,34586624.0,-0.00036952392344485885,down,True,12,0
|
||||
down,0.85,-0.05,0.02,95139.55,95200.0,95080.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-02-03 12:50:00+00:00,-0.00036952392344485885,0.0004162030037275499,34586624.0,-0.00036952392344485885,down,True,12,0
|
||||
up,0.85,0.02,0.03,105593.26,105500.0,105700.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a recent upward trend in VWAP with a significant increase in volume, indicating strong buying interest. The price is above both the MA5 and MA20, suggesting a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:30:00+00:00,2.0703800599208844e-06,-0.0006147392890319403,126079795.2,2.0703800599208844e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105749.41,105593.26,105900.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a recent upward trend in VWAP with a significant increase in volume, indicating strong buying interest. The price is above both MA5 and MA20, suggesting a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:35:00+00:00,-7.202990855936786e-06,-0.0003740372259137814,100960665.6,-7.202990855936786e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105835.98,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with significant volume, indicating bullish momentum. The price is consistently above both MA5 and MA20, reinforcing the upward trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 15:40:00+00:00,-1.5997582161808577e-05,-0.004425958111348827,80823910.4,-1.5997582161808577e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,105854.91,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with the last interval having a significant volume spike, indicating strong buying interest. The price is consistently above both MA5 and MA20, suggesting bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:45:00+00:00,-1.8021726384764847e-05,-0.0038491243890105553,74643046.4,-1.8021726384764847e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,106146.31,105800.0,106300.0,"['Current Price above MA5 and MA20', 'Recent VWAP upward movement', 'High volume in recent intervals', 'Price Change positive in recent intervals']","The current market window shows a strong upward trend with the current price consistently above both MA5 and MA20, indicating bullish momentum. The recent VWAP movements have been upward, supported by high trading volumes, suggesting strong buying interest. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:50:00+00:00,-1.797305273137928e-06,-0.003295469374941351,43089920.0,-1.797305273137928e-06,down,False,15,3
|
||||
up,0.85,0.02,0.03,105761.55,105700.0,105800.0,"['Consistent upward VWAP movement in recent intervals', 'High volume in the current interval', 'Price above MA5 and MA20', 'Recent price increase after a slight dip']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume in the most recent interval is significantly high, suggesting strong buying interest. The price is above both the MA5 and MA20, indicating bullish momentum. Despite a slight dip in price, the subsequent increase suggests a continuation of the upward trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Therefore, the prediction is for a continued upward movement in VWAP with moderate confidence.",2025-01-30 15:55:00+00:00,-1.1380808689009925e-05,-0.0036764402869707558,12949094.4,-1.1380808689009925e-05,down,False,15,3
|
||||
up,0.85,0.02,0.03,105574.79,105500.0,105650.0,"['Recent upward VWAP movement', 'Price above MA5 and MA20', 'High volume in recent intervals', 'Price change stability']","The current market window shows a recent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been relatively high, suggesting strong market participation. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 16:00:00+00:00,-4.7686111396827435e-05,-0.00023247190037536947,10579968.0,-4.7686111396827435e-05,down,False,16,3
|
||||
down,0.85,-0.01,0.02,105695.32,105800.0,105600.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume with decreasing price']","The current market window shows a recent VWAP downtrend with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price is decreasing, suggesting selling pressure. Historical similar contexts also show a continuation of the VWAP downtrend. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-31 09:30:00+00:00,-4.7686111396827435e-05,0.0002021628548601051,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,105695.32,105800.0,105600.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume with decreasing price']","The current market window shows a recent VWAP downtrend with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price is decreasing, suggesting selling pressure. Historical similar contexts also show a continuation of the VWAP downtrend. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:35:00+00:00,-4.7686111396827435e-05,0.0001828258274677308,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104135.84,104273.21,104000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by drops', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by significant drops suggest volatility, but the overall trend remains negative. Therefore, a short position is recommended with a high confidence score, targeting a further decline in VWAP.",2025-01-31 09:40:00+00:00,-3.687094162035942e-05,0.00023231446782845389,10448896.0,-3.687094162035942e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104182.56,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Recent price drop of 1.35%']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The recent price drop of 1.35% and the high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:45:00+00:00,0.0,0.0001358386204755313,8141209.6,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104142.74,104273.21,104135.84,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:50:00+00:00,0.0,9.952321788633811e-05,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104176.18,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with price decrease', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 09:55:00+00:00,-3.9409746398211265e-06,-0.00040444853853488505,833126.4,-3.9409746398211265e-06,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104220.05,104300.0,104150.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:00:00+00:00,-3.9409746398211265e-06,-0.00028867550278860454,833126.4,-3.9409746398211265e-06,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104258.75,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:05:00+00:00,-1.2578227915283069e-05,-0.0002691665832900425,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104239.54,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating bearish momentum. Despite some volume spikes, the overall volume is low, suggesting a lack of strong buying interest. These factors, combined with the negative price change trend, suggest a high probability of continued VWAP decline in the next interval.",2025-01-31 10:10:00+00:00,-1.2578227915283069e-05,-0.00018040286797135763,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104232.78,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:15:00+00:00,-1.930986315762384e-05,0.00032337413035843365,5182259.2,-1.930986315762384e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104261.53,104300.0,104220.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:20:00+00:00,-4.6126463147777574e-05,0.0004736689164059893,11073126.4,-4.6126463147777574e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104090.07,104300.0,103900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating bearish momentum. Volume is low, suggesting a lack of buying pressure to reverse the trend. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:25:00+00:00,-5.890598806543301e-05,0.0006134491213340421,16771481.6,-5.890598806543301e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104119.09,104273.21,104090.07,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of strong buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:30:00+00:00,-5.9396876816941724e-05,0.00025762139651741567,15028224.0,-5.9396876816941724e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104120.47,104200.0,104050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'No significant volume increase']","The current market window shows a consistent downward trend in VWAP with no significant volume increase to suggest a reversal. Historical similar contexts also show a continuation of the downward VWAP movement. The price is below both MA5 and MA20, indicating bearish momentum. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:35:00+00:00,-4.8724266934779825e-05,0.00030469988434478346,15028224.0,-4.8724266934779825e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104186.16,10425.0,1041.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:40:00+00:00,-3.183560654065887e-05,0.00031352846959376013,15369011.2,-3.183560654065887e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104224.77,104261.53,104186.16,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of strong buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:45:00+00:00,-4.1265721340111305e-05,0.0006063911163570745,19102105.6,-4.1265721340111305e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104316.48,104350.0,104280.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been relatively high, yet there is no significant price recovery, suggesting continued selling pressure. Historical similar contexts also show a tendency for VWAP to continue declining. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:50:00+00:00,-0.00011466399651877124,0.0009092958450139244,40743731.2,-0.00011466399651877124,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104376.19,104450.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes have not resulted in significant price recoveries, suggesting a lack of buying strength. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 10:55:00+00:00,-0.0001585922863683864,0.0008522513372706819,58378649.6,-0.0001585922863683864,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104293.48,104376.19,104220.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:00:00+00:00,-0.00016847226314337105,0.0008220011825032514,67463577.6,-0.00016847226314337105,down,True,11,4
|
||||
down,0.85,-0.01,0.02,104351.77,104400.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:05:00+00:00,-0.0001733104226588067,0.0002357391074638282,80257843.2,-0.0001733104226588067,down,True,11,4
|
||||
|
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output/20250204_035519/accuracy_over_time.png
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output/20250204_035519/confusion_matrix.png
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output/20250204_035519/hourly_performance.png
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output/20250204_035519/predictions.csv
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|
||||
vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,105593.26,105500.0,105700.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with the last several intervals consistently moving up. The volume has significantly increased in the last interval, indicating strong buying interest. The price is above both the MA5 and MA20, suggesting a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:30:00+00:00,2.0703800599208844e-06,-0.0006147392890319403,126079795.2,2.0703800599208844e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105749.41,105593.26,105900.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a recent upward trend in VWAP with a significant increase in volume, indicating strong buying interest. The price is above both the MA5 and MA20, suggesting a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:35:00+00:00,-7.202990855936786e-06,-0.0003740372259137814,100960665.6,-7.202990855936786e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105835.98,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with significant volume, indicating bullish momentum. The price is consistently above both MA5 and MA20, reinforcing the upward trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:40:00+00:00,-1.5997582161808577e-05,-0.004425958111348827,80823910.4,-1.5997582161808577e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,105854.91,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with a recent high volume spike, indicating strong buying interest. The price is consistently above both MA5 and MA20, suggesting bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:45:00+00:00,-1.8021726384764847e-05,-0.0038491243890105553,74643046.4,-1.8021726384764847e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,106146.31,105800.0,106300.0,"['Current Price above MA5 and MA20', 'Recent VWAP upward trend', 'High volume in recent intervals', 'Price Change positive in recent intervals']","The current market window shows a strong upward trend with the current price consistently above both the MA5 and MA20, indicating bullish momentum. The recent VWAP movements have been upward, supported by high trading volumes, suggesting strong buying interest. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:50:00+00:00,-1.797305273137928e-06,-0.003295469374941351,43089920.0,-1.797305273137928e-06,down,False,15,3
|
||||
up,0.85,0.02,0.03,105761.55,105700.0,105800.0,"['Recent upward VWAP movement', 'High volume in the current window', 'Price above MA5 and MA20', 'Consistent upward price change']","The current market window shows a strong upward trend in VWAP with consistent price increases and high volume, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. The price is above both MA5 and MA20, reinforcing the bullish outlook. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:55:00+00:00,-1.1380808689009925e-05,-0.0036764402869707558,12949094.4,-1.1380808689009925e-05,down,False,15,3
|
||||
down,0.75,-0.01,0.02,105574.79,105800.0,105500.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Price change volatility']","The current market window shows a recent VWAP downtrend with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a pattern of VWAP decline following such setups. The volume spikes followed by declines suggest potential exhaustion of buying pressure. Given these factors, a short position is recommended with a high confidence score. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected VWAP decline while managing risk.",2025-01-30 16:00:00+00:00,-4.7686111396827435e-05,-0.00023247190037536947,10579968.0,-4.7686111396827435e-05,down,True,16,3
|
||||
down,0.85,-0.01,0.02,105695.32,105800.0,105600.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume with price decrease', 'Historical context showing similar patterns']","The current market window shows a recent VWAP downtrend with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price is decreasing, suggesting selling pressure. Historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a further VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:30:00+00:00,-4.7686111396827435e-05,0.0002021628548601051,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104273.21,1045.0,1041.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with price decrease', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:35:00+00:00,-4.7686111396827435e-05,0.0001828258274677308,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104135.84,104300.0,104000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 09:40:00+00:00,-3.687094162035942e-05,0.00023231446782845389,10448896.0,-3.687094162035942e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104182.56,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 09:45:00+00:00,0.0,0.0001358386204755313,8141209.6,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104142.74,104273.21,104135.84,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:50:00+00:00,0.0,9.952321788633811e-05,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104176.18,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with price decline', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:55:00+00:00,-3.9409746398211265e-06,-0.00040444853853488505,833126.4,-3.9409746398211265e-06,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104220.05,104300.0,104150.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:00:00+00:00,-3.9409746398211265e-06,-0.00028867550278860454,833126.4,-3.9409746398211265e-06,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104258.75,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:05:00+00:00,-1.2578227915283069e-05,-0.0002691665832900425,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104239.54,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:10:00+00:00,-1.2578227915283069e-05,-0.00018040286797135763,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104232.78,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no price recovery']","The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite high volume. Historical similar contexts also indicate a continuation of the downward VWAP movement. The price is below both MA5 and MA20, reinforcing the bearish sentiment. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:15:00+00:00,-1.930986315762384e-05,0.00032337413035843365,5182259.2,-1.930986315762384e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104261.53,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating bearish momentum. Volume is low, suggesting a lack of buying interest to reverse the trend. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:20:00+00:00,-4.6126463147777574e-05,0.0004736689164059893,11073126.4,-4.6126463147777574e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104090.07,104300.0,103900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating bearish momentum. Volume is low, suggesting a lack of buying pressure to reverse the trend. Given these factors, a further slight decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:25:00+00:00,-5.890598806543301e-05,0.0006134491213340421,16771481.6,-5.890598806543301e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104119.09,104273.21,104090.07,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying pressure to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:30:00+00:00,-5.9396876816941724e-05,0.00025762139651741567,15028224.0,-5.9396876816941724e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104120.47,104200.0,104050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite some minor fluctuations. Historical similar contexts also indicate a continuation of the downward VWAP movement. The price is below both MA5 and MA20, suggesting a bearish trend. Volume remains low, indicating a lack of buying pressure to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 10:35:00+00:00,-4.8724266934779825e-05,0.00030469988434478346,15028224.0,-4.8724266934779825e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104186.16,10425.0,1041.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is low and lacks significant spikes, suggesting a lack of buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:40:00+00:00,-3.183560654065887e-05,0.00031352846959376013,15369011.2,-3.183560654065887e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104224.77,104300.0,104150.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:45:00+00:00,-4.1265721340111305e-05,0.0006063911163570745,19102105.6,-4.1265721340111305e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104316.48,104350.0,104280.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been relatively high, yet there is no significant price recovery, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:50:00+00:00,-0.00011466399651877124,0.0009092958450139244,40743731.2,-0.00011466399651877124,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104376.19,104450.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:55:00+00:00,-0.0001585922863683864,0.0008522513372706819,58378649.6,-0.0001585922863683864,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104293.48,104376.19,104220.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:00:00+00:00,-0.00016847226314337105,0.0008220011825032514,67463577.6,-0.00016847226314337105,down,True,11,4
|
||||
down,0.85,-0.01,0.02,104351.77,104400.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:05:00+00:00,-0.0001733104226588067,0.0002357391074638282,80257843.2,-0.0001733104226588067,down,True,11,4
|
||||
|
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output/20250204_040012/accuracy_over_time.png
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output/20250204_040012/confusion_matrix.png
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output/20250204_040012/hourly_performance.png
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output/20250204_040012/predictions.csv
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|
||||
vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,105593.26,105500.0,105700.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with the last several intervals consistently moving up, supported by high trading volume. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:30:00+00:00,2.0703800599208844e-06,-0.0006147392890319403,126079795.2,2.0703800599208844e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105749.41,105593.26,105900.0,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a recent upward trend in VWAP with a significant increase in volume, indicating strong buying interest. The price is above both MA5 and MA20, suggesting a bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:35:00+00:00,-7.202990855936786e-06,-0.0003740372259137814,100960665.6,-7.202990855936786e-06,up,True,15,3
|
||||
up,0.85,0.02,0.03,105835.98,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in recent intervals', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with recent intervals consistently moving up, supported by high trading volumes. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:40:00+00:00,-1.5997582161808577e-05,-0.004425958111348827,80823910.4,-1.5997582161808577e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,105854.91,105749.41,106085.3,"['Recent upward VWAP movement', 'High volume in the last interval', 'Price above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in VWAP with the last interval having a significant volume spike, indicating strong buying interest. The price is consistently above both MA5 and MA20, suggesting bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:45:00+00:00,-1.8021726384764847e-05,-0.0038491243890105553,74643046.4,-1.8021726384764847e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,106146.31,105800.0,106300.0,"['Current Price above MA5 and MA20', 'Consistent upward VWAP movement', 'High volume in recent intervals', 'Price Change positive in recent intervals']","The current market window shows a strong upward trend with the current price consistently above both MA5 and MA20, indicating bullish momentum. The VWAP has been moving up steadily, supported by high volume in recent intervals, suggesting strong buying interest. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:50:00+00:00,-1.797305273137928e-06,-0.003295469374941351,43089920.0,-1.797305273137928e-06,down,False,15,3
|
||||
up,0.85,0.02,0.03,105761.55,105700.0,105800.0,"['Recent upward VWAP movement', 'High volume in the current window', 'Price above MA5 and MA20', 'Consistent upward price change']","The current market window shows a strong upward trend in VWAP with consistent price increases and high trading volume, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. The price is above both MA5 and MA20, reinforcing the bullish outlook. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:55:00+00:00,-1.1380808689009925e-05,-0.0036764402869707558,12949094.4,-1.1380808689009925e-05,down,False,15,3
|
||||
up,0.75,0.02,0.03,105574.79,105500.0,105650.0,"['Recent upward VWAP movement', 'Price above MA5 and MA20', 'High volume in recent intervals', 'Price change stability']","The current market window shows a recent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been relatively high, suggesting strong market participation. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a short-term upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 16:00:00+00:00,-4.7686111396827435e-05,-0.00023247190037536947,10579968.0,-4.7686111396827435e-05,down,False,16,3
|
||||
down,0.75,-0.01,0.02,105695.32,105800.0,105600.0,"['Recent VWAP downtrend', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a recent VWAP downtrend with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP is decreasing, suggesting selling pressure. Historical similar contexts also show a continuation of the VWAP downtrend. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-31 09:30:00+00:00,-4.7686111396827435e-05,0.0002021628548601051,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104273.21,104350.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price is declining, suggesting selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:35:00+00:00,-4.7686111396827435e-05,0.0001828258274677308,10448896.0,-4.7686111396827435e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104135.84,104300.0,104000.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by drops', 'Recent price drop of 1.35%']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent price drop of 1.35% and high volume spikes followed by drops suggest increased selling pressure. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:40:00+00:00,-3.687094162035942e-05,0.00023231446782845389,10448896.0,-3.687094162035942e-05,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104182.56,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 09:45:00+00:00,0.0,0.0001358386204755313,8141209.6,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104142.74,104273.21,104135.84,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:50:00+00:00,0.0,9.952321788633811e-05,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104176.18,104300.0,104100.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price']","The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price is decreasing, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:55:00+00:00,-3.9409746398211265e-06,-0.00040444853853488505,833126.4,-3.9409746398211265e-06,down,True,9,4
|
||||
down,0.85,-0.01,0.02,104220.05,104300.0,104150.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:00:00+00:00,-3.9409746398211265e-06,-0.00028867550278860454,833126.4,-3.9409746398211265e-06,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104258.75,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:05:00+00:00,-1.2578227915283069e-05,-0.0002691665832900425,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104239.54,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by low volume suggest a lack of buying interest to push prices higher. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:10:00+00:00,-1.2578227915283069e-05,-0.00018040286797135763,2700083.2,-1.2578227915283069e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104232.78,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite high volume. Historical similar contexts also indicate a continuation of the downward VWAP movement. The price is below both MA5 and MA20, reinforcing the bearish sentiment. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:15:00+00:00,-1.930986315762384e-05,0.00032337413035843365,5182259.2,-1.930986315762384e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104261.53,104300.0,104200.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite some minor fluctuations. The price is consistently below both MA5 and MA20, indicating a bearish trend. Volume is low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:20:00+00:00,-4.6126463147777574e-05,0.0004736689164059893,11073126.4,-4.6126463147777574e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104090.07,104300.0,103900.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of buying interest to push prices higher. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:25:00+00:00,-5.890598806543301e-05,0.0006134491213340421,16771481.6,-5.890598806543301e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104119.09,104273.21,104090.07,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively low, suggesting a lack of strong buying interest to reverse the trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:30:00+00:00,-5.9396876816941724e-05,0.00025762139651741567,15028224.0,-5.9396876816941724e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104120.47,104200.0,104050.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite some minor fluctuations. Historical similar contexts also indicate a continuation of the downward VWAP movement. The price is below both MA5 and MA20, suggesting a bearish trend. Volume is low, indicating a lack of buying pressure to reverse the trend. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:35:00+00:00,-4.8724266934779825e-05,0.00030469988434478346,15028224.0,-4.8724266934779825e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104186.16,10425.0,1041.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP with no significant volume spikes to suggest a reversal. The price is below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:40:00+00:00,-3.183560654065887e-05,0.00031352846959376013,15369011.2,-3.183560654065887e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104224.77,104261.53,104186.16,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Low volume with no significant spikes']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively low, suggesting a lack of strong buying interest to reverse the trend. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:45:00+00:00,-4.1265721340111305e-05,0.0006063911163570745,19102105.6,-4.1265721340111305e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104316.48,104350.0,104280.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been relatively high, yet there is no significant price recovery, suggesting continued selling pressure. Historical similar contexts also show a tendency for VWAP to continue declining. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:50:00+00:00,-0.00011466399651877124,0.0009092958450139244,40743731.2,-0.00011466399651877124,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104376.19,104450.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:55:00+00:00,-0.0001585922863683864,0.0008522513372706819,58378649.6,-0.0001585922863683864,down,True,10,4
|
||||
down,0.85,-0.01,0.02,104293.48,104376.19,104220.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:00:00+00:00,-0.00016847226314337105,0.0008220011825032514,67463577.6,-0.00016847226314337105,down,True,11,4
|
||||
down,0.85,-0.01,0.02,104351.77,104400.0,104300.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by low volume', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes followed by low volume suggest a lack of buying interest to reverse the trend. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:05:00+00:00,-0.0001733104226588067,0.0002357391074638282,80257843.2,-0.0001733104226588067,down,True,11,4
|
||||
|
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output/20250204_040738/predictions.csv
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|
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume with price stability', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume has been significantly higher in the recent intervals, suggesting strong buying interest, yet the price has remained stable at 0.34. This stability, combined with the upward VWAP movement and increasing volume, suggests a continuation of the upward trend. The MA5 and MA20 are aligned, further supporting the bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Therefore, a cautious bullish position is recommended with a high confidence score.",2025-01-30 15:30:00+00:00,0.00012440685492315362,-8.867651321375902e-05,3357388.8,0.00012440685492315362,up,True,15,3
|
||||
up,0.85,0.02,0.03,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Price stability around 0.34', 'Increased volume in recent intervals', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The price has stabilized around 0.34, and there has been a significant increase in volume, suggesting strong buying interest. The MA5 and MA20 are aligned, reinforcing the bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue rising. Given these factors, a further upward movement in VWAP is expected with moderate confidence.",2025-01-30 15:35:00+00:00,9.043595676583305e-05,-0.00040266090563781387,2504806.4,9.043595676583305e-05,up,True,15,3
|
||||
up,0.85,0.02,0.03,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume in recent intervals', 'Price stability around 0.34', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The volume has been significantly higher in the recent intervals, suggesting strong buying interest. The price has stabilized around 0.34, and both MA5 and MA20 are aligned, reinforcing the bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence.",2025-01-30 15:40:00+00:00,9.043595676583305e-05,-0.007588038469399205,1736140.8,9.043595676583305e-05,down,False,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Increasing volume with price stability', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating a slight increase. The volume has been significantly higher in the recent intervals, suggesting strong buying interest, yet the price has remained stable at 0.34. This stability, combined with the upward VWAP movement and increasing volume, suggests that the VWAP is likely to continue its upward trajectory. The MA5 and MA20 are aligned, further supporting the bullish sentiment. Given these factors, a cautious long position is recommended with a high confidence score.",2025-01-30 15:45:00+00:00,2.3484539475038257e-05,-0.007154238096449134,1781836.8,2.3484539475038257e-05,up,True,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'High volume spikes', 'Price stability around 0.34', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase, supported by significant volume spikes. The price has stabilized around 0.34, and both MA5 and MA20 are aligned, suggesting a bullish continuation. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 15:50:00+00:00,-1.361874832350729e-06,-0.0066137307007653745,789017.6,-1.361874832350729e-06,up,True,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Price stability around 0.34', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the last several intervals maintaining a price around 0.34. Historical similar contexts also indicate a tendency for VWAP to continue rising after such patterns. The volume spikes suggest strong buying interest, yet the subsequent stabilization indicates a potential consolidation phase before the next upward move. The alignment of MA5 and MA20 supports the bullish sentiment. Given these factors, a continued upward movement in VWAP is expected with moderate confidence.",2025-01-30 15:55:00+00:00,-7.08289310613619e-06,-0.006528644940293538,217164.8,-7.08289310613619e-06,up,True,15,3
|
||||
up,0.85,0.02,0.01,0.34,0.33,0.35,"['Consistent upward VWAP movement', 'Stable price around 0.34', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with the price stabilizing around 0.34. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume spikes followed by stabilization suggest a potential for a controlled upward movement. The alignment of MA5 and MA20 further supports the bullish sentiment. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence.",2025-01-30 16:00:00+00:00,-7.08289310613619e-06,-5.789776296891147e-05,45696.0,-7.08289310613619e-06,down,False,16,3
|
||||
up,0.85,0.01,0.02,0.34,0.33,0.35,"['Consistent VWAP upward movement', 'Stable price with minor fluctuations', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP with minor fluctuations in price, indicating stability. Historical similar contexts also show a pattern of VWAP moving up after such stability. The volume spikes followed by stabilization suggest a strong buying interest without excessive volatility. The alignment of MA5 and MA20 supports a bullish trend. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 09:30:00+00:00,0.0,-0.00017617188104671055,45696.0,-0.0,down,False,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP upward movement in recent intervals', 'Price stability around 0.34', 'Volume spikes followed by drops', 'Recent price drop of 2.61% in the last interval']","The current market window shows a consistent upward movement in VWAP with recent price stability around 0.34. However, the last interval indicates a significant price drop of 2.61% with no volume, suggesting a potential reversal. Historical similar contexts also show a tendency for VWAP to decrease after such patterns. The confidence score is high due to the alignment of these signals. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 09:35:00+00:00,0.0,-0.00042235034184723297,0.0,-0.0,down,True,9,4
|
||||
down,0.75,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP upward movement in historical context', 'Current VWAP stability with recent price drop', 'Volume spikes followed by drops', 'MA5 and MA20 alignment']","The historical context shows a pattern of consistent VWAP upward movement with similar price and volume dynamics. However, the current market window indicates a price drop with stable VWAP, suggesting potential reversal. The volume spikes followed by drops may indicate exhaustion of buying pressure. The alignment of MA5 and MA20 suggests a neutral to bearish trend. Given these factors, a short-term VWAP decline is expected with moderate confidence.",2025-01-31 09:40:00+00:00,0.0,-0.0002551243686776672,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price below VWAP', 'Volume spikes followed by drops', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with the price consistently below the VWAP, indicating bearish sentiment. Historical similar contexts also show a tendency for VWAP to continue decreasing. The volume spikes followed by drops suggest a lack of sustained buying pressure, reinforcing the likelihood of a VWAP decline. The alignment of MA5 and MA20 also supports a bearish outlook. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:45:00+00:00,0.0,-0.0002746300999723339,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price below VWAP', 'Volume spikes followed by drops', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with the price consistently below the VWAP, indicating bearish sentiment. Historical similar contexts also show a tendency for VWAP to continue decreasing. The volume spikes followed by drops suggest a lack of sustained buying pressure, reinforcing the likelihood of a VWAP decline. The alignment of MA5 and MA20 supports this bearish outlook. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:50:00+00:00,0.0,-0.00024196087817249246,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP decline in current window', 'Price below VWAP', 'Volume spikes followed by drops', 'MA5 and MA20 alignment']","The current market window shows a consistent decline in VWAP with the price consistently below the VWAP, indicating bearish sentiment. Historical similar contexts also show a pattern of VWAP decline following such setups. The volume spikes followed by drops suggest a lack of sustained buying pressure, reinforcing the likelihood of a VWAP decline. The alignment of MA5 and MA20 also supports a bearish outlook. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 09:55:00+00:00,0.0,-0.0003501206111177213,0.0,-0.0,down,True,9,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price stability around 0.33', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a potential continuation of this trend. Historical context windows with similar patterns also resulted in VWAP declines. The confidence score is high due to the strong resemblance to past patterns and the lack of bullish signals in the current data. The suggested trade levels are based on the expected continuation of the VWAP downtrend, with a conservative stop-loss and take-profit to manage risk.",2025-01-31 10:00:00+00:00,-3.766023015872033e-05,-0.0003228414973469318,215526.4,-3.766023015872033e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price stability around 0.33', 'Volume drop in recent intervals', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a potential continuation of this trend. The volume has dropped significantly in recent intervals, suggesting a lack of buying pressure to push prices higher. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:05:00+00:00,-3.766023015872033e-05,-0.0002874609745942558,215526.4,-3.766023015872033e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability around 0.33', 'Low volume with no significant spikes']","The current market window shows a consistent VWAP downtrend with no significant price movement or volume spikes to suggest a reversal. Historical similar contexts also indicate a continuation of the VWAP downtrend. The price has stabilized around 0.33 with low volume, suggesting a lack of buying pressure. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:10:00+00:00,-3.766023015872033e-05,-0.00022741820176114258,215526.4,-3.766023015872033e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Price stability around 0.33', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. Historical context windows with similar patterns also resulted in VWAP declines. The confidence score is high due to the strong resemblance to past patterns. The suggested trade levels are based on the current price stability and expected continuation of the VWAP downtrend.",2025-01-31 10:15:00+00:00,-3.785791831709129e-05,0.0002992253847076132,216729.6,-3.785791831709129e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change, supported by low volume. Historical context windows with similar patterns also resulted in a VWAP decline. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:20:00+00:00,-2.899076934884115e-05,0.0005959039253805309,401510.4,-2.899076934884115e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend in current window', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change, supported by low volume, indicating a lack of buying interest. Historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a further VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:25:00+00:00,-4.542383401129335e-05,0.0008376536293613346,296524.8,-4.542383401129335e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a stable but bearish sentiment. The volume is low, suggesting a lack of strong buying interest to reverse the trend. Historical similar contexts also show a continuation of the VWAP downtrend. The MA5 and MA20 are aligned, reinforcing the bearish outlook. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:30:00+00:00,-7.962937422592575e-05,0.0007107998751469113,528691.2,-7.962937422592575e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with no significant price change', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price change, similar to historical windows where VWAP continued to decline. The low volume suggests a lack of buying pressure to reverse the trend. The alignment of MA5 and MA20 indicates a bearish sentiment. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 10:35:00+00:00,-7.94316860675548e-05,0.0005179699923198722,528691.2,-7.94316860675548e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. Historical similar contexts also show a continuation of the VWAP downtrend. The alignment of MA5 and MA20 suggests a bearish sentiment. Given the low volume, the market is likely to remain stable with a slight downward movement in VWAP. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:40:00+00:00,-5.06386048770846e-05,0.0005387138562326921,527488.0,-5.06386048770846e-05,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with no significant price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price change, supported by low volume. Historical context windows with similar patterns also resulted in VWAP declines. Given the lack of upward momentum and the historical trend, a further VWAP decline is expected. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:45:00+00:00,-0.0001054070720557243,0.0008419415088960769,933734.4,-0.0001054070720557243,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Low volume with occasional spikes', 'Price stability around 0.33', 'Historical context showing similar patterns']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a lack of buying pressure. The volume is low, with occasional spikes that do not lead to sustained price increases, suggesting a lack of strong market interest. Historical context windows with similar patterns also resulted in VWAP declines. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are based on the current price stability and expected minor volatility.",2025-01-31 10:50:00+00:00,-0.0001349967690836007,0.001109997580621358,1406515.2,-0.0001349967690836007,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP decline', 'Low volume with occasional spikes', 'Price stability around 0.33', 'Historical pattern of VWAP decline in similar contexts']","The current market window shows a consistent decline in VWAP with low volume, indicating a lack of strong buying interest. The price has stabilized around 0.33, and historical patterns with similar VWAP and volume conditions suggest a continued VWAP decline. The confidence score is high due to the strong resemblance to past patterns. The suggested trade levels are based on the expected continuation of the VWAP decline, with a conservative stop-loss and take-profit to manage risk.",2025-01-31 10:55:00+00:00,-0.00021135695893709228,0.0014895702280501855,1988556.8,-0.00021135695893709228,down,True,10,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume with occasional spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a stable but bearish sentiment. Historical similar contexts also show a continuation of the VWAP downtrend. The alignment of MA5 and MA20 suggests a lack of upward momentum. Despite occasional volume spikes, the overall volume remains low, reinforcing the likelihood of a continued VWAP decline. The suggested trade levels are based on the expected continuation of this trend with a focus on risk management.",2025-01-31 11:00:00+00:00,-0.0003100689566488679,0.002177497310244303,3558656.0,-0.0003100689566488679,down,True,11,4
|
||||
down,0.85,-0.01,0.02,0.33,0.34,0.32,"['Consistent VWAP downtrend', 'Price stability', 'Low volume with occasional spikes', 'Historical pattern of VWAP decline']","The current market window shows a consistent VWAP downtrend with no significant price movement, indicating a stable but bearish sentiment. The volume is low, suggesting limited buying interest, yet there are occasional spikes that do not lead to a price increase. Historical context windows with similar patterns also resulted in VWAP declines. Given these factors, a short position is recommended with a high confidence score, targeting a modest VWAP decrease.",2025-01-31 11:05:00+00:00,-0.00031012634674210116,0.001582846511523739,4733491.2,-0.00031012634674210116,down,True,11,4
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.01,0.02,692.5,691.5,694.0,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume increase in recent intervals', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP with the last several intervals maintaining or slightly increasing VWAP values. The price has been stable around the VWAP, indicating a balance between buyers and sellers, while the volume has increased, suggesting stronger market participation. The alignment of MA5 and MA20 also supports a bullish trend. Historical similar contexts also showed a continuation of the upward VWAP movement. Therefore, the prediction is for a slight upward movement in VWAP with moderate confidence, and the suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 14:30:00-05:00,3.3326982765036206e-05,7.394722839729195e-05,181744.0,3.3326982765036206e-05,up,True,14,4
|
||||
up,0.85,0.01,0.02,693.12,692.5,694.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume with price changes', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP with the price stabilizing around the MA5 and MA20, indicating a potential continuation of this trend. The volume has been increasing, suggesting strong market interest, and historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a cautious upward prediction is made with a high confidence score. The suggested entry, stop-loss, and take-profit levels are set to optimize risk management and potential reward based on current price levels and expected volatility.",2025-01-31 14:35:00-05:00,3.062724796071281e-05,-0.0005260473354783968,176430.2,3.062724796071281e-05,up,True,14,4
|
||||
down,0.85,-0.02,0.03,690.5,692.0,688.0,"['Consistent downward price movement', 'Increasing volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Recent VWAP movements stabilizing at a higher level']","The current market window shows a consistent downward price movement with increasing volume, suggesting strong selling pressure. The MA5 is below the MA20, indicating a bearish trend, and the VWAP has been stabilizing at a higher level, which often precedes a correction. Historical similar contexts also show a tendency for VWAP to move down after such patterns. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 14:40:00-05:00,2.664515700789849e-05,-0.0005509967782915404,160996.6,2.664515700789849e-05,up,False,14,4
|
||||
down,0.85,-0.02,0.03,689.5,691.0,688.0,"['Consistent downward price movement', 'Increasing volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Recent VWAP movements consistently upward but price declining']","The current market window shows a consistent downward price movement with increasing volume, suggesting strong selling pressure. The MA5 is below the MA20, indicating a bearish trend. Despite recent VWAP movements being upward, the price is declining, which is a divergence that often precedes a reversal. Historical similar contexts also show a tendency for VWAP to move down after such patterns. Therefore, a short position is recommended with a high confidence score.",2025-01-31 14:45:00-05:00,2.3385897492622654e-05,-0.0006288984495338712,148430.8,2.3385897492622654e-05,up,False,14,4
|
||||
up,0.75,0.02,0.03,689.5,688.5,690.5,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume spikes followed by declines', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP, supported by a series of price increases and stability around the VWAP level. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume spikes followed by declines suggest short-term volatility, but the overall trend remains bullish. The alignment of MA5 and MA20 further supports the upward movement. Given these factors, a cautious long position is recommended with a high confidence score.",2025-01-31 14:50:00-05:00,2.3919533959471106e-05,-0.0008522093319454083,148240.4,2.3919533959471106e-05,up,True,14,4
|
||||
up,0.75,0.01,0.02,690.76,689.5,691.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume with price decrease']","The current market window shows a consistent upward trend in VWAP, supported by a series of upward movements in the previous intervals. Despite recent price decreases, the VWAP has continued to rise, indicating strong buying pressure. The price is stabilizing around the MA5 and MA20, suggesting a potential reversal or continuation of the upward trend. The volume has been increasing, which often precedes significant price movements. Given these factors, a short-term upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 14:55:00-05:00,2.416899790186333e-05,0.00016727001269881137,155559.2,2.416899790186333e-05,up,True,14,4
|
||||
up,0.85,0.02,0.03,690.86,689.5,691.5,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Increasing volume with price decline', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP with the price stabilizing around the VWAP level, indicating a potential continuation of this trend. Historical similar contexts also show a pattern of VWAP moving up after such setups. The volume is increasing despite a slight price decline, suggesting strong buying interest. The alignment of MA5 and MA20 supports a bullish outlook. Given these factors, a short-term upward movement in VWAP is expected with moderate confidence.",2025-01-31 15:00:00-05:00,2.551939571415751e-05,-0.0004840329955920486,160034.0,2.551939571415751e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,688.5,687.5,689.5,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume spikes followed by consolidation', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP, supported by a series of price stability around the VWAP level. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume spikes followed by consolidation suggest a potential for a short-term upward movement. The alignment of MA5 and MA20 further supports the bullish sentiment. Given these factors, a cautious long position is recommended with a high confidence score.",2025-01-31 15:05:00-05:00,2.7022906852525175e-05,-0.0011112843631147784,183864.0,2.7022906852525175e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,688.0,687.5,688.5,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume fluctuations with no significant downward trend', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the VWAP level. Historical similar contexts also indicate a continuation of the upward VWAP movement. Despite some fluctuations in volume, there is no significant downward trend in price or VWAP, suggesting stability. The alignment of MA5 and MA20 further supports a bullish outlook. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence.",2025-01-31 15:10:00-05:00,2.718830059567079e-05,-0.0006337696950041161,202566.2,2.718830059567079e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,689.0,688.0,690.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by declines', 'Historical context showing similar patterns']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a potential continuation of this trend. The volume spikes followed by declines suggest short-term volatility, but the overall pattern in the historical context windows shows a tendency for VWAP to continue rising after similar setups. Given these factors, a cautious long position is recommended with a high confidence score.",2025-01-31 15:15:00-05:00,2.877187765926159e-05,-0.0005268804652132086,215971.2,2.877187765926159e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,688.5,687.5,689.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume with price stability']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has been increasing, suggesting strong buying interest. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:20:00-05:00,2.9050599417212997e-05,0.00040428192532160345,217936.2,2.9050599417212997e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,688.5,687.5,689.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of strong bearish pressure. Volume fluctuations are present, but there are no significant spikes that would suggest increased volatility. Given these factors, a continued slight upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:25:00-05:00,3.257172507370454e-05,0.0007346926748977856,238761.6,3.257172507370454e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,686.5,685.5,688.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by declines', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has been fluctuating with spikes followed by declines, suggesting short-term volatility but overall stability. Historical context windows with similar patterns have resulted in a slight VWAP increase. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:30:00-05:00,5.172106886985883e-05,0.000876361035427986,321471.0,5.172106886985883e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,685.5,684.5,687.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume with price decline']","The current market window shows a consistent upward movement in VWAP despite recent price declines, indicating strong buying interest. Historical similar contexts also show a pattern of VWAP continuing to rise after such setups. The price is stabilizing around the MA5 and MA20, suggesting a potential reversal. The increasing volume during price declines indicates accumulation. Given these factors, a short-term upward movement in VWAP is expected with moderate confidence.",2025-01-31 15:35:00-05:00,5.771394946959182e-05,0.0008068824199469748,344973.25,5.771394946959182e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,686.76,685.5,688.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume with price stability']","The current market window shows a consistent upward movement in VWAP with no significant downward corrections, similar to historical windows where VWAP continued to rise. The price is stabilizing around the MA5 and MA20, indicating a potential continuation of the trend. Volume is increasing, suggesting strong buying interest. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:40:00-05:00,7.364838079293445e-05,0.0008212550844322042,377708.0,7.364838079293445e-05,up,True,15,4
|
||||
up,0.85,0.01,0.02,687.51,686.5,688.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume with price recovery']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has been increasing, suggesting strong buying interest, which often precedes further price increases. Historical similar contexts also show a tendency for VWAP to continue rising. Given these factors, a short-term upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:45:00-05:00,0.00010521366044669023,0.00173290437008089,477075.0,0.00010521366044669023,up,True,15,4
|
||||
up,0.85,0.01,0.02,688.04,686.5,689.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes with price increases']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume spikes suggest strong buying interest, reinforcing the likelihood of a further VWAP increase. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 15:50:00-05:00,,,659297.0,,up,True,15,4
|
||||
up,0.85,0.01,0.02,689.27,688.5,690.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by stabilization']","The current market window shows a consistent upward trend in VWAP, supported by recent price stability around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The recent volume spike suggests increased market activity, yet the subsequent stabilization indicates a potential for continued upward movement without excessive volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 12:40:00-05:00,3.425632927989142e-05,0.000436525406958016,118438.2,3.425632927989142e-05,up,True,12,3
|
||||
up,0.85,0.01,0.02,687.5,686.5,688.5,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume spikes followed by consolidation', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the VWAP level. Historical similar contexts also indicate a continuation of the upward VWAP movement. The recent volume spike suggests increased interest, but the subsequent consolidation indicates a potential for a short-term upward movement. The alignment of MA5 and MA20 further supports the bullish sentiment. Given these factors, a cautious long position is recommended with a high confidence score.",2025-01-30 12:45:00-05:00,3.2113653307075385e-05,-0.00015914179188983302,113039.0,3.2113653307075385e-05,up,True,12,3
|
||||
up,0.85,0.01,0.02,688.17,687.5,688.8,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume decrease with price stability']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has decreased, suggesting a consolidation phase, which often precedes a continuation of the trend. Historical similar contexts also show a pattern of VWAP continuing to rise after such setups. Therefore, the prediction is for a slight upward movement in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 12:50:00-05:00,3.459421060864054e-05,-8.261841781290191e-05,113392.8,3.459421060864054e-05,up,True,12,3
|
||||
up,0.85,0.01,0.02,688.45,687.5,689.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume stability with slight increases']","The current market window shows a consistent upward movement in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. The volume, while slightly decreasing, remains stable, suggesting no immediate selling pressure. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 12:55:00-05:00,3.408582616465372e-05,0.0013920022221138306,120177.6,3.408582616465372e-05,up,True,12,3
|
||||
up,0.85,0.01,0.02,688.67,688.0,689.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume decrease with price stability']","The current market window shows a consistent upward movement in VWAP with the last several intervals maintaining a stable price around the MA5 and MA20, indicating a bullish trend. The volume has decreased, suggesting a consolidation phase, which often precedes a continuation of the trend. Historical similar contexts also show a pattern of continued VWAP increase. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:00:00-05:00,3.083620042687585e-05,-0.0006981498750838755,113841.0,3.083620042687585e-05,up,True,13,3
|
||||
up,0.85,0.01,0.02,686.1,685.5,687.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by declines']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. The recent volume spike suggests increased interest, but the subsequent decline indicates a potential stabilization. Given these factors, a slight upward movement in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:05:00-05:00,3.191422147880152e-05,-0.00017584399577996734,105989.0,3.191422147880152e-05,up,True,13,3
|
||||
up,0.85,0.01,0.02,689.36,688.5,690.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of strong bearish pressure. Volume fluctuations are present, but there are no significant spikes that would suggest increased volatility. Given these factors, a continued slight upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:10:00-05:00,3.213842791882637e-05,0.0002793828390180719,111128.2,3.213842791882637e-05,up,True,13,3
|
||||
up,0.85,0.01,0.02,688.0,686.5,689.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by declines', 'Historical pattern of VWAP increase in similar contexts']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume spikes followed by declines suggest short-term volatility, but the overall pattern in historical similar contexts shows a tendency for VWAP to continue rising. Given these factors, a cautious bullish position is recommended with a high confidence score.",2025-01-30 13:15:00-05:00,3.1296390587687295e-05,-0.0001709048758067877,109377.4,3.1296390587687295e-05,up,True,13,3
|
||||
up,0.85,0.01,0.02,688.43,687.5,689.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume is relatively stable without significant spikes, suggesting no immediate reversal. Given these factors, a continued slight increase in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:20:00-05:00,3.214618852770412e-05,0.0010932961770305227,109169.0,3.214618852770412e-05,up,True,13,3
|
||||
up,0.85,0.02,0.01,689.92,688.5,690.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of volatility and a potential for continued upward movement. Volume fluctuations are present, but there are no significant spikes that would suggest a reversal. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:25:00-05:00,3.2651927277582704e-05,0.0008469521646770062,104823.8,3.2651927277582704e-05,up,True,13,3
|
||||
up,0.85,0.01,0.02,687.5,686.5,688.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward movement in VWAP with no significant downward corrections, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of strong bearish pressure. Volume fluctuations are present, but there are no significant spikes that would suggest increased volatility. Given these factors, a continued slight upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:30:00-05:00,3.1974215377483794e-05,-4.300265027998296e-05,104534.6,3.1974215377483794e-05,up,True,13,3
|
||||
up,0.85,0.02,0.03,687.5,686.5,688.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of strong bearish pressure. Volume fluctuations are present, but there are no significant spikes that would suggest increased volatility. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:35:00-05:00,3.164104893726982e-05,-0.0009905963478081814,106794.2,3.164104893726982e-05,up,True,13,3
|
||||
up,0.85,0.02,0.03,689.19,688.5,689.8,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of volatility. Volume fluctuations are present, but there are no significant spikes that would suggest a reversal. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:40:00-05:00,3.11007128148133e-05,-0.0012149130988646228,112115.8,3.11007128148133e-05,up,True,13,3
|
||||
up,0.85,0.02,0.01,689.44,688.5,690.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume consistency', 'Historical pattern of VWAP stability']","The current market window shows a consistent upward movement in VWAP with no significant volatility, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of strong downward pressure. Volume is consistent, supporting the upward VWAP movement. Given these factors, a continued slight increase in VWAP is expected, with a high confidence score due to the alignment with historical patterns.",2025-01-30 13:45:00-05:00,2.9581715204951564e-05,-0.0010674908437976471,109778.4,2.9581715204951564e-05,up,True,13,3
|
||||
up,0.85,0.02,0.03,690.44,689.5,691.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume consistency', 'Historical pattern of VWAP stability']","The current market window shows a consistent upward movement in VWAP with no significant volatility, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a strong trend. Volume is consistent, supporting the VWAP movement. Given these factors and the historical patterns, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:50:00-05:00,2.6927130817422373e-05,-0.0007942980881825712,106467.4,2.6927130817422373e-05,up,True,13,3
|
||||
up,0.85,0.02,0.03,689.84,689.0,690.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations without significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of volatility and a potential for continued upward movement. Volume fluctuations have not resulted in significant price changes, suggesting that the current upward trend may continue. Given these factors, a cautious long position is recommended with a high confidence score.",2025-01-30 13:55:00-05:00,2.8267196358289226e-05,-9.093581175484422e-05,115376.6,2.8267196358289226e-05,up,True,13,3
|
||||
up,0.85,0.02,0.03,689.07,688.5,689.7,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume is relatively stable, suggesting no immediate volatility spikes. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:00:00-05:00,2.573123887406048e-05,-0.00046389757025439016,111246.6,2.573123887406048e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,686.5,685.5,688.0,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume fluctuations with no significant spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, indicating a strong bullish sentiment. The price has been stable around the VWAP, suggesting a balance between buyers and sellers. Volume fluctuations have not resulted in significant price changes, indicating a lack of volatility. The alignment of MA5 and MA20 supports the bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:05:00-05:00,2.595034712099542e-05,-0.00017127268738642565,106352.0,2.595034712099542e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,687.09,686.5,688.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume increase in recent intervals', 'Historical pattern of VWAP stability after similar conditions']","The current market window shows a consistent upward movement in VWAP with stability in price around the MA5 and MA20, indicating a potential continuation of this trend. The recent increase in volume suggests increased market activity, which often precedes further price movements. Historical context windows with similar conditions also resulted in stable or slightly upward VWAP movements. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:10:00-05:00,2.7233815464655642e-05,7.315734438484434e-05,107123.6,2.7233815464655642e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,686.9,686.5,687.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume increase in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward movement in VWAP with the price stabilizing around the MA5 and MA20, indicating a bullish trend. The volume has increased in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Therefore, the prediction is for a continued upward movement in VWAP with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:15:00-05:00,2.604836993774784e-05,0.00029874800560480974,115379.2,2.604836993774784e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,686.88,686.5,687.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations without significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume fluctuations are not significant enough to suggest a reversal, and the overall trend remains positive. Therefore, a cautious long position is recommended with a high confidence score.",2025-01-30 14:20:00-05:00,2.6925220006468464e-05,0.000386814328121432,107357.8,2.6925220006468464e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,686.5,685.5,687.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume increase with price recovery', 'Historical pattern of VWAP stability']","The current market window shows a consistent upward movement in VWAP with the price stabilizing around the MA5 and MA20, indicating a potential continuation of this trend. The volume has increased, suggesting strong buying interest, and historical patterns show similar conditions leading to stable VWAP movements. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:25:00-05:00,2.8492761392384658e-05,0.0005844039444404259,110622.8,2.8492761392384658e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,685.5,684.5,687.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume, while fluctuating, does not show significant spikes that could indicate a reversal. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:30:00-05:00,3.4155880371866676e-05,0.0007455214247938935,122853.0,3.4155880371866676e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,686.42,685.5,687.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by stabilization', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. The volume spikes followed by stabilization suggest strong buying interest without excessive volatility. Historical context windows with similar patterns also resulted in upward VWAP movements. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:35:00-05:00,3.781501998290082e-05,0.0010595901073552905,132387.8,3.781501998290082e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,687.08,685.5,688.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by stabilization', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP with the price stabilizing around the MA5 and MA20, indicating a bullish sentiment. The volume has been relatively stable with occasional spikes, suggesting healthy market activity. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:40:00-05:00,4.5746423257664315e-05,0.0014998280307332856,144251.4,4.5746423257664315e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,687.28,686.5,688.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of volatility. Volume fluctuations are present, but there are no significant spikes that would suggest a reversal. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:45:00-05:00,5.670950558994692e-05,0.0013996245491976755,167296.4,5.670950558994692e-05,up,True,14,3
|
||||
up,0.85,0.02,0.03,686.88,686.5,687.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations without significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume fluctuations suggest no immediate selling pressure, allowing for a potential upward movement. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 14:50:00-05:00,6.743884599647032e-05,0.0013359749848486646,195249.6,6.743884599647032e-05,up,True,14,3
|
||||
up,0.85,0.01,0.02,670.85,670.0,671.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with a general upward trend']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a tendency for VWAP to continue rising. Despite some volume fluctuations, the overall trend remains positive. Therefore, a cautious long position is recommended with a high confidence score.",2025-01-29 10:50:00-05:00,5.1108751305595224e-05,6.641571677812319e-05,134019.0,5.1108751305595224e-05,up,True,10,2
|
||||
up,0.85,0.01,0.02,672.16,670.0,674.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume fluctuations suggest normal market activity without extreme volatility, reinforcing the likelihood of a steady upward movement. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward trend while managing risk.",2025-01-29 10:55:00-05:00,3.910842685705962e-05,-0.0011362296167830022,127970.2,3.910842685705962e-05,up,True,10,2
|
||||
up,0.85,0.01,0.02,672.41,670.85,673.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume is relatively stable, suggesting no immediate volatility spikes. Therefore, a cautious upward prediction is made with a high confidence score.",2025-01-29 11:00:00-05:00,3.665985585116216e-05,-0.000506867005704098,111390.2,3.665985585116216e-05,up,True,11,2
|
||||
up,0.85,0.02,0.03,674.69,672.5,676.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical patterns showing VWAP stability or slight increase']","The current market window shows a consistent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical patterns with similar setups have shown a tendency for VWAP to continue rising or stabilize. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:05:00-05:00,3.58465251380502e-05,-4.782292009455902e-05,109486.2,3.58465251380502e-05,up,True,11,2
|
||||
up,0.85,0.02,0.03,672.68,671.5,674.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical patterns showing VWAP stability or slight increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in stable or slightly increasing VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:10:00-05:00,2.910524490812305e-05,-0.00046271084964427667,100752.0,2.910524490812305e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,671.5,670.5,672.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a pattern of continued VWAP increases. The volume is relatively stable, suggesting no immediate volatility spikes. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:15:00-05:00,2.9581189914029693e-05,0.0005567770220379908,93500.6,2.9581189914029693e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,672.58,671.5,673.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a pattern of continued VWAP increases. The volume is relatively stable, suggesting no immediate volatility spikes. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:20:00-05:00,3.200280941512146e-05,0.0009971429529856135,93343.8,3.200280941512146e-05,up,True,11,2
|
||||
up,0.85,0.02,0.03,671.5,670.5,672.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Recent increase in volume with price rise']","The current market window shows a consistent upward trend in VWAP, supported by a recent increase in volume and price stability around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:25:00-05:00,3.744463088517502e-05,0.000544498346965433,103246.6,3.744463088517502e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,671.0,670.5,672.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by consolidation', 'Historical patterns showing similar VWAP increases']","The current market window shows a consistent upward trend in VWAP with the last several intervals maintaining or slightly increasing VWAP values. The price is stable around the MA5 and MA20, indicating a lack of strong downward pressure. Volume spikes followed by consolidation suggest that the market is absorbing the volume without significant price drops. Historical context windows with similar patterns also resulted in slight VWAP increases. Therefore, the prediction is for a continued slight upward movement in VWAP with moderate confidence.",2025-01-29 11:30:00-05:00,4.404069607139016e-05,0.0006019317062364582,108744.8,4.404069607139016e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,671.41,670.5,672.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Recent increase in volume']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by a stable price around the MA5 and MA20. The recent increase in volume suggests a potential continuation of this trend. Historical similar contexts also show a tendency for VWAP to continue moving up. Given these factors, a cautious upward prediction is made with a moderate confidence score. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-29 11:35:00-05:00,4.77566034755017e-05,0.0004560371581313616,120417.6,4.77566034755017e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,671.34,670.5,672.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume is relatively stable, with no significant spikes, suggesting a lack of immediate volatility. Given these factors, a continued slight upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:40:00-05:00,5.1172338324190214e-05,0.00010102783370963264,128756.8,5.1172338324190214e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,673.12,671.5,674.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical pattern of VWAP increase in similar contexts']","The current market window shows a consistent upward movement in VWAP, with the price consistently above both MA5 and MA20, indicating a bullish trend. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in a slight upward movement in VWAP. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:45:00-05:00,5.305336090216661e-05,0.000601727943511654,138547.8,5.305336090216661e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,674.0,672.5,675.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical pattern of VWAP stability after similar conditions']","The current market window shows a consistent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, suggesting strong buying interest. Historical similar contexts also show a pattern of VWAP stability or slight increase following such conditions. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:50:00-05:00,5.228148090602458e-05,0.0006831887724180752,129492.8,5.228148090602458e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,672.87,672.0,673.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:55:00-05:00,4.977479175710675e-05,0.0002424335030812852,122622.8,4.977479175710675e-05,up,True,11,2
|
||||
up,0.85,0.01,0.02,672.95,672.5,673.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:00:00-05:00,5.8998035444013386e-05,0.0005446299826864509,139443.4,5.8998035444013386e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,674.35,672.5,675.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical patterns showing similar VWAP increases']","The current market window shows a consistent upward trend in VWAP with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:05:00-05:00,5.791206157346185e-05,0.0005518590852826022,137633.4,5.791206157346185e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,674.27,673.5,675.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:10:00-05:00,5.616447251266532e-05,0.0003371268583270415,124130.0,5.616447251266532e-05,up,True,12,2
|
||||
up,0.85,0.01,0.02,674.49,673.5,675.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, supporting the price rise, and the historical context windows show similar patterns where VWAP continued to rise. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:15:00-05:00,5.3035711624016546e-05,0.00012477195698490373,116180.6,5.3035711624016546e-05,up,True,12,2
|
||||
up,0.85,0.01,0.02,674.79,673.5,675.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:20:00-05:00,4.061036498875792e-05,-0.0004955568443909264,118706.8,4.061036498875792e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,675.0,674.5,675.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:25:00-05:00,3.541679841834178e-05,-0.0007552366284326317,96760.4,3.541679841834178e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,675.74,675.0,676.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has increased significantly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:30:00-05:00,3.483620919025876e-05,-0.0010597114988388223,91949.4,3.483620919025876e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,675.98,675.0,676.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has increased significantly in the last interval, suggesting strong buying interest. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:35:00-05:00,4.081269675965116e-05,-0.001991630715659637,120164.2,4.081269675965116e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,675.7,675.0,676.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, particularly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:40:00-05:00,4.203284398002216e-05,-0.000751623050800676,137401.8,4.203284398002216e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,675.34,674.5,676.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has increased significantly in the last interval, suggesting strong buying interest. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:45:00-05:00,3.991371052669557e-05,-0.000500779517204647,133348.2,3.991371052669557e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,674.4,673.5,675.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, particularly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:50:00-05:00,3.690406885836772e-05,5.588187276092671e-05,127249.0,3.690406885836772e-05,up,True,12,2
|
||||
up,0.85,0.02,0.03,673.5,672.5,675.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical patterns showing similar VWAP increases']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has increased significantly in the recent interval, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:55:00-05:00,3.297861373169342e-05,0.0013786468755361825,127030.4,3.297861373169342e-05,up,True,12,2
|
||||
up,0.85,0.01,0.02,672.5,671.5,674.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward movement in VWAP with the price stabilizing around the MA5 and MA20, indicating a bullish trend. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 13:00:00-05:00,3.6289167423431135e-05,0.0008671883227350796,113532.6,3.6289167423431135e-05,up,True,13,2
|
||||
up,0.85,0.01,0.02,651.83,650.5,652.5,"['Recent upward VWAP movement', 'Price stability around MA5 and MA20', 'Increased volume in the last interval', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a recent upward movement in VWAP with a stable price around the MA5 and MA20, indicating a potential continuation of the upward trend. The volume has increased significantly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns have also resulted in VWAP increases. Therefore, the prediction is for a continued upward movement in VWAP with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:30:00-05:00,0.00027184040566585743,0.0024678565887091275,283318.6,0.00027184040566585743,up,True,15,0
|
||||
up,0.85,0.01,0.02,651.79,650.5,652.5,"['Consistent upward VWAP movement in recent intervals', 'Price stability around MA5 and MA20', 'Increased volume in the last interval', 'Historical context showing similar patterns leading to VWAP increases']","The current market window shows a consistent upward trend in VWAP over the past several intervals, with the price stabilizing around the MA5 and MA20, indicating a potential continuation of this trend. The volume has increased significantly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns have also resulted in upward VWAP movements. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:35:00-05:00,0.0010325910360920454,0.0057914727022894685,619400.2,0.0010325910360920454,up,True,15,0
|
||||
up,0.85,0.01,0.02,653.69,652.5,654.5,"['Recent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price increase', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a recent upward movement in VWAP, with the price consistently above both MA5 and MA20, indicating a bullish trend. The volume has been increasing, particularly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns have also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:40:00-05:00,0.0013498950716229752,0.0057079734004908955,772660.4,0.0013498950716229752,up,True,15,0
|
||||
up,0.85,0.01,0.02,655.58,653.0,657.0,"['Recent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price increase', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a strong upward trend in both price and VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, suggesting strong buying interest. Historical context windows with similar patterns have resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:45:00-05:00,0.0014482826848756236,0.005722627133878333,807200.0,0.0014482826848756236,up,True,15,0
|
||||
up,0.85,0.02,0.03,655.75,654.5,657.0,"['Consistent upward VWAP movement in recent intervals', 'Increasing volume with price rise', 'MA5 above MA20 indicating bullish trend', 'Price consistently above VWAP']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by rising volume. The MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:50:00-05:00,0.0014355778696615862,0.002272965171118052,865800.6,0.0014355778696615862,up,True,15,0
|
||||
up,0.85,0.02,0.03,656.22,655.5,657.0,"['Consistent upward VWAP movement in recent intervals', 'Increasing volume with price rise', 'MA5 above MA20 indicating bullish trend', 'Price consistently above VWAP']","The current market window shows a strong upward trend in both price and VWAP, with the last several intervals consistently moving up. The volume has been increasing, supporting the price rise, and the MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, the VWAP is expected to continue rising in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:55:00-05:00,0.0007462985971189995,-0.0009816633151071563,823454.2,0.0007462985971189995,up,True,15,0
|
||||
up,0.85,0.02,0.03,660.16,658.0,662.5,"['Consistent upward VWAP movement', 'Increasing volume', 'Price above MA5 and MA20', 'Recent price surge']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by a significant surge in volume, indicating strong buying interest. The price is consistently above both the MA5 and MA20, reinforcing the bullish sentiment. Historical similar contexts also show a pattern of continued VWAP increases following such setups. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-28 09:30:00-05:00,0.00046199416889186606,-0.0004849069779336579,510036.8,0.00046199416889186606,up,True,9,1
|
||||
up,0.85,0.02,0.03,670.85,668.0,673.0,"['Recent strong upward price movement', 'High volume in the last interval', 'Consistent upward VWAP movement', 'MA5 above MA20 indicating bullish trend']","The current market window shows a strong upward price movement with a significant increase in volume, suggesting bullish momentum. The VWAP has been consistently moving up, and the MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also showed continued VWAP increases after such patterns. Given these signals, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-28 09:35:00-05:00,0.00046920449021237154,1.0271882392803855e-05,417237.8,0.00046920449021237154,up,True,9,1
|
||||
up,0.85,0.15,0.02,670.79,668.5,672.5,"['Recent strong upward VWAP movement', 'High volume with price increase', 'MA5 above MA20 indicating bullish trend', 'Consistent VWAP increase in recent intervals']","The current market window shows a strong upward movement in price and VWAP, supported by high volume, indicating strong buying interest. The MA5 is above the MA20, reinforcing the bullish trend. Historical similar contexts also show a continuation of VWAP upward movement after such patterns. Given these signals, a further increase in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-28 09:40:00-05:00,0.00041247788321363554,0.0006219326876320819,404538.6,0.00041247788321363554,up,True,9,1
|
||||
up,0.85,0.05,0.02,671.31,670.0,672.5,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Positive price change trend']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes. Historical similar contexts also indicate a continuation of the upward VWAP movement. The price is consistently above both MA5 and MA20, reinforcing the bullish sentiment. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 09:45:00-05:00,0.0003657292964519554,-0.0008512481023053575,349875.6,0.0003657292964519554,up,True,9,1
|
||||
up,0.85,0.05,0.02,666.08,664.0,668.5,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by significant volume spikes. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-28 09:50:00-05:00,0.000352657864096384,-0.0012293692981339421,333743.8,0.000352657864096384,up,True,9,1
|
||||
up,0.85,0.05,0.02,668.2,666.0,670.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by significant volume spikes. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 09:55:00-05:00,0.0002455794388572241,-0.0021234156360636636,331526.6,0.0002455794388572241,up,True,9,1
|
||||
up,0.85,0.02,0.03,669.5,667.5,671.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by high volume spikes. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a pattern of continued VWAP increases following such setups. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:00:00-05:00,0.0002152151305107597,-0.0005798817334561612,286621.0,0.0002152151305107597,up,True,10,1
|
||||
up,0.85,0.05,0.02,671.31,669.0,673.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Positive price change trend']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by significant volume spikes. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a pattern of continued VWAP increases following such setups. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:05:00-05:00,0.0001977674646056471,-0.001163137252146701,277286.8,0.0001977674646056471,up,True,10,1
|
||||
up,0.85,0.02,0.03,667.72,665.0,670.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume spikes', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, supported by a series of positive price changes and significant volume spikes. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:10:00-05:00,0.00021788477472073353,-0.0010066854917983037,334205.8,0.00021788477472073353,up,True,10,1
|
||||
up,0.85,0.02,0.03,665.5,663.5,668.5,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. This is supported by high volume spikes, suggesting strong buying interest. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:15:00-05:00,0.0001934791059663432,-0.000982501557430543,307376.4,0.0001934791059663432,up,True,10,1
|
||||
up,0.85,0.02,0.03,666.17,664.5,668.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume in recent intervals', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, supported by a series of positive price changes and high trading volumes. The price is above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:20:00-05:00,0.00017144010497488482,-0.00012571268934777335,293436.6,0.00017144010497488482,up,True,10,1
|
||||
up,0.85,0.02,0.03,665.5,664.5,667.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. This is supported by high volume spikes, suggesting strong buying interest. The price is above both the MA5 and MA20, reinforcing the bullish sentiment. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:25:00-05:00,0.00015563878830121558,0.0010939141420340803,269226.0,0.00015563878830121558,up,True,10,1
|
||||
up,0.85,0.02,0.03,666.17,664.5,668.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume with price increase', 'Recent price stability']","The current market window shows a consistent upward trend in VWAP, supported by a strong price increase and high volume, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. The price is above both MA5 and MA20, reinforcing the bullish outlook. Given the recent price stability, a continued upward movement is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:30:00-05:00,0.00011272194486638965,0.0018514009449087654,246672.6,0.00011272194486638965,up,True,10,1
|
||||
up,0.85,0.02,0.03,662.5,661.5,664.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Volume spikes in recent intervals', 'Historical patterns showing similar VWAP increases']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has spiked in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:35:00-05:00,0.0001255740415602169,0.0022454446382303983,165413.6,0.0001255740415602169,up,True,10,1
|
||||
up,0.85,0.02,0.03,663.48,661.5,665.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume in recent intervals', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been relatively high in recent intervals, suggesting strong buying interest. Historical similar contexts also show a tendency for VWAP to continue moving up. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:40:00-05:00,0.00018389577515065536,0.0028693775610238448,196843.2,0.00018389577515065536,up,True,10,1
|
||||
up,0.85,0.02,0.03,663.0,661.5,664.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price stability', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, suggesting strong buying interest, yet the price remains stable, which often precedes further upward movement. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:45:00-05:00,0.00023656656200415904,0.002589610554060623,222873.4,0.00023656656200415904,up,True,10,1
|
||||
up,0.85,0.02,0.03,665.83,664.5,667.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:50:00-05:00,0.00026593195442409234,0.0016778916062946403,246692.4,0.00026593195442409234,up,True,10,1
|
||||
up,0.85,0.02,0.03,665.71,664.5,667.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:55:00-05:00,0.00029306696490422057,0.0018739274916632354,256700.0,0.00029306696490422057,up,True,10,1
|
||||
up,0.85,0.02,0.03,668.41,666.0,670.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 11:00:00-05:00,0.0002663816403958297,-0.00019966439938320923,274437.8,0.0002663816403958297,up,True,11,1
|
||||
up,0.85,0.02,0.03,668.97,667.5,670.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 11:05:00-05:00,0.00023410829785830423,9.16929087840801e-05,247635.0,0.00023410829785830423,up,True,11,1
|
||||
up,0.85,0.02,0.03,673.49,670.0,676.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, particularly in the last interval, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 11:10:00-05:00,0.00021612097403955755,0.00041675873208435466,225942.0,0.00021612097403955755,up,True,11,1
|
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.01,0.02,701.5,700.5,702.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Volume stability with slight increase', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been stable with a slight increase, suggesting healthy market activity. Historical context windows with similar patterns have also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 10:50:00-05:00,4.8064781697443326e-05,0.0001256123201974768,149963.0,4.8064781697443326e-05,up,True,10,4
|
||||
up,0.85,0.01,0.02,699.5,698.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume fluctuations are within a normal range, suggesting no immediate volatility spikes. Therefore, a cautious upward prediction is made with a high confidence score, and the suggested trade levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 10:55:00-05:00,4.351685909748104e-05,-0.00025112076068406486,135296.6,4.351685909748104e-05,up,True,10,4
|
||||
up,0.85,0.01,0.02,700.0,698.5,701.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume is fluctuating but not showing any significant spikes that could indicate a reversal. Therefore, the prediction is for a continued slight upward movement in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:00:00-05:00,4.298917821993209e-05,8.000680237943425e-05,131817.6,4.298917821993209e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,700.84,699.5,702.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant downward trend']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating a slight increase. The price is stabilizing around the MA5 and MA20, suggesting a potential continuation of the upward trend. Although there are fluctuations in volume, there is no significant downward pressure on price or VWAP. Historical similar contexts also show a tendency for VWAP to continue rising. Therefore, the prediction is for a slight upward movement in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:05:00-05:00,4.149782037959904e-05,-0.000457010480423653,131642.2,4.149782037959904e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,699.5,698.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume is relatively stable, suggesting no immediate volatility spikes. Therefore, a cautious upward prediction is made with a high confidence score, and the suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:10:00-05:00,4.4336996526506134e-05,-0.0005644284485425421,139622.6,4.4336996526506134e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,700.6,699.5,701.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume stability with slight increases']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating a slight increase. The price is stable and hovering around the MA5 and MA20, suggesting a consolidation phase before a potential upward breakout. Volume has been relatively stable with slight increases, indicating healthy market activity. Historical similar contexts also show a tendency for VWAP to continue its upward movement. Given these factors, a continued slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:15:00-05:00,4.764044910615661e-05,-2.926248399981457e-06,146893.0,4.764044910615661e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,700.36,699.5,701.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume stability with slight increases']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume is stable with slight increases, suggesting healthy market activity. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:20:00-05:00,5.031855119580486e-05,0.0004511403507908851,155762.6,5.031855119580486e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,700.13,699.5,700.8,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume stability with slight increases']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume, while slightly decreasing, remains stable, suggesting no immediate selling pressure. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:25:00-05:00,4.974696951637325e-05,0.000923836139950257,150515.0,4.974696951637325e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,699.5,698.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume increase in recent intervals', 'Historical pattern of VWAP increase in similar contexts']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has increased in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in a slight VWAP increase. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:30:00-05:00,4.896237920726243e-05,0.0013265614931013414,147394.8,4.896237920726243e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,699.5,698.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume increase in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has increased in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in a slight VWAP increase. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:35:00-05:00,4.6763191756449274e-05,0.00041478562161728627,134910.6,4.6763191756449274e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,698.5,697.5,699.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume increase in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. The volume has increased in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in a slight VWAP increase. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:40:00-05:00,4.546321750664717e-05,-0.00017231645465398682,133829.0,4.546321750664717e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,700.12,699.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a pattern of continued VWAP increases. The volume, while fluctuating, does not show significant spikes that could indicate a reversal. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:45:00-05:00,4.330837920135666e-05,-0.0005983027383938133,123022.2,4.330837920135666e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,701.25,700.5,701.8,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with a slight upward trend']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Despite some volume fluctuations, the overall trend suggests a moderate increase in VWAP with low volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 11:50:00-05:00,3.995163713421679e-05,-0.0013557591993469398,127005.0,3.995163713421679e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,701.91,700.5,702.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume is relatively stable, suggesting no immediate volatility spikes. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 11:55:00-05:00,3.650385499420761e-05,-0.0005986958638157791,120410.4,3.650385499420761e-05,up,True,11,4
|
||||
up,0.85,0.01,0.02,702.5,701.5,703.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by stable prices around the MA5 and MA20. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume is relatively stable, suggesting no immediate volatility spikes. Given these factors, a further slight increase in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:00:00-05:00,3.0196042148822322e-05,-0.0004576941544266466,113582.8,3.0196042148822322e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,701.28,700.5,702.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of volatility and a potential for continued upward movement. Volume fluctuations are present, but there are no significant spikes that would suggest a reversal. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:05:00-05:00,2.824129770151451e-05,-0.0008342368855510651,103441.6,2.824129770151451e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,700.77,700.0,701.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume, while fluctuating, does not show significant spikes that could indicate a reversal. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:10:00-05:00,2.5084165989675e-05,-1.602736701802887e-05,100054.2,2.5084165989675e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,700.23,699.5,701.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, similar to historical windows where VWAP continued to rise. The price is stable around the MA5 and MA20, indicating a lack of volatility and a potential for continued upward movement. Volume fluctuations are present, but there are no significant spikes that would suggest a reversal. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:15:00-05:00,2.432296297039116e-05,-0.0007790432048114526,95359.4,2.432296297039116e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,698.5,698.0,699.0,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume fluctuations suggest no immediate selling pressure, allowing for a potential upward movement in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 12:20:00-05:00,2.7150807036024904e-05,-0.00021308143412182567,103340.0,2.7150807036024904e-05,up,True,12,4
|
||||
up,0.85,0.02,0.03,699.5,698.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with a general upward trend']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Despite some volume fluctuations, the overall trend remains positive. Therefore, a short-term upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:25:00-05:00,2.977712456336823e-05,0.00038051128598909356,112269.0,2.977712456336823e-05,up,True,12,4
|
||||
up,0.85,0.02,0.03,699.5,698.5,700.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume fluctuations suggest no immediate selling pressure, allowing for a potential upward movement. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 12:30:00-05:00,3.052952155918609e-05,-0.00026011791649036,113683.8,3.052952155918609e-05,up,True,12,4
|
||||
up,0.85,0.02,0.03,697.5,696.5,698.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by declines', 'Historical patterns showing similar VWAP increases']","The current market window shows a consistent upward trend in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish sentiment. Despite recent price fluctuations, the VWAP has maintained an upward trajectory, similar to historical patterns where VWAP continued to rise. The volume spikes suggest increased market activity, but the subsequent declines indicate a potential consolidation phase. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:35:00-05:00,2.9845757890001323e-05,0.00047730600272974377,113260.6,2.9845757890001323e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,698.5,697.5,699.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. Despite some volume fluctuations, there are no significant spikes that suggest a reversal. Therefore, the prediction is for a continued slight increase in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 12:40:00-05:00,2.6676601525665866e-05,-0.00028934837586755413,111061.8,2.6676601525665866e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,697.0,696.5,698.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume fluctuations suggest no immediate selling pressure, allowing for a potential upward movement in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 12:45:00-05:00,2.2873145823221197e-05,-0.0006546191877121743,102638.8,2.2873145823221197e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,698.88,698.0,699.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by declines', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price stabilizing around the MA5 and MA20, indicating a potential continuation of this trend. The volume has been fluctuating, with spikes followed by declines, suggesting short-term volatility but overall stability. Historical context windows with similar patterns have resulted in slight VWAP increases. Given these factors, a cautious upward movement in VWAP is expected, with a high confidence score due to the alignment of multiple indicators.",2025-01-31 12:50:00-05:00,2.2566291109138437e-05,-0.0006448172756316761,102862.8,2.2566291109138437e-05,up,True,12,4
|
||||
up,0.85,0.02,0.03,698.95,698.5,699.5,"['Consistent upward VWAP movement', 'Price stability around 698.9', 'Volume fluctuations with no significant downward trend', 'MA5 and MA20 alignment']","The current market window shows a consistent upward trend in VWAP with no significant downward movements, supported by a stable price around 698.9. Historical similar contexts also indicate a continuation of the upward VWAP movement. The volume fluctuations do not suggest a strong reversal, and the alignment of MA5 and MA20 supports a bullish outlook. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence.",2025-01-31 12:55:00-05:00,2.3029919595407566e-05,-0.0009600877077649839,107147.6,2.3029919595407566e-05,up,True,12,4
|
||||
up,0.85,0.01,0.02,697.5,696.5,698.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a consistent upward trend in VWAP, supported by stable prices around the MA5 and MA20, indicating a bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. The volume fluctuations suggest no immediate selling pressure, allowing for a potential upward movement in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-31 13:00:00-05:00,2.393005730649822e-05,-0.0012447742711882426,127902.4,2.393005730649822e-05,up,True,13,4
|
||||
up,0.85,0.02,0.03,680.16,678.5,682.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Positive price change in recent intervals']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing alongside the price, suggesting strong buying interest. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 15:30:00-05:00,0.00016077865490304877,-0.0005218696436019576,435575.4,0.00016077865490304877,up,True,15,2
|
||||
up,0.85,0.02,0.03,680.23,679.5,681.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume with recent price increases', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume is relatively high, suggesting strong buying interest, and the recent price changes have been positive. Historical similar contexts also show a tendency for VWAP to continue moving up. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 15:35:00-05:00,0.0012752841919079771,0.004161702404549827,1080229.0,0.0012752841919079771,up,True,15,2
|
||||
up,0.85,0.02,0.03,678.05,676.5,680.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, supporting the price rise, and the historical context windows show similar patterns where VWAP continued to rise. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 15:40:00-05:00,0.002124719493676097,0.01058593134834554,1350247.6,0.002124719493676097,up,True,15,2
|
||||
up,0.85,0.02,0.03,678.62,678.0,679.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, supporting the price rise, and the historical context windows show similar patterns where VWAP continued to rise. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 15:45:00-05:00,0.0026397495163043017,0.011183941836562739,1513989.6,0.0026397495163043017,up,True,15,2
|
||||
up,0.85,0.02,0.03,676.0,675.0,678.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 15:50:00-05:00,0.0030573183076748056,0.010835814571516167,1623775.8,0.0030573183076748056,up,True,15,2
|
||||
up,0.85,0.02,0.03,675.0,673.5,678.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 15:55:00-05:00,0.0021522185647485648,0.006142498532822227,1618137.0,0.0021522185647485648,up,True,15,2
|
||||
up,0.85,0.02,0.03,676.63,675.5,678.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price rise', 'Historical context showing similar patterns']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been increasing, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 09:30:00-05:00,0.0016019734962602894,0.0002998839704906886,1096012.4,0.0016019734962602894,up,True,9,3
|
||||
up,0.85,0.02,0.03,689.88,688.5,691.5,"['Recent strong upward price movement', 'High volume with significant increase', 'Consistent upward VWAP movement', 'MA5 above MA20 indicating bullish trend']","The current market window shows a strong upward price movement with a significant increase in volume, suggesting strong buying interest. The VWAP has been consistently moving up, and the MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 09:35:00-05:00,0.0012363673433406497,-0.0003874382994210057,875035.2,0.0012363673433406497,up,True,9,3
|
||||
up,0.85,0.02,0.03,705.26,703.0,707.5,"['Recent strong upward price movement', 'High volume with significant increase', 'Consistent upward VWAP movement', 'MA5 above MA20 indicating bullish trend']","The current market window shows a strong upward price movement with a significant increase in volume, suggesting strong buying interest. The VWAP has been consistently moving up, and the MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 09:40:00-05:00,0.0009290182365722655,-0.00046881429125028573,748557.6,0.0009290182365722655,up,True,9,3
|
||||
up,0.85,0.25,0.02,705.94,703.5,708.5,"['Recent strong upward VWAP movement', 'High volume with price increase', 'MA5 above MA20 indicating bullish trend', 'Consistent VWAP increase in recent intervals']","The current market window shows a strong upward movement in both price and VWAP, supported by high volume, indicating strong buying interest. The MA5 is above the MA20, reinforcing the bullish trend. Historical similar contexts also show a pattern of continued VWAP increases following such setups. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 09:45:00-05:00,0.0008126763268490045,-0.0011018666498481544,627926.8,0.0008126763268490045,up,True,9,3
|
||||
up,0.85,0.2,0.15,706.5,704.5,709.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent significant price increase']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes. Historical similar contexts also indicate a continuation of the upward VWAP movement. The price is consistently above both MA5 and MA20, reinforcing the bullish sentiment. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 09:50:00-05:00,0.0005898893135418692,-0.0009711706041415635,579440.6,0.0005898893135418692,up,True,9,3
|
||||
up,0.85,0.15,0.02,706.86,705.5,708.5,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent strong price increase']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes. Historical similar contexts also indicate a continuation of the upward VWAP movement. The price is consistently above both MA5 and MA20, reinforcing the bullish sentiment. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 09:55:00-05:00,0.0005357507024301156,0.00018134827510621343,487108.2,0.0005357507024301156,up,True,9,3
|
||||
up,0.85,0.15,0.02,706.11,704.5,708.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent strong price increase']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes. Historical similar contexts also indicate a continuation of the upward VWAP movement. The price is consistently above both MA5 and MA20, reinforcing the bullish sentiment. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:00:00-05:00,0.000440089005379507,-0.0005762446329305171,431347.4,0.000440089005379507,up,True,10,3
|
||||
up,0.85,0.1,0.15,704.5,703.5,706.5,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The price is above both the MA5 and MA20, suggesting bullish momentum. Additionally, there have been significant volume spikes, indicating strong buying interest. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, the VWAP is likely to continue moving up in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:05:00-05:00,0.00039407709329902785,-0.00026449564095520905,405661.0,0.00039407709329902785,up,True,10,3
|
||||
up,0.85,0.1,0.15,704.5,703.5,706.5,"['Consistent upward VWAP movement', 'High volume with price increase', 'MA5 above MA20 indicating bullish trend', 'Recent price stability around 704-706']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The price has been stable around the 704-706 range, with a significant volume spike in the last interval, suggesting strong buying interest. The MA5 is above the MA20, reinforcing the bullish trend. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:10:00-05:00,0.00033768595168098825,-0.0008478596619360956,352597.2,0.00033768595168098825,up,True,10,3
|
||||
up,0.85,0.05,0.02,703.75,702.5,705.0,"['Consistent upward VWAP movement', 'High volume with price increase', 'MA5 above MA20 indicating bullish trend', 'Recent price stability around 703.75']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The price has been stable around 703.75, with a recent high volume suggesting strong buying interest. The MA5 is above the MA20, reinforcing the bullish trend. Historical similar contexts also show a tendency for VWAP to continue rising. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:15:00-05:00,0.00027036730308904744,-0.0030040388785480265,352340.0,0.00027036730308904744,up,True,10,3
|
||||
up,0.85,0.05,0.02,703.0,701.5,705.0,"['Consistent upward VWAP movement', 'High volume with price increase', 'MA5 above MA20 indicating bullish trend', 'Recent price stability around 703-706']","The current market window shows a consistent upward trend in VWAP with the last several intervals all indicating an increase. The price has been stable around the 703-706 range, with a significant volume spike in the last interval, suggesting strong buying interest. The MA5 is above the MA20, reinforcing the bullish trend. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:20:00-05:00,0.000245664669478729,-0.003729256400066827,363806.6,0.000245664669478729,up,True,10,3
|
||||
up,0.85,0.05,0.02,705.35,703.5,707.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume with increasing trend', 'Positive price change in recent intervals']","The current market window shows a consistent upward trend in VWAP, supported by a series of positive price changes and high trading volumes. The price is above both the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:25:00-05:00,0.00018654010330215742,-0.004200094480346556,421080.0,0.00018654010330215742,up,True,10,3
|
||||
up,0.85,0.03,0.02,703.0,701.5,705.0,"['Consistent upward VWAP movement', 'High volume spikes', 'Price above MA5 and MA20', 'Recent price increase']","The current market window shows a strong upward trend in VWAP with consistent increases over the past several intervals, supported by significant volume spikes. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a pattern of continued VWAP increases. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:30:00-05:00,0.00015327592053016037,-0.0045540645209825314,469911.2,0.00015327592053016037,up,True,10,3
|
||||
up,0.85,0.03,0.02,703.0,701.5,705.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume with recent price increase', 'Positive price change trend']","The current market window shows a consistent upward trend in VWAP, supported by a series of positive price changes and high trading volumes. The price is above both the MA5 and MA20, indicating a bullish trend. Historical similar contexts also show a continuation of the upward VWAP movement. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 10:35:00-05:00,6.60299738628467e-05,-0.005214626629345104,545860.4,6.60299738628467e-05,up,True,10,3
|
||||
up,0.85,0.03,0.02,700.5,698.5,703.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'High volume with recent price increase', 'Historical context showing similar upward VWAP movements']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both the MA5 and MA20, indicating strong bullish momentum. The volume is relatively high, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, the VWAP is expected to continue its upward trajectory in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:40:00-05:00,-3.5518388758593034e-05,-0.005124174396576114,594690.6,-3.5518388758593034e-05,up,True,10,3
|
||||
up,0.85,0.03,0.02,696.5,694.5,698.5,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Volume spikes in recent intervals', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been relatively high, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:45:00-05:00,-0.00014931570519180482,-0.00514853689095876,642673.2,-0.00014931570519180482,up,True,10,3
|
||||
up,0.85,0.02,0.03,692.9,690.0,695.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Volume spikes in recent intervals', 'Historical context showing similar patterns leading to VWAP increases']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. The volume has been relatively high, suggesting strong buying interest. Historical context windows with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:50:00-05:00,-0.00017821283772823104,-0.0015941141644262302,640292.0,-0.00017821283772823104,up,True,10,3
|
||||
up,0.85,0.02,0.03,691.0,688.5,694.0,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume with price decline', 'Historical pattern of VWAP increase after similar conditions']","The current market window shows a consistent upward trend in VWAP, with the price consistently above both MA5 and MA20, indicating bullish momentum. Despite recent price declines, the volume has been increasing, suggesting strong buying interest. Historical patterns with similar conditions have also shown a tendency for VWAP to continue rising. Therefore, the prediction is for a continued upward movement in VWAP with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 10:55:00-05:00,-0.00015385654645905245,0.0009384126437823603,613761.6,-0.00015385654645905245,down,False,10,3
|
||||
up,0.75,0.02,0.03,688.29,686.0,690.5,"['Consistent upward VWAP movement', 'Price stability around MA5 and MA20', 'Volume spikes followed by consolidation', 'Historical context showing similar patterns leading to VWAP increase']","The current market window shows a consistent upward trend in VWAP, supported by a stable price around the MA5 and MA20, indicating a bullish sentiment. The volume spikes followed by consolidation suggest strong buying interest, which is likely to push the VWAP higher. Historical context windows with similar patterns also resulted in VWAP increases. Therefore, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-30 11:00:00-05:00,-8.654257687101818e-05,0.0035163600752134705,559843.6,-8.654257687101818e-05,down,False,11,3
|
||||
down,0.75,-0.02,0.03,682.0,685.0,679.0,"['Consistent downward price movement', 'VWAP trending downwards', 'MA5 below MA20', 'High volume with decreasing price']","The current market window shows a consistent downward trend in price, with the VWAP also trending downwards. The MA5 is below the MA20, indicating a bearish trend. Volume has been high, yet prices are decreasing, suggesting selling pressure. Historical similar contexts also showed a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 11:05:00-05:00,5.238958852821218e-06,0.004401191082676004,510761.6,5.238958852821218e-06,down,True,11,3
|
||||
down,0.75,-0.02,0.03,678.5,681.0,675.5,"['Consistent downward price movement', 'VWAP trending downwards', 'MA5 below MA20', 'High volume with decreasing price']","The current market window shows a consistent downward trend in price with the VWAP also trending downwards, indicating bearish momentum. The MA5 is below the MA20, reinforcing the bearish signal. Historical similar contexts also show a tendency for VWAP to continue decreasing after such patterns. The volume is relatively high, suggesting strong selling pressure. Given these factors, a short position is recommended with a high confidence score.",2025-01-30 11:10:00-05:00,3.0915356979022146e-05,0.002100488666666789,425274.0,3.0915356979022146e-05,down,True,11,3
|
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,current_vwap,current_price,predicted_vwap,predicted_price,actual_next_vwap,actual_next_price,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
down,0.85,-0.01,0.02,686.5,688.0,685.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:30:00-05:00,697.1974936190093,685.9600219726562,690.2255186828191,679.1004217529297,697.0463600394921,686.760009765625,-0.0002484411757930627,0.000876361035427986,321471.0,-0.0002484411757930627,down,True,15,4
|
||||
down,0.85,-0.02,0.03,685.5,687.0,684.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in further VWAP declines. Given these factors, a continued downward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:35:00-05:00,697.0463600394921,686.760009765625,683.1054328387023,673.0248095703125,696.8987935702866,687.5050048828125,-0.00026068739523795365,0.0008068824199469748,344973.25,-0.00026068739523795365,down,True,15,4
|
||||
down,0.85,-0.02,0.03,686.76,688.0,685.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Given these factors, a further decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:40:00-05:00,696.8987935702866,687.5050048828125,682.9608176988808,673.7549047851562,696.8005264426521,688.0399780273438,-0.0003205279376347625,0.0008212550844322042,377708.0,-0.0003205279376347625,down,True,15,4
|
||||
down,0.85,-0.02,0.03,687.51,688.5,686.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 15:45:00-05:00,696.8005264426521,688.0399780273438,682.864515913799,674.2791784667969,696.6421877944183,687.977783203125,-0.0004138191809430758,0.00173290437008089,477075.0,-0.0004138191809430758,down,True,15,4
|
||||
down,0.85,-0.02,0.03,688.04,689.5,686.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 15:50:00-05:00,696.6421877944183,687.977783203125,682.7093440385299,674.2182275390625,696.3539038948549,689.1699829101562,,,659297.0,,down,True,15,4
|
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|
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
|
||||
up,0.85,0.02,0.03,123.01,122.8,123.3,"['Consistent VWAP stability', 'Price recovery after dips', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP stability with no significant downward movement, despite recent price fluctuations. Historical similar contexts also indicate a pattern of VWAP stability followed by slight upward movements. The price has shown a recovery after recent dips, and the volume spikes suggest increased market activity, which often precedes a price correction or stabilization. The alignment of MA5 and MA20 indicates a potential for upward movement. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence.",2025-01-31 14:30:00-05:00,-1.1105583570952815e-05,-0.00036670688996370826,3966618.2,-1.1105583570952815e-05,down,False,14,4
|
||||
down,0.85,-0.02,0.03,122.95,123.2,122.7,"['Consistent VWAP stability', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change trend']","The current market window shows a consistent pattern of VWAP stability despite price fluctuations, with the price consistently below both MA5 and MA20, indicating a bearish trend. Historical similar contexts also show a tendency for VWAP to remain stable or decline after such patterns. The recent high volume spikes followed by declines suggest a lack of sustained buying pressure, reinforcing the likelihood of a downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 14:35:00-05:00,-1.3211186807970954e-05,-0.0013505399265902884,4008056.0,-1.3211186807970954e-05,down,True,14,4
|
||||
down,0.85,-0.01,0.02,122.06,122.5,121.8,"['Consistent VWAP stability', 'Price below MA5 and MA20', 'Increasing volume with decreasing price', 'Recent VWAP movement downwards']","The current market window shows a consistent pattern of VWAP stability despite a downward price trend, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical similar contexts also show a tendency for VWAP to move downwards after such patterns. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 14:40:00-05:00,-1.6355316440536116e-05,-0.0020723591667192176,3979996.8,-1.6355316440536116e-05,down,True,14,4
|
||||
down,0.85,-0.01,0.02,121.76,122.0,121.5,"['Consistent downward price movement', 'VWAP stability', 'Increasing volume with price decline', 'MA5 below MA20 indicating bearish trend']","The current market window shows a consistent downward price movement with increasing volume, suggesting strong selling pressure. The VWAP has remained stable despite the price decline, indicating that the average price is not yet reflecting the recent bearish sentiment. The MA5 is below the MA20, reinforcing the bearish trend. Historical similar contexts also show a tendency for VWAP to continue declining after such patterns. Therefore, a short position is recommended with a high confidence score.",2025-01-31 14:45:00-05:00,-1.7417326629548535e-05,-0.0016428595591938544,3727302.6,-1.7417326629548535e-05,down,True,14,4
|
||||
down,0.85,-0.01,0.02,121.99,122.5,121.5,"['Consistent downward VWAP movement in the current window', 'Price below MA5 and MA20', 'Increasing volume with decreasing price', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 14:50:00-05:00,-2.091489299663185e-05,-0.002395369174461204,3443378.4,-2.091489299663185e-05,down,True,14,4
|
||||
down,0.85,-0.01,0.02,121.67,122.0,121.5,"['Consistent downward VWAP movement in the current window', 'High volume with decreasing price', 'MA5 below MA20 indicating bearish trend', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent downward trend in VWAP with increasing volume, indicating strong selling pressure. The MA5 is below the MA20, reinforcing the bearish sentiment. Historical context windows with similar patterns also resulted in a VWAP decline. Given these factors, a further decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 14:55:00-05:00,-2.486659837508398e-05,-0.0014892089767824246,3764308.4,-2.486659837508398e-05,down,True,14,4
|
||||
down,0.85,-0.01,0.02,121.88,122.2,121.5,"['Consistent downward VWAP movement in the current window', 'Price below MA5 and MA20', 'Increasing volume with decreasing price', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:00:00-05:00,-3.436527654482324e-05,-0.0018026217797618704,4374939.0,-3.436527654482324e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,121.1,121.5,120.8,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with price decline', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 15:05:00-05:00,-3.734786866232964e-05,-0.0016223424151536048,4319943.8,-3.734786866232964e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,120.98,121.5,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-31 15:10:00-05:00,-4.739785719892753e-05,-0.002232944670081144,4875779.2,-4.739785719892753e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,120.87,121.5,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:15:00-05:00,-5.6296059507715546e-05,-0.0024592079449161086,5438904.0,-5.6296059507715546e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,120.7,121.0,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing price', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decrease, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:20:00-05:00,-5.773196464137209e-05,-0.0002619766647307953,5975408.0,-5.773196464137209e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,120.38,120.7,120.1,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns leading to VWAP decline']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:25:00-05:00,-6.568851761662442e-05,-7.3850472906700215e-06,6071295.8,-6.568851761662442e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,120.1,120.5,119.8,"['Consistent downward VWAP movement', 'High volume spikes', 'Price below MA5 and MA20', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is supported by high volume spikes, suggesting strong selling pressure. The price is consistently below both the MA5 and MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:30:00-05:00,-7.323656447572047e-05,0.0007582907332427669,7441712.2,-7.323656447572047e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,120.09,120.5,119.8,"['Consistent downward VWAP movement', 'High volume spikes', 'Price below MA5 and MA20', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical windows where VWAP continued to decline. The price is consistently below both MA5 and MA20, indicating bearish momentum. Volume spikes suggest strong selling pressure, reinforcing the likelihood of further VWAP decline. Given these factors, a short position is recommended with a high confidence score.",2025-01-31 15:35:00-05:00,-7.373007266053833e-05,0.002236663449870798,7803683.25,-7.373007266053833e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,119.5,120.0,119.0,"['Consistent downward VWAP movement', 'High volume spikes', 'Price below MA5 and MA20', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is supported by high volume spikes, suggesting strong selling pressure. The price is consistently below both the MA5 and MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:40:00-05:00,-7.766438293643763e-05,8.40551292500269e-05,8379944.666666667,-7.766438293643763e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,119.2,119.8,118.5,"['Consistent downward VWAP movement', 'High volume spikes', 'Price below MA5 and MA20', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is supported by high volume spikes, suggesting strong selling pressure. The price is consistently below both the MA5 and MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:45:00-05:00,-9.199469121468073e-05,-0.000664586920471999,8910146.0,-9.199469121468073e-05,down,True,15,4
|
||||
down,0.85,-0.01,0.02,119.98,120.5,119.5,"['Consistent downward VWAP movement', 'High volume spikes', 'Price below MA5 and MA20', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is supported by high volume spikes, suggesting strong selling pressure. The price is consistently below both the MA5 and MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:50:00-05:00,,,10448123.0,,down,True,15,4
|
||||
down,0.85,-0.01,0.02,119.57,119.8,119.3,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price recoveries, the overall trend remains negative, supported by volume fluctuations that do not lead to significant price increases. Therefore, a short position is recommended with a high confidence score.",2025-01-30 12:40:00-05:00,-2.033845366850029e-05,0.0004390174834406624,2020659.0,-2.033845366850029e-05,down,True,12,3
|
||||
down,0.85,-0.01,0.02,119.66,119.8,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price fluctuations, the overall trend remains negative, supported by volume changes that do not lead to significant price recoveries. Therefore, a short position is recommended with a high confidence score.",2025-01-30 12:45:00-05:00,-1.9256507522241728e-05,-0.00017622634425992767,1893607.6,-1.9256507522241728e-05,down,True,12,3
|
||||
down,0.85,-0.01,0.02,119.81,120.1,119.5,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 below MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and moving averages (MA5 below MA20), indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price recoveries, the overall trend remains negative, supported by volume fluctuations that do not lead to significant price increases. Therefore, a short position is recommended with a high confidence score, expecting a slight further decline in VWAP.",2025-01-30 12:50:00-05:00,-1.8565567507483616e-05,-0.00048766468468477986,1814564.2,-1.8565567507483616e-05,down,True,12,3
|
||||
down,0.85,-0.01,0.02,120.02,120.5,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price recoveries, the overall trend remains negative, supported by volume fluctuations that do not lead to significant price increases. Therefore, a short position is recommended with a high confidence score.",2025-01-30 12:55:00-05:00,-1.7137754184742837e-05,-0.00012052560312877936,1795267.2,-1.7137754184742837e-05,down,True,12,3
|
||||
down,0.85,-0.01,0.02,120.0,120.5,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Decreasing volume trend', 'Historical pattern of similar VWAP movements']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been decreasing, suggesting a lack of strong buying interest to reverse the trend. Historical context windows with similar patterns also resulted in a continued downward VWAP movement. Therefore, the prediction is for a slight further decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:00:00-05:00,-2.0131370320114472e-05,-0.0011369023615181162,1772795.2,-2.0131370320114472e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.79,120.1,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price fluctuations, the overall trend remains negative, supported by volume changes that do not indicate a strong recovery. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-30 13:05:00-05:00,-2.1842133486382753e-05,-0.0005622726115864229,1828180.6,-2.1842133486382753e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,120.02,120.5,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively high, yet the price is not recovering, suggesting selling pressure. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:10:00-05:00,-2.292063227046781e-05,-0.0003288530628820785,1904476.6,-2.292063227046781e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.93,120.1,119.7,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Decreasing volume trend', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been decreasing, suggesting a lack of strong buying interest to push prices higher. Historical context windows with similar patterns also resulted in a continued downward VWAP movement. Therefore, the prediction is for a slight further decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:15:00-05:00,-2.4882873714410225e-05,-0.00032685698720494316,2087009.0,-2.4882873714410225e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.77,120.1,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations with no significant upward price movement']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price fluctuations, there is no significant upward movement to suggest a reversal. The volume is relatively stable, with no spikes to indicate strong buying pressure. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:20:00-05:00,-2.2364121224471845e-05,0.00045997643683018397,2038585.8,-2.2364121224471845e-05,down,True,13,3
|
||||
down,0.85,-0.0,0.01,119.74,120.0,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price fluctuations, the overall trend remains negative, supported by volume changes that do not lead to significant price recoveries. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-30 13:25:00-05:00,-2.2828216342862806e-05,1.0593598970237705e-05,1996581.0,-2.2828216342862806e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.47,119.75,119.2,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Increasing volume with decreasing price', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:30:00-05:00,-2.4100198820403707e-05,0.001080830032221869,2186346.0,-2.4100198820403707e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.67,119.8,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price fluctuations, the overall trend remains negative, supported by volume changes that do not lead to significant price recoveries. Therefore, a short position is recommended with a high confidence score.",2025-01-30 13:35:00-05:00,-2.3087681893685374e-05,0.0019233395217684301,2471736.6,-2.3087681893685374e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.61,119.8,119.4,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price fluctuations, the overall trend remains negative, supported by volume changes that do not indicate a strong recovery. Therefore, a short position is recommended with a high confidence score.",2025-01-30 13:40:00-05:00,-2.3485480550117233e-05,0.0024986683684428135,2664183.2,-2.3485480550117233e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.58,119.75,119.4,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Increasing volume with decreasing price']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating bearish momentum. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-30 13:45:00-05:00,-2.1227856771582898e-05,0.003491376318579875,3109246.2,-2.1227856771582898e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.69,119.8,119.5,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'Increasing volume with decreasing price']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP, indicating bearish sentiment. The MA5 and MA20 are both trending downwards, reinforcing the bearish outlook. Additionally, the volume has been increasing while the price decreases, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:50:00-05:00,-1.803582256759695e-05,0.0022625874997778683,3310989.2,-1.803582256759695e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,119.67,119.8,119.5,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'Increasing volume with decreasing price']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP, indicating bearish sentiment. The MA5 and MA20 are both trending downwards, reinforcing the bearish outlook. Additionally, the volume has been increasing while the price decreases, suggesting strong selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 13:55:00-05:00,-1.4707977744915501e-05,0.001735896568241857,3325258.6,-1.4707977744915501e-05,down,True,13,3
|
||||
down,0.85,-0.01,0.02,120.13,120.3,119.9,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'High volume spikes with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and both MA5 and MA20 trending downwards. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes in the recent intervals suggest increased selling pressure without significant price recovery, indicating potential for further VWAP decline. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-30 14:00:00-05:00,-1.2376172661032747e-05,0.0011575109372735648,3303789.8,-1.2376172661032747e-05,down,True,14,3
|
||||
down,0.85,-0.01,0.02,120.5,120.7,120.3,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'High volume spikes followed by declines']","The current market window shows a consistent pattern of downward VWAP movement, with the price consistently below the VWAP. Historical similar contexts also indicate a continuation of the downward trend. The MA5 and MA20 are both trending downwards, reinforcing the bearish sentiment. Despite recent price increases, the overall volume trend is declining, suggesting a lack of strong buying pressure. Given these factors, a short position is recommended with a high confidence score.",2025-01-30 14:05:00-05:00,-1.1987511837202591e-05,-0.00018395798053358337,3252642.0,-1.1987511837202591e-05,down,True,14,3
|
||||
down,0.85,-0.01,0.02,120.89,121.1,120.5,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 below MA20', 'High volume with no significant price increase']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and moving averages (MA5 below MA20), indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite recent price increases, the high volume without a significant price increase suggests selling pressure. Therefore, a short position is recommended with a high confidence score.",2025-01-30 14:10:00-05:00,-1.039821664838847e-05,0.0008252444372939538,3038746.6,-1.039821664838847e-05,down,True,14,3
|
||||
down,0.85,-0.01,0.02,121.35,121.7,120.9,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'High volume with no significant price increase']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and both MA5 and MA20 trending downwards. Despite high volume, there has been no significant price increase, indicating a lack of buying pressure to push the price above the VWAP. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:15:00-05:00,-9.133096663754836e-06,0.0008860954876402094,3055990.0,-9.133096663754836e-06,down,True,14,3
|
||||
down,0.85,-0.01,0.02,121.22,121.5,120.9,"['Consistent downward VWAP movement', 'Price below VWAP', 'High volume with no significant price increase', 'MA5 below MA20 indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP, indicating bearish sentiment. Despite high volume, there has been no significant price increase, suggesting that the selling pressure is strong. The MA5 is below the MA20, reinforcing the bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:20:00-05:00,-6.385705105249606e-06,0.0016292766855798557,3316642.8,-6.385705105249606e-06,down,True,14,3
|
||||
down,0.85,-0.01,0.02,121.34,121.6,121.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with no significant price increase']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Despite high volume, the price has not increased significantly, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:25:00-05:00,-2.4136902281313155e-06,0.002321466483431789,3453906.0,-2.4136902281313155e-06,down,True,14,3
|
||||
down,0.85,-0.01,0.02,121.46,121.7,121.2,"['Consistent downward VWAP movement', 'Price above MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP despite the price being above both MA5 and MA20, indicating potential weakness. Historical similar contexts also show a continuation of the downward VWAP movement. The high volume suggests strong market activity, but the decreasing VWAP indicates a lack of upward momentum. Therefore, a short position is recommended with a high confidence score.",2025-01-30 14:30:00-05:00,-4.088709102956223e-07,0.0013553859573062765,3461728.6,-4.088709102956223e-07,down,True,14,3
|
||||
down,0.85,-0.01,0.02,121.26,121.5,121.0,"['Consistent downward VWAP movement', 'Price below VWAP', 'High volume with no significant price increase', 'MA5 below MA20 indicating bearish trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP, indicating bearish sentiment. The volume is relatively high, yet there is no significant price increase, suggesting selling pressure. The MA5 is below the MA20, reinforcing the bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:35:00-05:00,2.972359205322128e-06,0.0019086123862724347,3621554.0,2.972359205322128e-06,down,True,14,3
|
||||
down,0.85,-0.01,0.02,121.62,121.8,121.4,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'High volume with no significant price increase']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and both MA5 and MA20 trending downwards. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively high, yet the price has not increased significantly, indicating selling pressure. Given these factors, a further slight decrease in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:40:00-05:00,3.8077213102560847e-06,0.00037551298994609184,3848711.8,3.8077213102560847e-06,up,False,14,3
|
||||
down,0.85,-0.01,0.02,121.77,122.0,121.5,"['Consistent downward VWAP movement', 'Price below VWAP', 'MA5 and MA20 trending downwards', 'High volume with no significant price increase']","The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and both MA5 and MA20 trending downwards. Despite high volume, there has been no significant price increase, indicating a lack of buying pressure to push the price above the VWAP. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-30 14:45:00-05:00,4.250030789965109e-06,0.0004208182623476886,3579942.4,4.250030789965109e-06,up,False,14,3
|
||||
up,0.85,0.01,0.02,122.25,121.9,122.6,"['Recent price increase', 'High volume', 'MA5 and MA20 trending upwards', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 and MA20 are both trending upwards, reinforcing the likelihood of continued price increases. Historical similar contexts also show a pattern of VWAP moving up after such conditions. Given these factors, a VWAP increase is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected upward movement while managing risk.",2025-01-30 14:50:00-05:00,7.598956358378928e-06,0.0013694307322825727,3733361.2,7.598956358378928e-06,up,True,14,3
|
||||
down,0.85,-0.03,0.02,117.78,118.1,117.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes with price drops', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes during price drops suggest strong selling pressure. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:30:00-05:00,-0.0004618761371477931,0.0004015786495789042,10871103.0,-0.0004618761371477931,down,True,15,0
|
||||
down,0.85,-0.03,0.02,118.01,118.5,117.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes with price drops', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes during price drops suggest strong selling pressure. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-27 15:35:00-05:00,-0.0007724831291251733,0.0018360299301028449,21814109.6,-0.0007724831291251733,down,True,15,0
|
||||
down,0.85,-0.03,0.02,118.32,118.6,117.8,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes with price drops', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes in the last few intervals, particularly with significant price drops, suggest strong selling pressure. Historical context windows with similar patterns also resulted in continued VWAP declines. Given these factors, a further decrease in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:40:00-05:00,-0.0008368222358340616,-0.0008603218702385174,23515413.4,-0.0008368222358340616,down,True,15,0
|
||||
down,0.85,-0.03,0.02,118.39,118.6,118.1,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes with price drops', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume spikes in the recent intervals suggest strong selling pressure, which is likely to continue. Historical context windows with similar patterns also resulted in further VWAP declines. Given these factors, a continued downward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:45:00-05:00,-0.0009102650864117601,-0.00226799673535355,25672110.6,-0.0009102650864117601,down,True,15,0
|
||||
down,0.85,-0.03,0.02,118.43,118.6,118.2,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Given these factors, a short position is recommended with a high confidence score.",2025-01-27 15:50:00-05:00,-0.0008127557967012589,-0.0004989342783458528,25826439.2,-0.0008127557967012589,down,True,15,0
|
||||
down,0.85,-0.03,0.02,118.29,118.5,118.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with negative price change', 'Historical context showing similar patterns']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price change is negative, suggesting selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-27 15:55:00-05:00,-0.000494788303688487,-0.0018219057098250446,23609766.4,-0.000494788303688487,down,True,15,0
|
||||
down,0.85,-0.03,0.02,118.51,118.7,118.3,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes with no significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent volume spikes suggest increased selling pressure without significant price recovery, reinforcing the likelihood of further VWAP decline. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk.",2025-01-28 09:30:00-05:00,-0.00039480135114244863,0.003651531564469207,13482136.4,-0.00039480135114244863,down,True,9,1
|
||||
down,0.85,-0.05,0.02,119.26,119.5,119.0,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is significantly high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-28 09:35:00-05:00,-0.00023200292226610575,0.006230373535265343,12494869.2,-0.00023200292226610575,down,True,9,1
|
||||
down,0.85,-0.05,0.02,118.01,118.5,117.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score, targeting a further decline in VWAP.",2025-01-28 09:40:00-05:00,-0.00019187633714637387,0.0015008123481742297,10822143.2,-0.00019187633714637387,down,True,9,1
|
||||
down,0.85,-0.05,0.02,117.21,117.5,116.9,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains negative. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-28 09:45:00-05:00,-0.0001437782126185172,0.00347966081092671,9867403.2,-0.0001437782126185172,down,True,9,1
|
||||
down,0.85,-0.05,0.02,118.26,118.5,117.9,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains negative. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-28 09:50:00-05:00,-0.00012262289733838694,0.0006371805350520177,9315425.4,-0.00012262289733838694,down,True,9,1
|
||||
down,0.85,-0.03,0.02,118.38,118.6,118.1,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change in recent intervals']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score.",2025-01-28 09:55:00-05:00,-9.785384420635257e-05,0.0017212457828289507,8547930.4,-9.785384420635257e-05,down,True,9,1
|
||||
down,0.85,-0.03,0.02,119.73,120.0,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change in recent intervals']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score.",2025-01-28 10:00:00-05:00,-3.440849661978662e-05,0.005870285938423814,8017353.0,-3.440849661978662e-05,down,True,10,1
|
||||
down,0.85,-0.02,0.03,120.15,120.5,119.8,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change trend']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a pattern of continued VWAP decline. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains negative. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline.",2025-01-28 10:05:00-05:00,-1.65272862838739e-05,0.002102751080511056,7541500.0,-1.65272862838739e-05,down,True,10,1
|
||||
down,0.85,-0.02,0.03,118.96,119.5,118.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change in recent intervals']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest a lack of sustained buying pressure, reinforcing the likelihood of further VWAP decline. Given these factors, a short position is recommended with a high confidence score.",2025-01-28 10:10:00-05:00,4.171684318265978e-06,0.002722155113915603,7181643.2,4.171684318265978e-06,down,True,10,1
|
||||
down,0.85,-0.02,0.03,120.02,120.5,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change in recent intervals']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score.",2025-01-28 10:15:00-05:00,1.8478228034357613e-06,-0.0006885408822614181,6745212.4,1.8478228034357613e-06,down,True,10,1
|
||||
down,0.85,-0.02,0.03,120.03,120.5,119.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume spikes followed by declines', 'Negative price change in recent intervals']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The recent high volume spikes followed by declines suggest potential volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score.",2025-01-28 10:20:00-05:00,-1.9979873125353098e-05,-0.003212260343269935,6384070.4,-1.9979873125353098e-05,up,False,10,1
|
||||
down,0.85,-0.01,0.02,120.97,121.5,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a slight further decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:25:00-05:00,-3.9799378790228435e-05,-0.003086531307006035,5999035.6,-3.9799378790228435e-05,down,True,10,1
|
||||
up,0.75,0.01,0.02,121.77,121.5,122.0,"['Recent price increase', 'Stable VWAP', 'Volume increase', 'MA5 crossing above MA20']","The current market window shows a recent price increase with a stable VWAP, indicating potential upward momentum. The volume has increased significantly, suggesting strong buying interest. The MA5 is crossing above the MA20, a bullish signal. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Given these factors, a short-term upward movement in VWAP is expected with moderate confidence.",2025-01-28 10:30:00-05:00,-4.748488971872966e-05,-0.001290507738904767,5632995.6,-4.748488971872966e-05,up,True,10,1
|
||||
down,0.85,-0.01,0.02,121.03,121.5,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-28 10:35:00-05:00,-4.19792108145578e-05,0.0010321734695477869,5443540.6,-4.19792108145578e-05,down,True,10,1
|
||||
up,0.75,0.01,0.02,121.33,120.8,121.8,"['Recent price increase', 'Stable VWAP', 'Volume increase in the last interval', 'MA5 crossing above MA20']","The current market window shows a recent price increase with a stable VWAP, indicating potential upward momentum. The volume has increased in the last interval, suggesting strong buying interest. Additionally, the MA5 is crossing above the MA20, a bullish signal. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Therefore, a VWAP increase is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:40:00-05:00,-3.399299373943454e-05,0.0013143328130408582,5404037.4,-3.399299373943454e-05,down,False,10,1
|
||||
down,0.85,-0.01,0.02,120.63,121.0,120.3,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a slight further decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:45:00-05:00,-1.740282456016984e-05,0.002138816831984691,5314466.0,-1.740282456016984e-05,down,True,10,1
|
||||
down,0.85,-0.01,0.02,120.21,120.5,119.8,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. The volume is relatively high, yet the VWAP is not increasing, suggesting selling pressure. Therefore, a short position is recommended with a high confidence score.",2025-01-28 10:50:00-05:00,-1.3217775769458484e-05,0.0005941043180521244,4978547.4,-1.3217775769458484e-05,down,True,10,1
|
||||
down,0.85,-0.01,0.02,119.54,120.0,119.2,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-28 10:55:00-05:00,-1.2194132814113967e-05,0.00019938277667330695,4672412.4,-1.2194132814113967e-05,down,True,10,1
|
||||
down,0.85,-0.01,0.02,120.69,121.0,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'High volume with decreasing VWAP']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the VWAP continues to decline, suggesting selling pressure. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-28 11:00:00-05:00,-1.2789046080902144e-05,-0.00013014020133123028,4656576.4,-1.2789046080902144e-05,down,True,11,1
|
||||
down,0.85,-0.01,0.02,121.12,121.5,120.8,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price recoveries, the overall trend remains negative, supported by volume fluctuations that do not lead to significant price increases. Therefore, a short position is recommended with a high confidence score.",2025-01-28 11:05:00-05:00,-3.9310565269901065e-06,0.001877499576857261,4532781.4,-3.9310565269901065e-06,down,True,11,1
|
||||
down,0.85,-0.01,0.02,120.83,121.2,120.5,"['Consistent downward VWAP movement', 'Price below MA5 and MA20', 'Volume fluctuations without significant price recovery']","The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of the downward VWAP movement. Despite some price recoveries, the overall trend remains negative, supported by volume fluctuations that do not lead to significant price increases. Therefore, a short position is recommended with a high confidence score.",2025-01-28 11:10:00-05:00,1.335565333682176e-05,0.0025192835865591456,5023880.6,1.335565333682176e-05,down,True,11,1
|
||||
down,0.85,-0.01,0.02,123.19,123.5,122.8,"['Consistent downward price movement', 'VWAP stability', 'High volume spikes with price drops', 'MA5 below MA20 indicating bearish trend']","The current market window shows a consistent downward price movement with the last several intervals all showing price declines, despite a stable VWAP. This is coupled with high volume spikes, particularly in the last interval, suggesting strong selling pressure. The MA5 is below the MA20, reinforcing the bearish trend. Historical similar contexts also show a tendency for VWAP to move down after such patterns. Given these factors, a short position is recommended with a high confidence score.",2025-01-29 10:50:00-05:00,3.945259424209535e-06,4.116385981856041e-06,4538481.0,3.945259424209535e-06,up,False,10,2
|
||||
up,0.75,0.01,0.02,123.19,122.5,123.8,"['Recent VWAP stability', 'Price recovery after a dip', 'Volume spikes in recent intervals', 'Historical pattern of VWAP increase after similar conditions']","The current market window shows a recent price recovery after a dip, with VWAP stability and volume spikes, indicating potential upward movement. Historical patterns with similar conditions suggest a likelihood of VWAP increase. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 10:55:00-05:00,6.138428835122944e-06,0.0010222187601988675,4391038.0,6.138428835122944e-06,up,True,10,2
|
||||
down,0.75,-0.01,0.02,122.68,123.0,122.5,"['Consistent VWAP stability', 'Price below MA5 and MA20', 'High volume spikes with price drops', 'Recent VWAP movement downwards']","The current market window shows a consistent pattern of VWAP stability with recent price drops, indicating a potential continuation of this trend. The price is below both MA5 and MA20, suggesting bearish momentum. Historical similar contexts also show a tendency for VWAP to move down after such patterns. The volume spikes during price drops further support the likelihood of a downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-29 11:00:00-05:00,9.487229346460957e-06,0.001170995062827307,4159313.2,9.487229346460957e-06,down,True,11,2
|
||||
up,0.75,0.01,0.02,122.77,122.5,123.0,"['Recent VWAP stability', 'Price recovery in the last interval', 'Volume increase in the last interval', 'Historical pattern of VWAP stability followed by slight increase']","The current market window shows a recent stability in VWAP with a slight upward movement, supported by a price recovery and an increase in volume. Historical patterns indicate that similar conditions often lead to a slight increase in VWAP. The confidence score is moderate due to the recent volatility, but the overall trend suggests a cautious upward movement. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:05:00-05:00,8.48755702204107e-06,-0.00012803019381044112,3885683.8,8.48755702204107e-06,up,True,11,2
|
||||
down,0.75,-0.01,0.02,122.4,123.0,122.0,"['Consistent downward price movement', 'VWAP stability', 'High volume spikes with price drops', 'MA5 below MA20 indicating bearish trend']","The current market window shows a consistent downward price movement with the VWAP remaining stable, suggesting a potential continuation of the bearish trend. Historical similar contexts also indicate a tendency for VWAP to decrease following such patterns. The high volume spikes during price drops further reinforce the bearish sentiment. The MA5 is below the MA20, indicating a bearish trend. Given these factors, a short position is recommended with a high confidence score.",2025-01-29 11:10:00-05:00,7.77233499663077e-06,-0.0002662448908378745,3665122.6,7.77233499663077e-06,up,False,11,2
|
||||
up,0.75,0.01,0.02,122.9,122.5,123.2,"['Consistent VWAP upward movement', 'Price stability around VWAP', 'Volume spikes followed by consolidation', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP, supported by a stable price around the VWAP level. Historical similar contexts also indicate a tendency for VWAP to continue its upward trajectory after such patterns. The recent volume spikes suggest increased market activity, but the subsequent consolidation indicates a potential for a short-term upward movement. The alignment of MA5 and MA20 further supports a bullish outlook. Given these factors, a cautious long position is recommended with a moderate confidence score.",2025-01-29 11:15:00-05:00,4.538649779756154e-06,-0.001034653511423289,3344988.4,4.538649779756154e-06,up,True,11,2
|
||||
up,0.75,0.01,0.02,122.68,122.4,123.0,"['Consistent VWAP stability', 'Price near MA5 and MA20', 'Volume spikes followed by stabilization', 'Historical pattern of VWAP stability after similar conditions']","The current market window shows a consistent VWAP stability with minor fluctuations, similar to historical windows where VWAP remained stable or slightly increased. The price is near both MA5 and MA20, indicating a potential for upward movement. Volume spikes followed by stabilization suggest a temporary increase in activity without significant price change, often leading to a consolidation phase. Given these factors and the historical context, a slight upward movement in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:20:00-05:00,2.854331529827947e-06,-0.0005208297309227394,3194997.8,2.854331529827947e-06,up,True,11,2
|
||||
up,0.75,0.01,0.02,123.27,122.5,123.8,"['Consistent VWAP stability', 'Recent price recovery', 'Volume spikes followed by stabilization', 'Historical pattern of VWAP increase after similar conditions']","The current market window shows a stable VWAP with a slight upward trend, supported by a recent price recovery and volume spikes. Historical patterns indicate that similar conditions often lead to a slight VWAP increase. The confidence score is moderate due to the stability of VWAP and recent price movements. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected slight upward movement while managing risk.",2025-01-29 11:25:00-05:00,3.9327579637316035e-08,-0.0010680804690267331,3276943.2,3.9327579637316035e-08,up,True,11,2
|
||||
up,0.75,0.01,0.02,122.98,122.5,123.5,"['Consistent VWAP stability', 'Recent price recovery', 'Volume increase in the last interval', 'Historical pattern of VWAP stability followed by slight increase']","The current market window shows a consistent VWAP stability with a slight upward price recovery, supported by an increase in volume in the last interval. Historical patterns indicate that similar conditions often lead to a slight VWAP increase. The confidence score is moderate due to the stability in VWAP and recent price movements. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected slight upward movement while managing risk.",2025-01-29 11:30:00-05:00,-2.0769870230641363e-06,-0.0007688351289068807,3393461.6,-2.0769870230641363e-06,down,False,11,2
|
||||
up,0.75,0.01,0.02,122.86,122.5,123.2,"['Recent price stability around VWAP', 'Consistent VWAP movement', 'Volume spikes followed by stabilization', 'MA5 and MA20 alignment']","The current market window shows a pattern of price stability around the VWAP, with recent intervals maintaining a consistent VWAP movement. Historical similar contexts also indicate a tendency for VWAP to move slightly up after such patterns. The volume spikes followed by stabilization suggest a potential for a short-term upward movement. The alignment of MA5 and MA20 supports this prediction. Given these factors, a cautious upward trade is recommended with a moderate confidence score.",2025-01-29 11:35:00-05:00,-1.6163174401395697e-06,0.0001271652470341833,3262064.4,-1.6163174401395697e-06,up,True,11,2
|
||||
up,0.75,0.01,0.02,122.55,122.3,122.8,"['Recent price increase', 'Stable VWAP', 'Volume increase in recent intervals', 'MA5 and MA20 convergence']","The current market window shows a recent price increase with a stable VWAP, indicating potential upward movement. The volume has increased in recent intervals, suggesting stronger market interest. The MA5 and MA20 are converging, which often precedes a price movement. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Therefore, a cautious upward prediction is made with a moderate confidence score.",2025-01-29 11:40:00-05:00,1.17822743231355e-06,0.0008477747055353757,3709824.8,1.17822743231355e-06,up,True,11,2
|
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up,0.75,0.01,0.02,122.55,122.3,122.8,"['Consistent VWAP stability', 'Recent price increase', 'Volume decrease with price stability', 'Historical pattern of VWAP stability after similar conditions']","The current market window shows a stable VWAP with a slight upward price movement, supported by a decrease in volume, indicating a potential consolidation phase. Historical patterns with similar conditions suggest a tendency for VWAP to remain stable or slightly increase. The confidence score is moderate due to the lack of strong upward momentum, but the consistency in VWAP and price stability suggests a cautious bullish outlook. The suggested trade levels are set to capitalize on a potential slight upward movement while managing risk with a tight stop-loss.",2025-01-29 11:45:00-05:00,3.1980495527883512e-06,0.001065822519391274,3452764.4,3.1980495527883512e-06,down,False,11,2
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up,0.75,0.01,0.02,122.72,122.5,123.0,"['Consistent VWAP stability', 'Price near MA5 and MA20', 'Volume fluctuations with no significant spikes']","The current market window shows a stable VWAP with no significant upward or downward movement, similar to historical windows where VWAP remained stable before a slight upward movement. The price is hovering around the MA5 and MA20, indicating a potential for a small upward correction. Volume has been fluctuating but without significant spikes, suggesting no immediate volatility. Given these factors, a slight upward movement in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 11:50:00-05:00,6.209433729253977e-06,0.0013519669230220854,3038042.6,6.209433729253977e-06,down,False,11,2
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up,0.75,0.01,0.02,122.34,122.1,122.6,"['Consistent VWAP stability', 'Recent price recovery', 'Volume increase in the last interval', 'Historical pattern of VWAP stability followed by slight increase']","The current market window shows a stable VWAP with a slight upward price recovery, supported by an increase in volume. Historical patterns with similar VWAP stability and price movements often resulted in a slight VWAP increase. The confidence score is moderate due to the consistency of VWAP movements in the historical context. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected slight upward movement while managing risk.",2025-01-29 11:55:00-05:00,6.290982537737744e-06,4.2192157903075955e-05,2815610.0,6.290982537737744e-06,up,True,11,2
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down,0.75,-0.01,0.02,122.17,122.8,121.9,"['Consistent VWAP stability', 'Price below MA5 and MA20', 'Recent downward price movement', 'Volume spikes with price drops']","The current market window shows a consistent VWAP stability with recent price movements below both MA5 and MA20, indicating a bearish trend. Historical similar contexts also show a pattern of VWAP stability followed by slight declines. The volume spikes during price drops suggest selling pressure, reinforcing the likelihood of a continued downward VWAP movement. Given these factors, a short position is recommended with a high confidence score.",2025-01-29 12:00:00-05:00,4.51640787790808e-06,-0.0002847589511212889,2816821.6,4.51640787790808e-06,up,False,12,2
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up,0.75,0.01,0.02,122.17,121.9,122.9,"['Recent price increase', 'Stable VWAP', 'Volume increase in the last interval', 'Historical pattern of VWAP stability followed by slight increase']","The current market window shows a recent price increase with a stable VWAP, indicating potential for a slight upward movement. The volume has increased in the last interval, suggesting growing market interest. Historical patterns show that similar conditions often lead to a stable VWAP followed by a slight increase. Given these factors, a cautious upward movement is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to manage risk while capitalizing on the expected movement.",2025-01-29 12:05:00-05:00,6.471107481698102e-06,0.0006300555126897145,2587996.8,6.471107481698102e-06,up,True,12,2
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up,0.75,0.01,0.02,123.14,122.8,123.5,"['Consistent VWAP stability', 'Recent price increase', 'Volume increase in the last interval', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP stability with a slight upward price movement, supported by an increase in volume. Historical similar contexts also indicate a tendency for VWAP to remain stable or slightly increase after such patterns. The alignment of MA5 and MA20 suggests a potential upward trend. Given these factors, a cautious upward VWAP movement is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:10:00-05:00,7.474825014563979e-06,0.0005494216529544349,2748415.0,7.474825014563979e-06,up,True,12,2
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up,0.75,0.01,0.02,122.86,122.5,123.2,"['Consistent VWAP stability', 'Recent price recovery', 'Volume increase in the last interval', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP stability with recent price recovery, indicating potential upward movement. The volume has increased in the last interval, suggesting stronger market participation. The alignment of MA5 and MA20 supports a bullish outlook. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Therefore, a cautious long position is recommended with a reasonable confidence score.",2025-01-29 12:15:00-05:00,7.337070490776032e-06,4.1675221279458e-05,2779657.8,7.337070490776032e-06,up,True,12,2
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up,0.75,0.01,0.02,122.83,122.5,123.0,"['Consistent VWAP stability', 'Recent price increase', 'Volume increase in the last interval', 'MA5 and MA20 alignment']","The current market window shows a stable VWAP with a slight upward trend, supported by a recent price increase and a notable volume spike. Historical similar contexts also indicate a tendency for VWAP to remain stable or slightly increase after such patterns. The alignment of MA5 and MA20 suggests a bullish sentiment. Given these factors, a cautious upward movement in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:20:00-05:00,6.89177652929418e-06,0.0002074561845312184,2549590.2,6.89177652929418e-06,up,True,12,2
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up,0.85,0.01,0.02,122.84,122.7,123.0,"['Consistent VWAP stability', 'Recent price increase', 'Volume increase in the last interval', 'Historical pattern of VWAP stability followed by slight increase']","The current market window shows a consistent VWAP stability with a slight upward price movement and an increase in volume, suggesting potential for a minor VWAP increase. Historical context windows with similar patterns also resulted in slight VWAP increases. The confidence score is high due to the alignment of multiple signals indicating a likely upward movement. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected minor upward movement while managing risk.",2025-01-29 12:25:00-05:00,5.301573401006454e-06,-0.00022216321703560915,2297604.4,5.301573401006454e-06,up,True,12,2
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up,0.75,0.01,0.02,123.0,122.8,123.2,"['Consistent VWAP stability', 'Recent price increase', 'Volume fluctuations', 'MA5 and MA20 alignment']","The current market window shows a consistent VWAP stability with recent price increases, indicating a potential upward movement. Historical similar contexts also show a tendency for VWAP to remain stable or slightly increase after such patterns. The alignment of MA5 and MA20 suggests a bullish trend, while volume fluctuations indicate active trading without significant selling pressure. These factors combined with the historical patterns suggest a high probability of a slight upward VWAP movement in the next interval.",2025-01-29 12:30:00-05:00,4.310572325083584e-06,-0.00027328275017138304,1983345.4,4.310572325083584e-06,up,True,12,2
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up,0.85,0.01,0.02,123.17,122.8,123.5,"['Consistent upward VWAP movement in recent intervals', 'Price stability around VWAP', 'Volume fluctuations with no significant downward trend', 'MA5 and MA20 alignment indicating potential upward movement']","The current market window shows a consistent upward movement in VWAP over the past several intervals, with the price stabilizing around the VWAP level. This is supported by the alignment of MA5 and MA20, which suggests a potential upward trend. Despite some fluctuations in volume, there is no significant downward pressure on price or VWAP. Historical similar contexts also show a tendency for VWAP to continue moving up after such patterns. Therefore, the prediction is for a continued slight upward movement in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:35:00-05:00,-3.290572549702331e-05,-0.00491944080988152,4003472.4,-3.290572549702331e-05,up,True,12,2
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up,0.85,0.01,0.02,123.1,122.8,123.4,"['Consistent upward VWAP movement', 'Price above MA5 and MA20', 'Increasing volume in recent intervals', 'Historical patterns showing similar VWAP increases']","The current market window shows a consistent upward movement in VWAP with the price consistently above both MA5 and MA20, indicating a bullish trend. The volume has been increasing in recent intervals, suggesting strong buying interest. Historical context windows with similar patterns also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:40:00-05:00,-4.143688217975172e-05,-0.0023978043630817625,5163523.8,-4.143688217975172e-05,up,True,12,2
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up,0.85,0.01,0.02,122.86,122.7,123.0,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume increase in recent intervals', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP with the last several intervals maintaining a stable price around the VWAP. The volume has increased in recent intervals, suggesting stronger market participation. The alignment of MA5 and MA20 indicates a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up. Given these factors, a further slight increase in VWAP is expected with moderate confidence.",2025-01-29 12:45:00-05:00,-4.870235351026042e-05,-0.002850244604934382,5824667.0,-4.870235351026042e-05,up,True,12,2
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up,0.85,0.01,0.02,123.1,122.8,123.4,"['Consistent upward VWAP movement in recent intervals', 'Price stability around 123.1', 'Volume increase in the last interval', 'MA5 and MA20 alignment indicating bullish trend']","The current market window shows a consistent upward movement in VWAP over the last several intervals, with the price stabilizing around 123.1. The volume has increased in the last interval, suggesting strong buying interest. The MA5 and MA20 are aligned, indicating a bullish trend. Historical similar contexts also show a tendency for VWAP to continue moving up. Given these factors, a further upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:50:00-05:00,-5.952015188198656e-05,-0.0042191476020916885,6396509.2,-5.952015188198656e-05,up,True,12,2
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up,0.85,0.01,0.02,123.06,122.8,123.3,"['Consistent upward VWAP movement in recent intervals', 'Price above MA5 and MA20', 'Volume stability with slight increases', 'Historical patterns showing VWAP stability or slight increase after similar setups']","The current market window shows a consistent upward movement in VWAP over the past several intervals, with the price consistently above both the MA5 and MA20, indicating a bullish trend. The volume has been stable with slight increases, suggesting healthy market activity. Historical context windows with similar setups have shown a tendency for VWAP to remain stable or increase slightly. Given these factors, a continued upward movement in VWAP is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-29 12:55:00-05:00,-3.4766171462419226e-05,0.0010594028956515122,7155807.8,-3.4766171462419226e-05,down,False,12,2
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up,0.85,0.01,0.02,122.96,122.8,123.1,"['Consistent upward VWAP movement', 'Price stability around VWAP', 'Volume fluctuations with no significant spikes', 'MA5 and MA20 alignment']","The current market window shows a consistent upward movement in VWAP with no significant downward corrections, indicating a strong bullish trend. The price has been stable around the VWAP, suggesting a balance between buying and selling pressure. Volume fluctuations have not resulted in significant price changes, indicating a lack of volatility. The alignment of MA5 and MA20 supports the bullish sentiment. Historical similar contexts also show a continuation of the upward VWAP movement. Therefore, the prediction is for a slight upward movement in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-29 13:00:00-05:00,-3.273330963471377e-05,-0.0006069654122190238,5468000.4,-3.273330963471377e-05,down,False,13,2
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