[System]
    Predict the VWAP movement for the next 5-minute interval using historical and current market data. Aim for high accuracy, estimate movement magnitude, assess volatility, and provide actionable trading insights.

    Input Data:
    Historical Context Windows:
    - Top 5 similar past market windows based on resemblance to the current market window.
    - Each window consists of multiple 5-minute intervals leading up to the current window.
    - These windows help identify patterns preceding previous VWAP movements.

    Current Window:
    - Recent 5-minute intervals, with the latest interval being the most recent market data.
    - Metrics include: Price, VWAP, Volume, MA5, MA20, Volume MA5, Price Change, Volume Change, VWAP Change.

    Tasks:
    1. Analyze the Current Window:
       - Extract key trends, anomalies, or signals.
    2. Compare Against Historical Context:
       - Identify how similar historical windows evolved.
       - Detect patterns indicating VWAP increases or decreases.
    3. Predict the Next Interval’s VWAP Movement:
       - Determine if VWAP will move up or down.
       - Provide a confidence score (0.0 to 1.0).
    4. Estimate Movement Magnitude and Volatility:
       - Predict expected VWAP change.
       - Assess short-term volatility.
    5. Optimize Trade Execution and Risk Management:
       - Recommend trade levels: Entry Price, Stop-Loss Level, Take-Profit Level.
       - Ensure realistic market conditions and risk-adjusted reward expectations.
    6. Identify Key Signals Used in Prediction:
       - List relevant signals or indicators.
    7. Provide Justification for the Prediction:
       - Offer data-driven reasoning for the prediction and trade levels.

    Output Format (strict JSON):
    {
      "vwap_direction_next_5min": "up" or "down",
      "confidence_score": <float between 0.0 and 1.0>,
      "expected_vwap_change": <float (absolute or percentage)>,
      "volatility_estimate": <float (estimated short-term volatility)>,
      "suggested_entry": <float (price level)>,
      "suggested_stop_loss": <float (price level)>,
      "suggested_take_profit": <float (price level)>,
      "key_signals": ["list of relevant signals or indicators used"],
      "reasoning": "concise explanation of the logic behind your prediction and recommendations"
    }

[User]
Historical context:
Similar context (score: 0.0091):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:40:00-05:00

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:45:00-05:00

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:50:00-05:00

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:55:00-05:00

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:00:00-05:00

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:05:00-05:00

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:10:00-05:00

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:15:00-05:00

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:20:00-05:00

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:25:00-05:00

            Current Price: 204.97
            VWAP: 204.50
            Volume: 219005.0
            MA5: 205.10
            MA20: 204.95
            Volume MA5: 248356.40
            Price Change: -0.08%
            Volume Change: 12.68%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:30:00-05:00

            Current Price: 205.13
            VWAP: 204.51
            Volume: 266431.0
            MA5: 205.13
            MA20: 204.97
            Volume MA5: 226461.80
            Price Change: 0.08%
            Volume Change: 21.66%
            Previous 5min VWAP Movement: up (0.00%)

===
Similar context (score: 0.0299):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:30:00-05:00

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:35:00-05:00

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:40:00-05:00

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:45:00-05:00

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:50:00-05:00

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:55:00-05:00

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:00:00-05:00

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:05:00-05:00

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:10:00-05:00

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:15:00-05:00

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:20:00-05:00

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0306):
Time: 2025-01-31 12:35:00-05:00

            Current Price: 204.35
            VWAP: 204.31
            Volume: 74407.0
            MA5: 204.41
            MA20: 204.63
            Volume MA5: 133458.80
            Price Change: 0.02%
            Volume Change: -53.99%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:40:00-05:00

            Current Price: 204.61
            VWAP: 204.31
            Volume: 133545.0
            MA5: 204.46
            MA20: 204.61
            Volume MA5: 121180.00
            Price Change: 0.13%
            Volume Change: 79.48%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:45:00-05:00

            Current Price: 204.72
            VWAP: 204.32
            Volume: 205068.0
            MA5: 204.50
            MA20: 204.60
            Volume MA5: 139175.20
            Price Change: 0.05%
            Volume Change: 53.56%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:50:00-05:00

            Current Price: 204.81
            VWAP: 204.32
            Volume: 174667.0
            MA5: 204.56
            MA20: 204.60
            Volume MA5: 149881.60
            Price Change: 0.04%
            Volume Change: -14.82%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:55:00-05:00

            Current Price: 204.71
            VWAP: 204.33
            Volume: 162081.0
            MA5: 204.64
            MA20: 204.61
            Volume MA5: 149953.60
            Price Change: -0.05%
            Volume Change: -7.21%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:00:00-05:00

            Current Price: 204.86
            VWAP: 204.33
            Volume: 111352.0
            MA5: 204.74
            MA20: 204.63
            Volume MA5: 157342.60
            Price Change: 0.07%
            Volume Change: -31.30%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:05:00-05:00

            Current Price: 204.95
            VWAP: 204.34
            Volume: 194453.0
            MA5: 204.81
            MA20: 204.65
            Volume MA5: 169524.20
            Price Change: 0.04%
            Volume Change: 74.63%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:10:00-05:00

            Current Price: 204.99
            VWAP: 204.35
            Volume: 166805.0
            MA5: 204.86
            MA20: 204.66
            Volume MA5: 161871.60
            Price Change: 0.02%
            Volume Change: -14.22%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:15:00-05:00

            Current Price: 204.66
            VWAP: 204.36
            Volume: 270220.0
            MA5: 204.83
            MA20: 204.64
            Volume MA5: 180982.20
            Price Change: -0.16%
            Volume Change: 62.00%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:20:00-05:00

            Current Price: 205.23
            VWAP: 204.39
            Volume: 589179.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 266401.80
            Price Change: 0.28%
            Volume Change: 118.04%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 13:25:00-05:00

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:30:00-05:00

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: up (0.00%)

Current market state:
Time: 2025-01-31 14:35:00-05:00

            Current Price: 204.61
            VWAP: 204.51
            Volume: 260109.0
            MA5: 204.99
            MA20: 204.97
            Volume MA5: 231002.40
            Price Change: -0.25%
            Volume Change: -2.37%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:40:00-05:00

            Current Price: 204.30
            VWAP: 204.51
            Volume: 284775.0
            MA5: 204.83
            MA20: 204.94
            Volume MA5: 244937.60
            Price Change: -0.15%
            Volume Change: 9.48%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:45:00-05:00

            Current Price: 204.22
            VWAP: 204.50
            Volume: 444270.0
            MA5: 204.65
            MA20: 204.90
            Volume MA5: 294918.00
            Price Change: -0.04%
            Volume Change: 56.01%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:50:00-05:00

            Current Price: 204.28
            VWAP: 204.50
            Volume: 156725.0
            MA5: 204.51
            MA20: 204.87
            Volume MA5: 282462.00
            Price Change: 0.03%
            Volume Change: -64.72%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:55:00-05:00

            Current Price: 204.29
            VWAP: 204.50
            Volume: 198333.0
            MA5: 204.34
            MA20: 204.85
            Volume MA5: 268842.40
            Price Change: 0.01%
            Volume Change: 26.55%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:00:00-05:00

            Current Price: 203.53
            VWAP: 204.48
            Volume: 318524.0
            MA5: 204.13
            MA20: 204.76
            Volume MA5: 280525.40
            Price Change: -0.37%
            Volume Change: 60.60%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 15:05:00-05:00

            Current Price: 203.53
            VWAP: 204.47
            Volume: 241736.0
            MA5: 203.97
            MA20: 204.69
            Volume MA5: 271917.60
            Price Change: 0.00%
            Volume Change: -24.11%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 15:10:00-05:00

            Current Price: 203.56
            VWAP: 204.46
            Volume: 221707.0
            MA5: 203.84
            MA20: 204.66
            Volume MA5: 227405.00
            Price Change: 0.01%
            Volume Change: -8.29%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 15:15:00-05:00

            Current Price: 203.73
            VWAP: 204.45
            Volume: 275884.0
            MA5: 203.73
            MA20: 204.60
            Volume MA5: 251236.80
            Price Change: 0.08%
            Volume Change: 24.44%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:20:00-05:00

            Current Price: 203.84
            VWAP: 204.44
            Volume: 239855.0
            MA5: 203.64
            MA20: 204.55
            Volume MA5: 259541.20
            Price Change: 0.05%
            Volume Change: -13.06%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:25:00-05:00

            Current Price: 203.57
            VWAP: 204.43
            Volume: 244267.0
            MA5: 203.65
            MA20: 204.48
            Volume MA5: 244689.80
            Price Change: -0.13%
            Volume Change: 1.84%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 15:30:00-05:00

            Current Price: 203.71
            VWAP: 204.42
            Volume: 247524.0
            MA5: 203.68
            MA20: 204.41
            Volume MA5: 245847.40
            Price Change: 0.07%
            Volume Change: 1.33%
            Previous 5min VWAP Movement: down (-0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 203.71, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.5, "key_signals": ["Consistent downward VWAP movement in recent intervals", "Price consistently below MA5 and MA20", "Volume spikes without corresponding price increase"], "reasoning": "The current market window shows a consistent downward trend in VWAP over the past several intervals, with prices consistently below both the MA5 and MA20, indicating a bearish sentiment. The volume has been relatively high, yet prices have not increased, 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."}


[System]
    Predict the VWAP movement for the next 5-minute interval using historical and current market data. Aim for high accuracy, estimate movement magnitude, assess volatility, and provide actionable trading insights.

    Input Data:
    Historical Context Windows:
    - Top 5 similar past market windows based on resemblance to the current market window.
    - Each window consists of multiple 5-minute intervals leading up to the current window.
    - These windows help identify patterns preceding previous VWAP movements.

    Current Window:
    - Recent 5-minute intervals, with the latest interval being the most recent market data.
    - Metrics include: Price, VWAP, Volume, MA5, MA20, Volume MA5, Price Change, Volume Change, VWAP Change.

    Tasks:
    1. Analyze the Current Window:
       - Extract key trends, anomalies, or signals.
    2. Compare Against Historical Context:
       - Identify how similar historical windows evolved.
       - Detect patterns indicating VWAP increases or decreases.
    3. Predict the Next Interval’s VWAP Movement:
       - Determine if VWAP will move up or down.
       - Provide a confidence score (0.0 to 1.0).
    4. Estimate Movement Magnitude and Volatility:
       - Predict expected VWAP change.
       - Assess short-term volatility.
    5. Optimize Trade Execution and Risk Management:
       - Recommend trade levels: Entry Price, Stop-Loss Level, Take-Profit Level.
       - Ensure realistic market conditions and risk-adjusted reward expectations.
    6. Identify Key Signals Used in Prediction:
       - List relevant signals or indicators.
    7. Provide Justification for the Prediction:
       - Offer data-driven reasoning for the prediction and trade levels.

    Output Format (strict JSON):
    {
      "vwap_direction_next_5min": "up" or "down",
      "confidence_score": <float between 0.0 and 1.0>,
      "expected_vwap_change": <float (absolute or percentage)>,
      "volatility_estimate": <float (estimated short-term volatility)>,
      "suggested_entry": <float (price level)>,
      "suggested_stop_loss": <float (price level)>,
      "suggested_take_profit": <float (price level)>,
      "key_signals": ["list of relevant signals or indicators used"],
      "reasoning": "concise explanation of the logic behind your prediction and recommendations"
    }

[User]
Historical context:
Similar context (score: 0.0108):
Time: 2025-01-31 13:40:00+00:00

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:45:00+00:00

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:50:00+00:00

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:55:00+00:00

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:00:00+00:00

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:05:00+00:00

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:10:00+00:00

            Current Price: 3358.40
            VWAP: 3325.09
            Volume: 851968.0
            MA5: 3355.24
            MA20: 3353.48
            Volume MA5: 11094016.00
            Price Change: 0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:15:00+00:00

            Current Price: 3363.66
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3356.50
            MA20: 3354.01
            Volume MA5: 2964275.20
            Price Change: 0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:20:00+00:00

            Current Price: 3365.16
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3358.65
            MA20: 3354.97
            Volume MA5: 170393.60
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:25:00+00:00

            Current Price: 3357.16
            VWAP: 3325.66
            Volume: 78342144.0
            MA5: 3359.04
            MA20: 3355.32
            Volume MA5: 15838822.40
            Price Change: -0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 14:30:00+00:00

            Current Price: 3365.39
            VWAP: 3326.34
            Volume: 75356160.0
            MA5: 3361.95
            MA20: 3355.93
            Volume MA5: 30910054.40
            Price Change: 0.25%
            Volume Change: -3.81%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 14:35:00+00:00

            Current Price: 3349.64
            VWAP: 3326.95
            Volume: 119881728.0
            MA5: 3360.20
            MA20: 3355.78
            Volume MA5: 54716006.40
            Price Change: -0.47%
            Volume Change: 59.09%
            Previous 5min VWAP Movement: up (0.02%)

===
Similar context (score: 0.0311):
Time: 2025-01-31 13:10:00+00:00

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

===
Time: 2025-01-31 13:15:00+00:00

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:20:00+00:00

            Current Price: 3356.87
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3356.56
            MA20: 3345.94
            Volume MA5: 106810982.40
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:25:00+00:00

            Current Price: 3358.50
            VWAP: 3324.35
            Volume: 59019264.0
            MA5: 3357.81
            MA20: 3347.43
            Volume MA5: 77576601.60
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:30:00+00:00

            Current Price: 3344.66
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3356.10
            MA20: 3348.26
            Volume MA5: 77576601.60
            Price Change: -0.41%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:35:00+00:00

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:40:00+00:00

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:45:00+00:00

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:50:00+00:00

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:55:00+00:00

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:00:00+00:00

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:05:00+00:00

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0323):
Time: 2025-01-31 12:20:00+00:00

            Current Price: 3346.12
            VWAP: 3309.88
            Volume: 86097920.0
            MA5: 3336.28
            MA20: 3314.14
            Volume MA5: 134399180.80
            Price Change: 0.10%
            Volume Change: 36.75%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 12:25:00+00:00

            Current Price: 3349.42
            VWAP: 3312.36
            Volume: 189399040.0
            MA5: 3340.62
            MA20: 3318.28
            Volume MA5: 102964428.80
            Price Change: 0.10%
            Volume Change: 119.98%
            Previous 5min VWAP Movement: up (0.07%)

===
Time: 2025-01-31 12:30:00+00:00

            Current Price: 3356.25
            VWAP: 3314.25
            Volume: 136105984.0
            MA5: 3346.25
            MA20: 3322.58
            Volume MA5: 130185625.60
            Price Change: 0.20%
            Volume Change: -28.14%
            Previous 5min VWAP Movement: up (0.06%)

===
Time: 2025-01-31 12:35:00+00:00

            Current Price: 3353.13
            VWAP: 3315.84
            Volume: 134987776.0
            MA5: 3349.53
            MA20: 3326.80
            Volume MA5: 121910067.20
            Price Change: -0.09%
            Volume Change: -0.82%
            Previous 5min VWAP Movement: up (0.05%)

===
Time: 2025-01-31 12:40:00+00:00

            Current Price: 3345.99
            VWAP: 3316.69
            Volume: 95191040.0
            MA5: 3350.18
            MA20: 3330.35
            Volume MA5: 128356352.00
            Price Change: -0.21%
            Volume Change: -29.48%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 12:45:00+00:00

            Current Price: 3350.09
            VWAP: 3317.12
            Volume: 44724224.0
            MA5: 3350.97
            MA20: 3333.41
            Volume MA5: 120081612.80
            Price Change: 0.12%
            Volume Change: -53.02%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 12:50:00+00:00

            Current Price: 3353.20
            VWAP: 3318.40
            Volume: 126611456.0
            MA5: 3351.73
            MA20: 3336.27
            Volume MA5: 107524096.00
            Price Change: 0.09%
            Volume Change: 183.09%
            Previous 5min VWAP Movement: up (0.04%)

===
Time: 2025-01-31 12:55:00+00:00

            Current Price: 3352.72
            VWAP: 3318.65
            Volume: 25733120.0
            MA5: 3351.02
            MA20: 3338.58
            Volume MA5: 85449523.20
            Price Change: -0.01%
            Volume Change: -79.68%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:00:00+00:00

            Current Price: 3352.27
            VWAP: 3320.47
            Volume: 205191168.0
            MA5: 3350.85
            MA20: 3340.19
            Volume MA5: 99490201.60
            Price Change: -0.01%
            Volume Change: 697.38%
            Previous 5min VWAP Movement: up (0.05%)

===
Time: 2025-01-31 13:05:00+00:00

            Current Price: 3353.22
            VWAP: 3320.47
            Volume: 0.0
            MA5: 3352.30
            MA20: 3341.33
            Volume MA5: 80451993.60
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:10:00+00:00

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

===
Time: 2025-01-31 13:15:00+00:00

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)

Current market state:
Time: 2025-01-31 14:40:00+00:00

            Current Price: 3362.26
            VWAP: 3327.25
            Volume: 38631424.0
            MA5: 3359.92
            MA20: 3356.28
            Volume MA5: 62442291.20
            Price Change: 0.38%
            Volume Change: -67.78%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:45:00+00:00

            Current Price: 3349.15
            VWAP: 3327.62
            Volume: 79978496.0
            MA5: 3356.72
            MA20: 3356.07
            Volume MA5: 78437990.40
            Price Change: -0.39%
            Volume Change: 107.03%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:50:00+00:00

            Current Price: 3342.15
            VWAP: 3327.71
            Volume: 30007296.0
            MA5: 3353.72
            MA20: 3355.03
            Volume MA5: 68771020.80
            Price Change: -0.21%
            Volume Change: -62.48%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:55:00+00:00

            Current Price: 3346.22
            VWAP: 3327.71
            Volume: 0.0
            MA5: 3349.88
            MA20: 3354.47
            Volume MA5: 53699788.80
            Price Change: 0.12%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:00:00+00:00

            Current Price: 3356.33
            VWAP: 3328.10
            Volume: 63913984.0
            MA5: 3351.22
            MA20: 3354.44
            Volume MA5: 42506240.00
            Price Change: 0.30%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 15:05:00+00:00

            Current Price: 3357.97
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3350.36
            MA20: 3354.42
            Volume MA5: 34779955.20
            Price Change: 0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:10:00+00:00

            Current Price: 3357.09
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3351.95
            MA20: 3355.04
            Volume MA5: 18784256.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:15:00+00:00

            Current Price: 3365.18
            VWAP: 3328.22
            Volume: 16121856.0
            MA5: 3356.56
            MA20: 3355.97
            Volume MA5: 16007168.00
            Price Change: 0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 15:20:00+00:00

            Current Price: 3387.21
            VWAP: 3332.52
            Volume: 375947264.0
            MA5: 3364.76
            MA20: 3357.64
            Volume MA5: 91196620.80
            Price Change: 0.65%
            Volume Change: 2231.91%
            Previous 5min VWAP Movement: up (0.13%)

===
Time: 2025-01-31 15:25:00+00:00

            Current Price: 3390.28
            VWAP: 3334.26
            Volume: 160458752.0
            MA5: 3371.55
            MA20: 3359.55
            Volume MA5: 110505574.40
            Price Change: 0.09%
            Volume Change: -57.32%
            Previous 5min VWAP Movement: up (0.05%)

===
Time: 2025-01-31 15:30:00+00:00

            Current Price: 3395.98
            VWAP: 3335.07
            Volume: 70856704.0
            MA5: 3379.15
            MA20: 3361.48
            Volume MA5: 124676915.20
            Price Change: 0.17%
            Volume Change: -55.84%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 15:35:00+00:00

            Current Price: 3408.10
            VWAP: 3340.96
            Volume: 472616960.0
            MA5: 3389.35
            MA20: 3364.17
            Volume MA5: 219200307.20
            Price Change: 0.36%
            Volume Change: 567.00%
            Previous 5min VWAP Movement: up (0.18%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.15, "volatility_estimate": 0.25, "suggested_entry": 3408.1, "suggested_stop_loss": 3390.0, "suggested_take_profit": 3425.0, "key_signals": ["Current Price consistently above MA5 and MA20", "Significant increase in volume with price rise", "Recent VWAP movements consistently upward", "Price Change consistently positive in recent intervals"], "reasoning": "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 intervals have seen significant volume spikes accompanying price increases, suggesting strong buying interest. Historical similar contexts also show a pattern of VWAP increases following similar setups. Given these factors, the VWAP is expected to continue its upward trajectory with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to optimize risk-reward based on current price levels and expected volatility."}


[System]
    Predict the VWAP movement for the next 5-minute interval using historical and current market data. Aim for high accuracy, estimate movement magnitude, assess volatility, and provide actionable trading insights.

    Input Data:
    Historical Context Windows:
    - Top 5 similar past market windows based on resemblance to the current market window.
    - Each window consists of multiple 5-minute intervals leading up to the current window.
    - These windows help identify patterns preceding previous VWAP movements.

    Current Window:
    - Recent 5-minute intervals, with the latest interval being the most recent market data.
    - Metrics include: Price, VWAP, Volume, MA5, MA20, Volume MA5, Price Change, Volume Change, VWAP Change.

    Tasks:
    1. Analyze the Current Window:
       - Extract key trends, anomalies, or signals.
    2. Compare Against Historical Context:
       - Identify how similar historical windows evolved.
       - Detect patterns indicating VWAP increases or decreases.
    3. Predict the Next Interval’s VWAP Movement:
       - Determine if VWAP will move up or down.
       - Provide a confidence score (0.0 to 1.0).
    4. Estimate Movement Magnitude and Volatility:
       - Predict expected VWAP change.
       - Assess short-term volatility.
    5. Optimize Trade Execution and Risk Management:
       - Recommend trade levels: Entry Price, Stop-Loss Level, Take-Profit Level.
       - Ensure realistic market conditions and risk-adjusted reward expectations.
    6. Identify Key Signals Used in Prediction:
       - List relevant signals or indicators.
    7. Provide Justification for the Prediction:
       - Offer data-driven reasoning for the prediction and trade levels.

    Output Format (strict JSON):
    {
      "vwap_direction_next_5min": "up" or "down",
      "confidence_score": <float between 0.0 and 1.0>,
      "expected_vwap_change": <float (absolute or percentage)>,
      "volatility_estimate": <float (estimated short-term volatility)>,
      "suggested_entry": <float (price level)>,
      "suggested_stop_loss": <float (price level)>,
      "suggested_take_profit": <float (price level)>,
      "key_signals": ["list of relevant signals or indicators used"],
      "reasoning": "concise explanation of the logic behind your prediction and recommendations"
    }

[User]
Historical context:
Similar context (score: 0.0100):
Time: 2025-01-31 13:40:00-05:00

            Current Price: 417.17
            VWAP: 417.70
            Volume: 147473.0
            MA5: 417.32
            MA20: 418.07
            Volume MA5: 243127.00
            Price Change: 0.01%
            Volume Change: -52.94%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:45:00-05:00

            Current Price: 416.99
            VWAP: 417.70
            Volume: 132914.0
            MA5: 417.13
            MA20: 418.06
            Volume MA5: 206728.80
            Price Change: -0.04%
            Volume Change: -9.87%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:50:00-05:00

            Current Price: 416.82
            VWAP: 417.69
            Volume: 141533.0
            MA5: 416.99
            MA20: 417.99
            Volume MA5: 195218.00
            Price Change: -0.04%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:55:00-05:00

            Current Price: 417.00
            VWAP: 417.69
            Volume: 110625.0
            MA5: 417.03
            MA20: 417.93
            Volume MA5: 169180.00
            Price Change: 0.04%
            Volume Change: -21.84%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:00:00-05:00

            Current Price: 416.89
            VWAP: 417.68
            Volume: 174936.0
            MA5: 416.97
            MA20: 417.86
            Volume MA5: 141496.20
            Price Change: -0.03%
            Volume Change: 58.13%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:05:00-05:00

            Current Price: 416.33
            VWAP: 417.66
            Volume: 256216.0
            MA5: 416.81
            MA20: 417.75
            Volume MA5: 163244.80
            Price Change: -0.14%
            Volume Change: 46.46%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:10:00-05:00

            Current Price: 416.89
            VWAP: 417.66
            Volume: 149117.0
            MA5: 416.79
            MA20: 417.67
            Volume MA5: 166485.40
            Price Change: 0.13%
            Volume Change: -41.80%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:15:00-05:00

            Current Price: 416.53
            VWAP: 417.65
            Volume: 163072.0
            MA5: 416.73
            MA20: 417.58
            Volume MA5: 170793.20
            Price Change: -0.09%
            Volume Change: 9.36%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:20:00-05:00

            Current Price: 416.96
            VWAP: 417.64
            Volume: 235596.0
            MA5: 416.72
            MA20: 417.50
            Volume MA5: 195787.40
            Price Change: 0.10%
            Volume Change: 44.47%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:25:00-05:00

            Current Price: 416.43
            VWAP: 417.63
            Volume: 164694.0
            MA5: 416.63
            MA20: 417.39
            Volume MA5: 193739.00
            Price Change: -0.13%
            Volume Change: -30.09%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:30:00-05:00

            Current Price: 416.88
            VWAP: 417.62
            Volume: 121568.0
            MA5: 416.74
            MA20: 417.32
            Volume MA5: 166809.40
            Price Change: 0.11%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:35:00-05:00

            Current Price: 416.26
            VWAP: 417.61
            Volume: 151071.0
            MA5: 416.61
            MA20: 417.22
            Volume MA5: 167200.20
            Price Change: -0.15%
            Volume Change: 24.27%
            Previous 5min VWAP Movement: down (-0.00%)

===
Similar context (score: 0.0274):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 416.81
            VWAP: 417.72
            Volume: 240815.0
            MA5: 417.80
            MA20: 418.04
            Volume MA5: 237719.80
            Price Change: -0.18%
            Volume Change: 20.96%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:35:00-05:00

            Current Price: 417.15
            VWAP: 417.71
            Volume: 313355.0
            MA5: 417.44
            MA20: 418.06
            Volume MA5: 267993.20
            Price Change: 0.08%
            Volume Change: 30.12%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:40:00-05:00

            Current Price: 417.17
            VWAP: 417.70
            Volume: 147473.0
            MA5: 417.32
            MA20: 418.07
            Volume MA5: 243127.00
            Price Change: 0.01%
            Volume Change: -52.94%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:45:00-05:00

            Current Price: 416.99
            VWAP: 417.70
            Volume: 132914.0
            MA5: 417.13
            MA20: 418.06
            Volume MA5: 206728.80
            Price Change: -0.04%
            Volume Change: -9.87%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:50:00-05:00

            Current Price: 416.82
            VWAP: 417.69
            Volume: 141533.0
            MA5: 416.99
            MA20: 417.99
            Volume MA5: 195218.00
            Price Change: -0.04%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:55:00-05:00

            Current Price: 417.00
            VWAP: 417.69
            Volume: 110625.0
            MA5: 417.03
            MA20: 417.93
            Volume MA5: 169180.00
            Price Change: 0.04%
            Volume Change: -21.84%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:00:00-05:00

            Current Price: 416.89
            VWAP: 417.68
            Volume: 174936.0
            MA5: 416.97
            MA20: 417.86
            Volume MA5: 141496.20
            Price Change: -0.03%
            Volume Change: 58.13%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:05:00-05:00

            Current Price: 416.33
            VWAP: 417.66
            Volume: 256216.0
            MA5: 416.81
            MA20: 417.75
            Volume MA5: 163244.80
            Price Change: -0.14%
            Volume Change: 46.46%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:10:00-05:00

            Current Price: 416.89
            VWAP: 417.66
            Volume: 149117.0
            MA5: 416.79
            MA20: 417.67
            Volume MA5: 166485.40
            Price Change: 0.13%
            Volume Change: -41.80%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:15:00-05:00

            Current Price: 416.53
            VWAP: 417.65
            Volume: 163072.0
            MA5: 416.73
            MA20: 417.58
            Volume MA5: 170793.20
            Price Change: -0.09%
            Volume Change: 9.36%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:20:00-05:00

            Current Price: 416.96
            VWAP: 417.64
            Volume: 235596.0
            MA5: 416.72
            MA20: 417.50
            Volume MA5: 195787.40
            Price Change: 0.10%
            Volume Change: 44.47%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:25:00-05:00

            Current Price: 416.43
            VWAP: 417.63
            Volume: 164694.0
            MA5: 416.63
            MA20: 417.39
            Volume MA5: 193739.00
            Price Change: -0.13%
            Volume Change: -30.09%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0284):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 417.55
            VWAP: 417.73
            Volume: 199087.0
            MA5: 418.13
            MA20: 418.02
            Volume MA5: 213681.00
            Price Change: -0.09%
            Volume Change: -36.78%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:30:00-05:00

            Current Price: 416.81
            VWAP: 417.72
            Volume: 240815.0
            MA5: 417.80
            MA20: 418.04
            Volume MA5: 237719.80
            Price Change: -0.18%
            Volume Change: 20.96%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:35:00-05:00

            Current Price: 417.15
            VWAP: 417.71
            Volume: 313355.0
            MA5: 417.44
            MA20: 418.06
            Volume MA5: 267993.20
            Price Change: 0.08%
            Volume Change: 30.12%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:40:00-05:00

            Current Price: 417.17
            VWAP: 417.70
            Volume: 147473.0
            MA5: 417.32
            MA20: 418.07
            Volume MA5: 243127.00
            Price Change: 0.01%
            Volume Change: -52.94%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:45:00-05:00

            Current Price: 416.99
            VWAP: 417.70
            Volume: 132914.0
            MA5: 417.13
            MA20: 418.06
            Volume MA5: 206728.80
            Price Change: -0.04%
            Volume Change: -9.87%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:50:00-05:00

            Current Price: 416.82
            VWAP: 417.69
            Volume: 141533.0
            MA5: 416.99
            MA20: 417.99
            Volume MA5: 195218.00
            Price Change: -0.04%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:55:00-05:00

            Current Price: 417.00
            VWAP: 417.69
            Volume: 110625.0
            MA5: 417.03
            MA20: 417.93
            Volume MA5: 169180.00
            Price Change: 0.04%
            Volume Change: -21.84%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:00:00-05:00

            Current Price: 416.89
            VWAP: 417.68
            Volume: 174936.0
            MA5: 416.97
            MA20: 417.86
            Volume MA5: 141496.20
            Price Change: -0.03%
            Volume Change: 58.13%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:05:00-05:00

            Current Price: 416.33
            VWAP: 417.66
            Volume: 256216.0
            MA5: 416.81
            MA20: 417.75
            Volume MA5: 163244.80
            Price Change: -0.14%
            Volume Change: 46.46%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:10:00-05:00

            Current Price: 416.89
            VWAP: 417.66
            Volume: 149117.0
            MA5: 416.79
            MA20: 417.67
            Volume MA5: 166485.40
            Price Change: 0.13%
            Volume Change: -41.80%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:15:00-05:00

            Current Price: 416.53
            VWAP: 417.65
            Volume: 163072.0
            MA5: 416.73
            MA20: 417.58
            Volume MA5: 170793.20
            Price Change: -0.09%
            Volume Change: 9.36%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:20:00-05:00

            Current Price: 416.96
            VWAP: 417.64
            Volume: 235596.0
            MA5: 416.72
            MA20: 417.50
            Volume MA5: 195787.40
            Price Change: 0.10%
            Volume Change: 44.47%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)

Current market state:
Time: 2025-01-31 14:40:00-05:00

            Current Price: 415.86
            VWAP: 417.59
            Volume: 238294.0
            MA5: 416.48
            MA20: 417.08
            Volume MA5: 182244.60
            Price Change: -0.10%
            Volume Change: 57.74%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:45:00-05:00

            Current Price: 415.60
            VWAP: 417.57
            Volume: 253737.0
            MA5: 416.21
            MA20: 416.94
            Volume MA5: 185872.80
            Price Change: -0.06%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 14:50:00-05:00

            Current Price: 416.43
            VWAP: 417.55
            Volume: 250281.0
            MA5: 416.21
            MA20: 416.81
            Volume MA5: 202990.20
            Price Change: 0.20%
            Volume Change: -1.36%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:55:00-05:00

            Current Price: 416.51
            VWAP: 417.54
            Volume: 235283.0
            MA5: 416.13
            MA20: 416.75
            Volume MA5: 225733.20
            Price Change: 0.02%
            Volume Change: -5.99%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:00:00-05:00

            Current Price: 415.75
            VWAP: 417.52
            Volume: 206500.0
            MA5: 416.03
            MA20: 416.64
            Volume MA5: 236819.00
            Price Change: -0.18%
            Volume Change: -12.23%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:05:00-05:00

            Current Price: 416.08
            VWAP: 417.51
            Volume: 207417.0
            MA5: 416.07
            MA20: 416.57
            Volume MA5: 230643.60
            Price Change: 0.08%
            Volume Change: 0.44%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:10:00-05:00

            Current Price: 415.86
            VWAP: 417.49
            Volume: 223244.0
            MA5: 416.13
            MA20: 416.52
            Volume MA5: 224545.00
            Price Change: -0.05%
            Volume Change: 7.63%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:15:00-05:00

            Current Price: 416.14
            VWAP: 417.48
            Volume: 183515.0
            MA5: 416.07
            MA20: 416.47
            Volume MA5: 211191.80
            Price Change: 0.06%
            Volume Change: -17.80%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:20:00-05:00

            Current Price: 416.47
            VWAP: 417.47
            Volume: 214901.0
            MA5: 416.06
            MA20: 416.43
            Volume MA5: 207115.40
            Price Change: 0.08%
            Volume Change: 17.10%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:25:00-05:00

            Current Price: 416.14
            VWAP: 417.46
            Volume: 176223.0
            MA5: 416.14
            MA20: 416.39
            Volume MA5: 201060.00
            Price Change: -0.08%
            Volume Change: -18.00%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:30:00-05:00

            Current Price: 416.33
            VWAP: 417.45
            Volume: 278362.0
            MA5: 416.19
            MA20: 416.37
            Volume MA5: 215249.00
            Price Change: 0.04%
            Volume Change: 57.96%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 15:35:00-05:00

            Current Price: 416.12
            VWAP: 417.43
            Volume: 218043.0
            MA5: 416.24
            MA20: 416.32
            Volume MA5: 214208.80
            Price Change: -0.05%
            Volume Change: -21.67%
            Previous 5min VWAP Movement: down (-0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 416.12, "suggested_stop_loss": 416.5, "suggested_take_profit": 415.8, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with no significant price recovery", "Historical context showing similar VWAP decline"], "reasoning": "The current market window shows a consistent pattern of VWAP decline with no significant recovery in price, even with increased volume. The price remains below both the MA5 and MA20, indicating a bearish trend. Historical context windows with similar patterns also resulted in continued VWAP decline. Given these factors, 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."}


[System]
    Predict the VWAP movement for the next 5-minute interval using historical and current market data. Aim for high accuracy, estimate movement magnitude, assess volatility, and provide actionable trading insights.

    Input Data:
    Historical Context Windows:
    - Top 5 similar past market windows based on resemblance to the current market window.
    - Each window consists of multiple 5-minute intervals leading up to the current window.
    - These windows help identify patterns preceding previous VWAP movements.

    Current Window:
    - Recent 5-minute intervals, with the latest interval being the most recent market data.
    - Metrics include: Price, VWAP, Volume, MA5, MA20, Volume MA5, Price Change, Volume Change, VWAP Change.

    Tasks:
    1. Analyze the Current Window:
       - Extract key trends, anomalies, or signals.
    2. Compare Against Historical Context:
       - Identify how similar historical windows evolved.
       - Detect patterns indicating VWAP increases or decreases.
    3. Predict the Next Interval’s VWAP Movement:
       - Determine if VWAP will move up or down.
       - Provide a confidence score (0.0 to 1.0).
    4. Estimate Movement Magnitude and Volatility:
       - Predict expected VWAP change.
       - Assess short-term volatility.
    5. Optimize Trade Execution and Risk Management:
       - Recommend trade levels: Entry Price, Stop-Loss Level, Take-Profit Level.
       - Ensure realistic market conditions and risk-adjusted reward expectations.
    6. Identify Key Signals Used in Prediction:
       - List relevant signals or indicators.
    7. Provide Justification for the Prediction:
       - Offer data-driven reasoning for the prediction and trade levels.

    Output Format (strict JSON):
    {
      "vwap_direction_next_5min": "up" or "down",
      "confidence_score": <float between 0.0 and 1.0>,
      "expected_vwap_change": <float (absolute or percentage)>,
      "volatility_estimate": <float (estimated short-term volatility)>,
      "suggested_entry": <float (price level)>,
      "suggested_stop_loss": <float (price level)>,
      "suggested_take_profit": <float (price level)>,
      "key_signals": ["list of relevant signals or indicators used"],
      "reasoning": "concise explanation of the logic behind your prediction and recommendations"
    }

[User]
Historical context:
Similar context (score: 0.0136):
Time: 2025-01-31 13:35:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 4489292.80
            Price Change: -0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:40:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 9288576.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 3895270.40
            Price Change: 0.40%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.07%)

===
Time: 2025-01-31 13:45:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 7192960.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 4038912.00
            Price Change: -0.30%
            Volume Change: -22.56%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 13:50:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 4754560.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 4247219.20
            Price Change: 0.16%
            Volume Change: -33.90%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 13:55:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 1068800.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 4460979.20
            Price Change: -0.07%
            Volume Change: -77.52%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 14:00:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 8162560.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 6093491.20
            Price Change: -0.19%
            Volume Change: 663.71%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 14:05:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 40074624.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 12250700.80
            Price Change: 0.29%
            Volume Change: 390.96%
            Previous 5min VWAP Movement: up (0.15%)

===
Time: 2025-01-31 14:10:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 7435520.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 12299212.80
            Price Change: 0.05%
            Volume Change: -81.45%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 14:15:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 4202880.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 12188876.80
            Price Change: 0.03%
            Volume Change: -43.48%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:20:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 2679296.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 12510976.00
            Price Change: 0.12%
            Volume Change: -36.25%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:25:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 5318912.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 11942246.40
            Price Change: -0.26%
            Volume Change: 98.52%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 14:30:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 482944.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 4023910.40
            Price Change: 0.23%
            Volume Change: -90.92%
            Previous 5min VWAP Movement: up (0.00%)

===
Similar context (score: 0.0263):
Time: 2025-01-31 12:25:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3571328.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4487552.00
            Price Change: -0.09%
            Volume Change: -59.65%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 12:30:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3511936.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4690432.00
            Price Change: -0.25%
            Volume Change: -1.66%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 12:35:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 2940288.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4596403.20
            Price Change: 0.10%
            Volume Change: -16.28%
            Previous 5min VWAP Movement: up (0.02%)

===
Time: 2025-01-31 12:40:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 2368384.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4248499.20
            Price Change: -0.06%
            Volume Change: -19.45%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 12:45:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 2478387.20
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 12:50:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 984832.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 1961088.00
            Price Change: 0.10%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 12:55:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 1464064.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 1551513.60
            Price Change: 0.08%
            Volume Change: 48.66%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:00:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 963456.00
            Price Change: 0.11%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:05:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 7513856.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 1992550.40
            Price Change: 0.27%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.09%)

===
Time: 2025-01-31 13:10:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 16319872.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 5256524.80
            Price Change: 0.60%
            Volume Change: 117.20%
            Previous 5min VWAP Movement: up (0.24%)

===
Time: 2025-01-31 13:15:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 12258688.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 7511296.00
            Price Change: -0.14%
            Volume Change: -24.88%
            Previous 5min VWAP Movement: up (0.12%)

===
Time: 2025-01-31 13:20:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 6474752.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 8513433.60
            Price Change: -0.17%
            Volume Change: -47.18%
            Previous 5min VWAP Movement: up (0.04%)

Next Interval VWAP Movement: up (0.03%)
===
Similar context (score: 0.0263):
Time: 2025-01-31 09:55:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 45696.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:00:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: -0.07%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:05:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:10:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:15:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:20:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: -0.11%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:25:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 1077632.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 215526.40
            Price Change: -0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.24%)

===
Time: 2025-01-31 10:30:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 215526.40
            Price Change: -0.01%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:35:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 215526.40
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:40:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 6016.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 216729.60
            Price Change: 0.10%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 10:45:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 923904.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 401510.40
            Price Change: 0.11%
            Volume Change: 15257.45%
            Previous 5min VWAP Movement: up (0.08%)

===
Time: 2025-01-31 10:50:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 552704.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 296524.80
            Price Change: 0.08%
            Volume Change: -40.18%
            Previous 5min VWAP Movement: up (0.04%)

Next Interval VWAP Movement: up (0.04%)

Current market state:
Time: 2025-01-31 14:35:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 5339008.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 3604608.00
            Price Change: -0.76%
            Volume Change: 1005.51%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:40:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 9962368.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 4756505.60
            Price Change: -0.10%
            Volume Change: 86.60%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 14:45:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 7177472.0
            MA5: 0.33
            MA20: 0.34
            Volume MA5: 5656140.80
            Price Change: -0.10%
            Volume Change: -27.95%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 14:50:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.34
            Volume MA5: 4592358.40
            Price Change: -0.53%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:55:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.34
            Volume MA5: 4495769.60
            Price Change: 0.14%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:00:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.34
            Volume MA5: 3427968.00
            Price Change: 0.36%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:05:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 1435494.40
            Price Change: 0.10%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:10:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: 0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:15:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: 0.18%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:20:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: 0.07%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:25:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 4986112.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 997222.40
            Price Change: 0.50%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 15:30:00+00:00

            Current Price: 0.34
            VWAP: 0.33
            Volume: 7286016.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 2454425.60
            Price Change: -0.00%
            Volume Change: 46.13%
            Previous 5min VWAP Movement: up (0.02%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.75, "expected_vwap_change": 0.02, "volatility_estimate": 0.01, "suggested_entry": 0.33, "suggested_stop_loss": 0.32, "suggested_take_profit": 0.34, "key_signals": ["Consistent VWAP stability", "Recent price increase", "Volume increase in the last interval", "Historical pattern of VWAP increase after similar conditions"], "reasoning": "The current market window shows a stable VWAP with a recent price increase and a significant volume spike, suggesting potential upward movement. Historical patterns indicate that similar conditions often lead to a slight VWAP increase. The confidence score reflects the consistency of these patterns, and the suggested trade levels are based on expected minor volatility and typical price movements observed in similar past scenarios."}


[System]
    Predict the VWAP movement for the next 5-minute interval using historical and current market data. Aim for high accuracy, estimate movement magnitude, assess volatility, and provide actionable trading insights.

    Input Data:
    Historical Context Windows:
    - Top 5 similar past market windows based on resemblance to the current market window.
    - Each window consists of multiple 5-minute intervals leading up to the current window.
    - These windows help identify patterns preceding previous VWAP movements.

    Current Window:
    - Recent 5-minute intervals, with the latest interval being the most recent market data.
    - Metrics include: Price, VWAP, Volume, MA5, MA20, Volume MA5, Price Change, Volume Change, VWAP Change.

    Tasks:
    1. Analyze the Current Window:
       - Extract key trends, anomalies, or signals.
    2. Compare Against Historical Context:
       - Identify how similar historical windows evolved.
       - Detect patterns indicating VWAP increases or decreases.
    3. Predict the Next Interval’s VWAP Movement:
       - Determine if VWAP will move up or down.
       - Provide a confidence score (0.0 to 1.0).
    4. Estimate Movement Magnitude and Volatility:
       - Predict expected VWAP change.
       - Assess short-term volatility.
    5. Optimize Trade Execution and Risk Management:
       - Recommend trade levels: Entry Price, Stop-Loss Level, Take-Profit Level.
       - Ensure realistic market conditions and risk-adjusted reward expectations.
    6. Identify Key Signals Used in Prediction:
       - List relevant signals or indicators.
    7. Provide Justification for the Prediction:
       - Offer data-driven reasoning for the prediction and trade levels.

    Output Format (strict JSON):
    {
      "vwap_direction_next_5min": "up" or "down",
      "confidence_score": <float between 0.0 and 1.0>,
      "expected_vwap_change": <float (absolute or percentage)>,
      "volatility_estimate": <float (estimated short-term volatility)>,
      "suggested_entry": <float (price level)>,
      "suggested_stop_loss": <float (price level)>,
      "suggested_take_profit": <float (price level)>,
      "key_signals": ["list of relevant signals or indicators used"],
      "reasoning": "concise explanation of the logic behind your prediction and recommendations"
    }

[User]
Historical context:
Similar context (score: 0.0108):
Time: 2025-01-31 13:45:00+00:00

            Current Price: 104674.59
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104703.69
            MA20: 104754.55
            Volume MA5: 2744320.00
            Price Change: 0.02%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:50:00+00:00

            Current Price: 104716.32
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104669.81
            MA20: 104753.34
            Volume MA5: 2744320.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:55:00+00:00

            Current Price: 104618.09
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104659.72
            MA20: 104747.68
            Volume MA5: 2744320.00
            Price Change: -0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:00:00+00:00

            Current Price: 104657.35
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104663.75
            MA20: 104736.92
            Volume MA5: 2744320.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:05:00+00:00

            Current Price: 104567.70
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104646.81
            MA20: 104728.98
            Volume MA5: 0.00
            Price Change: -0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:10:00+00:00

            Current Price: 104691.53
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104650.20
            MA20: 104728.35
            Volume MA5: 0.00
            Price Change: 0.12%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:15:00+00:00

            Current Price: 104626.39
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104632.21
            MA20: 104727.76
            Volume MA5: 0.00
            Price Change: -0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:20:00+00:00

            Current Price: 104561.80
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104620.95
            MA20: 104725.38
            Volume MA5: 0.00
            Price Change: -0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:25:00+00:00

            Current Price: 104619.02
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104613.29
            MA20: 104721.35
            Volume MA5: 0.00
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:30:00+00:00

            Current Price: 104505.77
            VWAP: 104694.66
            Volume: 15290368.0
            MA5: 104600.90
            MA20: 104713.61
            Volume MA5: 3058073.60
            Price Change: -0.11%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:35:00+00:00

            Current Price: 104268.98
            VWAP: 104692.86
            Volume: 5103616.0
            MA5: 104516.39
            MA20: 104692.45
            Volume MA5: 4078796.80
            Price Change: -0.23%
            Volume Change: -66.62%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 14:40:00+00:00

            Current Price: 104533.95
            VWAP: 104678.50
            Volume: 119975936.0
            MA5: 104497.90
            MA20: 104679.93
            Volume MA5: 28073984.00
            Price Change: 0.25%
            Volume Change: 2250.80%
            Previous 5min VWAP Movement: down (-0.01%)

===
Similar context (score: 0.0279):
Time: 2025-01-31 13:15:00+00:00

            Current Price: 104893.48
            VWAP: 104697.61
            Volume: 44007424.0
            MA5: 104869.64
            MA20: 104742.14
            Volume MA5: 43184128.00
            Price Change: -0.11%
            Volume Change: -56.16%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:20:00+00:00

            Current Price: 104841.51
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104899.53
            MA20: 104747.76
            Volume MA5: 43184128.00
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:25:00+00:00

            Current Price: 104885.70
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104919.80
            MA20: 104761.04
            Volume MA5: 43184128.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:30:00+00:00

            Current Price: 104668.58
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104859.22
            MA20: 104762.47
            Volume MA5: 28876800.00
            Price Change: -0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:35:00+00:00

            Current Price: 104637.18
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104785.29
            MA20: 104756.74
            Volume MA5: 8801484.80
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:40:00+00:00

            Current Price: 104652.41
            VWAP: 104697.09
            Volume: 13721600.0
            MA5: 104737.07
            MA20: 104756.97
            Volume MA5: 2744320.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:45:00+00:00

            Current Price: 104674.59
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104703.69
            MA20: 104754.55
            Volume MA5: 2744320.00
            Price Change: 0.02%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:50:00+00:00

            Current Price: 104716.32
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104669.81
            MA20: 104753.34
            Volume MA5: 2744320.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:55:00+00:00

            Current Price: 104618.09
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104659.72
            MA20: 104747.68
            Volume MA5: 2744320.00
            Price Change: -0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:00:00+00:00

            Current Price: 104657.35
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104663.75
            MA20: 104736.92
            Volume MA5: 2744320.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:05:00+00:00

            Current Price: 104567.70
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104646.81
            MA20: 104728.98
            Volume MA5: 0.00
            Price Change: -0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:10:00+00:00

            Current Price: 104691.53
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104650.20
            MA20: 104728.35
            Volume MA5: 0.00
            Price Change: 0.12%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0287):
Time: 2025-01-31 13:10:00+00:00

            Current Price: 105006.83
            VWAP: 104689.98
            Volume: 100376576.0
            MA5: 104823.07
            MA20: 104735.29
            Volume MA5: 37095014.40
            Price Change: 0.03%
            Volume Change: 40.31%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 13:15:00+00:00

            Current Price: 104893.48
            VWAP: 104697.61
            Volume: 44007424.0
            MA5: 104869.64
            MA20: 104742.14
            Volume MA5: 43184128.00
            Price Change: -0.11%
            Volume Change: -56.16%
            Previous 5min VWAP Movement: up (0.01%)

===
Time: 2025-01-31 13:20:00+00:00

            Current Price: 104841.51
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104899.53
            MA20: 104747.76
            Volume MA5: 43184128.00
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:25:00+00:00

            Current Price: 104885.70
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104919.80
            MA20: 104761.04
            Volume MA5: 43184128.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:30:00+00:00

            Current Price: 104668.58
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104859.22
            MA20: 104762.47
            Volume MA5: 28876800.00
            Price Change: -0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:35:00+00:00

            Current Price: 104637.18
            VWAP: 104697.61
            Volume: 0.0
            MA5: 104785.29
            MA20: 104756.74
            Volume MA5: 8801484.80
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:40:00+00:00

            Current Price: 104652.41
            VWAP: 104697.09
            Volume: 13721600.0
            MA5: 104737.07
            MA20: 104756.97
            Volume MA5: 2744320.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.00%)

===
Time: 2025-01-31 13:45:00+00:00

            Current Price: 104674.59
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104703.69
            MA20: 104754.55
            Volume MA5: 2744320.00
            Price Change: 0.02%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:50:00+00:00

            Current Price: 104716.32
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104669.81
            MA20: 104753.34
            Volume MA5: 2744320.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 13:55:00+00:00

            Current Price: 104618.09
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104659.72
            MA20: 104747.68
            Volume MA5: 2744320.00
            Price Change: -0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:00:00+00:00

            Current Price: 104657.35
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104663.75
            MA20: 104736.92
            Volume MA5: 2744320.00
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:05:00+00:00

            Current Price: 104567.70
            VWAP: 104697.09
            Volume: 0.0
            MA5: 104646.81
            MA20: 104728.98
            Volume MA5: 0.00
            Price Change: -0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)

Current market state:
Time: 2025-01-31 14:45:00+00:00

            Current Price: 104322.42
            VWAP: 104663.33
            Volume: 59072512.0
            MA5: 104450.03
            MA20: 104647.48
            Volume MA5: 39888486.40
            Price Change: -0.20%
            Volume Change: -50.76%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 14:50:00+00:00

            Current Price: 104400.73
            VWAP: 104663.33
            Volume: 0.0
            MA5: 104406.37
            MA20: 104617.18
            Volume MA5: 39888486.40
            Price Change: 0.08%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 14:55:00+00:00

            Current Price: 104414.38
            VWAP: 104663.33
            Volume: 0.0
            MA5: 104388.10
            MA20: 104593.22
            Volume MA5: 36830412.80
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:00:00+00:00

            Current Price: 104625.29
            VWAP: 104663.33
            Volume: 0.0
            MA5: 104459.36
            MA20: 104582.41
            Volume MA5: 35809689.60
            Price Change: 0.20%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:05:00+00:00

            Current Price: 104651.27
            VWAP: 104663.33
            Volume: 0.0
            MA5: 104482.82
            MA20: 104570.69
            Volume MA5: 11814502.40
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:10:00+00:00

            Current Price: 104905.10
            VWAP: 104663.33
            Volume: 0.0
            MA5: 104599.35
            MA20: 104582.51
            Volume MA5: 0.00
            Price Change: 0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:15:00+00:00

            Current Price: 104794.17
            VWAP: 104663.33
            Volume: 0.0
            MA5: 104678.04
            MA20: 104590.36
            Volume MA5: 0.00
            Price Change: -0.11%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:20:00+00:00

            Current Price: 105016.59
            VWAP: 104668.16
            Volume: 19238912.0
            MA5: 104798.48
            MA20: 104608.57
            Volume MA5: 3847782.40
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 15:25:00+00:00

            Current Price: 105162.55
            VWAP: 104699.17
            Volume: 94085120.0
            MA5: 104905.93
            MA20: 104632.97
            Volume MA5: 22664806.40
            Price Change: 0.14%
            Volume Change: 389.04%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 15:30:00+00:00

            Current Price: 105477.88
            VWAP: 104699.17
            Volume: 0.0
            MA5: 105071.26
            MA20: 104671.05
            Volume MA5: 22664806.40
            Price Change: 0.30%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 15:35:00+00:00

            Current Price: 105839.16
            VWAP: 104867.84
            Volume: 260456448.0
            MA5: 105258.07
            MA20: 104732.10
            Volume MA5: 74756096.00
            Price Change: 0.34%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.16%)

===
Time: 2025-01-31 15:40:00+00:00

            Current Price: 105649.51
            VWAP: 104977.28
            Volume: 286621696.0
            MA5: 105429.14
            MA20: 104781.71
            Volume MA5: 132080435.20
            Price Change: -0.18%
            Volume Change: 10.05%
            Previous 5min VWAP Movement: up (0.10%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.12, "volatility_estimate": 0.15, "suggested_entry": 105649.51, "suggested_stop_loss": 105477.88, "suggested_take_profit": 105839.16, "key_signals": ["Recent increase in volume", "Positive price change", "VWAP moving upwards", "MA5 crossing above MA20"], "reasoning": "The current market window shows a significant increase in volume and a positive price change, indicating strong buying interest. The VWAP has been moving upwards, supported by the MA5 crossing above the MA20, which is a bullish signal. Historical context windows with similar patterns also showed subsequent 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 based on recent price action and volatility estimates to optimize risk-reward."}