[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: 0.0082):
Time: 2025-01-31 13:50:00+00:00

            Current Price: 130.09
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.29
            MA20: 131.23
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.02
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.19
            MA20: 131.16
            Volume MA5: 0.00
            Price Change: -0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.77
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.08
            MA20: 131.08
            Volume MA5: 0.00
            Price Change: -0.19%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.48
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.90
            MA20: 130.97
            Volume MA5: 0.00
            Price Change: -0.22%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.81
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.83
            MA20: 130.91
            Volume MA5: 0.00
            Price Change: 0.25%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.32
            VWAP: 133.30
            Volume: 1034624.0
            MA5: 129.68
            MA20: 130.80
            Volume MA5: 206924.80
            Price Change: -0.38%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 129.54
            VWAP: 133.29
            Volume: 162176.0
            MA5: 129.58
            MA20: 130.69
            Volume MA5: 239360.00
            Price Change: 0.18%
            Volume Change: -84.33%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 129.67
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.56
            MA20: 130.58
            Volume MA5: 239360.00
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.76
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.62
            MA20: 130.48
            Volume MA5: 239360.00
            Price Change: 0.07%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.46
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.55
            MA20: 130.36
            Volume MA5: 239360.00
            Price Change: -0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.90
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.67
            MA20: 130.26
            Volume MA5: 32435.20
            Price Change: 0.34%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.98
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.75
            MA20: 130.17
            Volume MA5: 0.00
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Similar context (score: 0.0212):
Time: 2025-01-31 13:30:00+00:00

            Current Price: 130.51
            VWAP: 133.35
            Volume: 0.0
            MA5: 131.15
            MA20: 131.57
            Volume MA5: 0.00
            Price Change: -0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.35
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.84
            MA20: 131.48
            Volume MA5: 0.00
            Price Change: -0.12%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.38
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.62
            MA20: 131.40
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.12
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.41
            MA20: 131.31
            Volume MA5: 0.00
            Price Change: -0.20%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.09
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.29
            MA20: 131.23
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.02
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.19
            MA20: 131.16
            Volume MA5: 0.00
            Price Change: -0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.77
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.08
            MA20: 131.08
            Volume MA5: 0.00
            Price Change: -0.19%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.48
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.90
            MA20: 130.97
            Volume MA5: 0.00
            Price Change: -0.22%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.81
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.83
            MA20: 130.91
            Volume MA5: 0.00
            Price Change: 0.25%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.32
            VWAP: 133.30
            Volume: 1034624.0
            MA5: 129.68
            MA20: 130.80
            Volume MA5: 206924.80
            Price Change: -0.38%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 129.54
            VWAP: 133.29
            Volume: 162176.0
            MA5: 129.58
            MA20: 130.69
            Volume MA5: 239360.00
            Price Change: 0.18%
            Volume Change: -84.33%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 129.67
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.56
            MA20: 130.58
            Volume MA5: 239360.00
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0218):
Time: 2025-01-31 13:40:00+00:00

            Current Price: 130.38
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.62
            MA20: 131.40
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.12
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.41
            MA20: 131.31
            Volume MA5: 0.00
            Price Change: -0.20%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.09
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.29
            MA20: 131.23
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.02
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.19
            MA20: 131.16
            Volume MA5: 0.00
            Price Change: -0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.77
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.08
            MA20: 131.08
            Volume MA5: 0.00
            Price Change: -0.19%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.48
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.90
            MA20: 130.97
            Volume MA5: 0.00
            Price Change: -0.22%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.81
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.83
            MA20: 130.91
            Volume MA5: 0.00
            Price Change: 0.25%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.32
            VWAP: 133.30
            Volume: 1034624.0
            MA5: 129.68
            MA20: 130.80
            Volume MA5: 206924.80
            Price Change: -0.38%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 129.54
            VWAP: 133.29
            Volume: 162176.0
            MA5: 129.58
            MA20: 130.69
            Volume MA5: 239360.00
            Price Change: 0.18%
            Volume Change: -84.33%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 129.67
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.56
            MA20: 130.58
            Volume MA5: 239360.00
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.76
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.62
            MA20: 130.48
            Volume MA5: 239360.00
            Price Change: 0.07%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.46
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.55
            MA20: 130.36
            Volume MA5: 239360.00
            Price Change: -0.23%
            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 14:50:00+00:00

            Current Price: 130.01
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.82
            MA20: 130.08
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.96
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.86
            MA20: 130.00
            Volume MA5: 0.00
            Price Change: -0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.82
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.93
            MA20: 129.93
            Volume MA5: 0.00
            Price Change: -0.11%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.38
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.83
            MA20: 129.87
            Volume MA5: 0.00
            Price Change: -0.34%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.60
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.75
            MA20: 129.82
            Volume MA5: 0.00
            Price Change: 0.17%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.44
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.64
            MA20: 129.78
            Volume MA5: 0.00
            Price Change: -0.12%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.46
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.54
            MA20: 129.73
            Volume MA5: 0.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.85
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.55
            MA20: 129.72
            Volume MA5: 0.00
            Price Change: 0.30%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.50
            VWAP: 133.20
            Volume: 2725120.0
            MA5: 129.77
            MA20: 129.74
            Volume MA5: 545024.00
            Price Change: 0.50%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.07%)

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

            Current Price: 130.90
            VWAP: 133.04
            Volume: 6296960.0
            MA5: 130.03
            MA20: 129.78
            Volume MA5: 1804416.00
            Price Change: 0.30%
            Volume Change: 131.07%
            Previous 5min VWAP Movement: down (-0.12%)

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

            Current Price: 130.78
            VWAP: 132.97
            Volume: 2711296.0
            MA5: 130.30
            MA20: 129.83
            Volume MA5: 2346675.20
            Price Change: -0.09%
            Volume Change: -56.94%
            Previous 5min VWAP Movement: down (-0.05%)

===
Time: 2025-01-31 15:45:00+00:00

            Current Price: 130.64
            VWAP: 132.97
            Volume: 0.0
            MA5: 130.54
            MA20: 129.89
            Volume MA5: 2346675.20
            Price Change: -0.10%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 130.64, "suggested_stop_loss": 130.9, "suggested_take_profit": 130.3, "key_signals": ["Consistent VWAP decline", "Price below VWAP", "High volume spikes followed by zero volume", "MA5 below MA20"], "reasoning": "The current market window shows a consistent pattern of VWAP decline with prices consistently below the VWAP, indicating bearish sentiment. Historical windows with similar patterns also resulted in VWAP declines. The recent high volume spikes followed by zero volume suggest a lack of buying interest to push prices higher. The MA5 is below MA20, reinforcing the bearish trend. Therefore, a short position is recommended with a high confidence score."}


[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: 0.0132):
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%)

===
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%)

===
Similar context (score: 0.0320):
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%)

===
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%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0323):
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%)

Current market state:
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%)

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

            Current Price: 203.51
            VWAP: 204.41
            Volume: 283365.0
            MA5: 203.67
            MA20: 204.33
            Volume MA5: 258179.00
            Price Change: -0.10%
            Volume Change: 14.48%
            Previous 5min VWAP Movement: down (-0.01%)

===
Time: 2025-01-31 15:40:00-05:00

            Current Price: 203.64
            VWAP: 204.40
            Volume: 322643.0
            MA5: 203.65
            MA20: 204.25
            Volume MA5: 267530.80
            Price Change: 0.06%
            Volume Change: 13.86%
            Previous 5min VWAP Movement: down (-0.01%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 203.6, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.3, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with decreasing price"], "reasoning": "The current market window shows a consistent downward trend in VWAP over the past several intervals, with the price consistently below both the MA5 and MA20, indicating a bearish sentiment. The volume is relatively high, yet the price is decreasing, suggesting selling pressure. Historical similar contexts also showed a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk."}


[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: 0.0115):
Time: 2025-01-31 13:45:00-05:00

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 123.37
            VWAP: 125.25
            Volume: 2562872.0
            MA5: 123.48
            MA20: 124.36
            Volume MA5: 2746651.00
            Price Change: 0.26%
            Volume Change: -44.83%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.76
            VWAP: 125.22
            Volume: 2957307.0
            MA5: 123.31
            MA20: 124.24
            Volume MA5: 2861550.00
            Price Change: -0.50%
            Volume Change: 15.39%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.10
            VWAP: 125.20
            Volume: 2182717.0
            MA5: 123.17
            MA20: 124.15
            Volume MA5: 2886752.80
            Price Change: 0.28%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.01
            VWAP: 125.18
            Volume: 2428234.0
            MA5: 123.06
            MA20: 124.05
            Volume MA5: 2955277.20
            Price Change: -0.07%
            Volume Change: 11.25%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.96
            VWAP: 125.16
            Volume: 2455986.0
            MA5: 123.04
            MA20: 123.93
            Volume MA5: 2517423.20
            Price Change: -0.04%
            Volume Change: 1.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.06
            VWAP: 125.12
            Volume: 3632388.0
            MA5: 122.78
            MA20: 123.74
            Volume MA5: 2731326.40
            Price Change: -0.73%
            Volume Change: 47.90%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.76
            VWAP: 125.06
            Volume: 4011313.0
            MA5: 122.58
            MA20: 123.56
            Volume MA5: 2942127.60
            Price Change: -0.25%
            Volume Change: 10.43%
            Previous 5min VWAP Movement: down (-0.04%)

===
Similar context (score: 0.0318):
Time: 2025-01-31 13:10:00-05:00

            Current Price: 124.96
            VWAP: 125.50
            Volume: 2031833.0
            MA5: 125.34
            MA20: 125.16
            Volume MA5: 2304681.40
            Price Change: -0.05%
            Volume Change: -11.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 124.37
            VWAP: 125.49
            Volume: 2170002.0
            MA5: 125.13
            MA20: 125.09
            Volume MA5: 2309730.00
            Price Change: -0.47%
            Volume Change: 6.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 124.47
            VWAP: 125.47
            Volume: 3470074.0
            MA5: 124.85
            MA20: 125.07
            Volume MA5: 2470088.00
            Price Change: 0.08%
            Volume Change: 59.91%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 124.17
            VWAP: 125.46
            Volume: 2360174.0
            MA5: 124.60
            MA20: 125.00
            Volume MA5: 2466345.00
            Price Change: -0.25%
            Volume Change: -31.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0324):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 123.37
            VWAP: 125.25
            Volume: 2562872.0
            MA5: 123.48
            MA20: 124.36
            Volume MA5: 2746651.00
            Price Change: 0.26%
            Volume Change: -44.83%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.76
            VWAP: 125.22
            Volume: 2957307.0
            MA5: 123.31
            MA20: 124.24
            Volume MA5: 2861550.00
            Price Change: -0.50%
            Volume Change: 15.39%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.10
            VWAP: 125.20
            Volume: 2182717.0
            MA5: 123.17
            MA20: 124.15
            Volume MA5: 2886752.80
            Price Change: 0.28%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.01
            VWAP: 125.18
            Volume: 2428234.0
            MA5: 123.06
            MA20: 124.05
            Volume MA5: 2955277.20
            Price Change: -0.07%
            Volume Change: 11.25%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.96
            VWAP: 125.16
            Volume: 2455986.0
            MA5: 123.04
            MA20: 123.93
            Volume MA5: 2517423.20
            Price Change: -0.04%
            Volume Change: 1.14%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.04%)

Current market state:
Time: 2025-01-31 14:45:00-05:00

            Current Price: 121.99
            VWAP: 125.01
            Volume: 4478122.0
            MA5: 122.36
            MA20: 123.41
            Volume MA5: 3401208.60
            Price Change: 0.19%
            Volume Change: 11.64%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.67
            VWAP: 124.95
            Volume: 4678896.0
            MA5: 122.09
            MA20: 123.24
            Volume MA5: 3851341.00
            Price Change: -0.26%
            Volume Change: 4.48%
            Previous 5min VWAP Movement: down (-0.05%)

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

            Current Price: 121.88
            VWAP: 124.92
            Volume: 3032372.0
            MA5: 121.87
            MA20: 123.12
            Volume MA5: 3966618.20
            Price Change: 0.17%
            Volume Change: -35.19%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 121.10
            VWAP: 124.87
            Volume: 3839577.0
            MA5: 121.68
            MA20: 122.95
            Volume MA5: 4008056.00
            Price Change: -0.64%
            Volume Change: 26.62%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.98
            VWAP: 124.81
            Volume: 3871017.0
            MA5: 121.52
            MA20: 122.79
            Volume MA5: 3979996.80
            Price Change: -0.10%
            Volume Change: 0.82%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.87
            VWAP: 124.77
            Volume: 3214651.0
            MA5: 121.30
            MA20: 122.65
            Volume MA5: 3727302.60
            Price Change: -0.09%
            Volume Change: -16.96%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.71
            VWAP: 124.72
            Volume: 3259275.0
            MA5: 121.11
            MA20: 122.48
            Volume MA5: 3443378.40
            Price Change: -0.13%
            Volume Change: 1.39%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.38
            VWAP: 124.65
            Volume: 4637022.0
            MA5: 120.81
            MA20: 122.32
            Volume MA5: 3764308.40
            Price Change: -0.28%
            Volume Change: 42.27%
            Previous 5min VWAP Movement: down (-0.06%)

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

            Current Price: 120.11
            VWAP: 124.55
            Volume: 6892730.0
            MA5: 120.61
            MA20: 122.14
            Volume MA5: 4374939.00
            Price Change: -0.22%
            Volume Change: 48.65%
            Previous 5min VWAP Movement: down (-0.08%)

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

            Current Price: 120.09
            VWAP: 124.50
            Volume: 3596041.0
            MA5: 120.43
            MA20: 121.96
            Volume MA5: 4319943.80
            Price Change: -0.02%
            Volume Change: -47.83%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 119.64
            VWAP: 124.40
            Volume: 5993828.0
            MA5: 120.19
            MA20: 121.75
            Volume MA5: 4875779.20
            Price Change: -0.37%
            Volume Change: 66.68%
            Previous 5min VWAP Movement: down (-0.08%)

===
Time: 2025-01-31 15:40:00-05:00

            Current Price: 119.20
            VWAP: 124.30
            Volume: 6074899.0
            MA5: 119.88
            MA20: 121.53
            Volume MA5: 5438904.00
            Price Change: -0.37%
            Volume Change: 1.35%
            Previous 5min VWAP Movement: down (-0.08%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.07, "suggested_entry": 119.2, "suggested_stop_loss": 119.8, "suggested_take_profit": 118.5, "key_signals": ["Consistent downward VWAP movement", "High volume with increasing trend", "Price consistently below MA5 and MA20", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is coupled with high and increasing volume, suggesting strong selling pressure. The price is consistently below both the MA5 and MA20, reinforcing the bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. Given these factors, the VWAP is likely to continue decreasing in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected downward 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: 0.0092):
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%)

===
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%)

===
Similar context (score: 0.0288):
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: 0.0302):
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%)

===
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%)

Next Interval VWAP Movement: down (-0.00%)

Current market state:
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%)

===
Time: 2025-01-31 15:40:00-05:00

            Current Price: 415.89
            VWAP: 417.42
            Volume: 284922.0
            MA5: 416.19
            MA20: 416.27
            Volume MA5: 234490.20
            Price Change: -0.06%
            Volume Change: 30.67%
            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": 415.89, "suggested_stop_loss": 416.5, "suggested_take_profit": 415.5, "key_signals": ["Consistent downward VWAP movement", "Price consistently below VWAP", "MA5 and MA20 trending downwards", "High volume with no significant price recovery"], "reasoning": "The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite high trading volumes. Historical context windows with similar patterns also resulted in continued VWAP declines. The MA5 and MA20 are both trending downwards, reinforcing the bearish sentiment. Given these factors, the VWAP is expected to continue its downward movement in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk."}


[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: 0.0071):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 123.37
            VWAP: 125.25
            Volume: 2562872.0
            MA5: 123.48
            MA20: 124.36
            Volume MA5: 2746651.00
            Price Change: 0.26%
            Volume Change: -44.83%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.76
            VWAP: 125.22
            Volume: 2957307.0
            MA5: 123.31
            MA20: 124.24
            Volume MA5: 2861550.00
            Price Change: -0.50%
            Volume Change: 15.39%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.10
            VWAP: 125.20
            Volume: 2182717.0
            MA5: 123.17
            MA20: 124.15
            Volume MA5: 2886752.80
            Price Change: 0.28%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.01
            VWAP: 125.18
            Volume: 2428234.0
            MA5: 123.06
            MA20: 124.05
            Volume MA5: 2955277.20
            Price Change: -0.07%
            Volume Change: 11.25%
            Previous 5min VWAP Movement: down (-0.02%)

===
Similar context (score: 0.0301):
Time: 2025-01-31 13:10:00-05:00

            Current Price: 124.96
            VWAP: 125.50
            Volume: 2031833.0
            MA5: 125.34
            MA20: 125.16
            Volume MA5: 2304681.40
            Price Change: -0.05%
            Volume Change: -11.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 124.37
            VWAP: 125.49
            Volume: 2170002.0
            MA5: 125.13
            MA20: 125.09
            Volume MA5: 2309730.00
            Price Change: -0.47%
            Volume Change: 6.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 124.47
            VWAP: 125.47
            Volume: 3470074.0
            MA5: 124.85
            MA20: 125.07
            Volume MA5: 2470088.00
            Price Change: 0.08%
            Volume Change: 59.91%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 124.17
            VWAP: 125.46
            Volume: 2360174.0
            MA5: 124.60
            MA20: 125.00
            Volume MA5: 2466345.00
            Price Change: -0.25%
            Volume Change: -31.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0303):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 124.17
            VWAP: 125.46
            Volume: 2360174.0
            MA5: 124.60
            MA20: 125.00
            Volume MA5: 2466345.00
            Price Change: -0.25%
            Volume Change: -31.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 123.37
            VWAP: 125.25
            Volume: 2562872.0
            MA5: 123.48
            MA20: 124.36
            Volume MA5: 2746651.00
            Price Change: 0.26%
            Volume Change: -44.83%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.76
            VWAP: 125.22
            Volume: 2957307.0
            MA5: 123.31
            MA20: 124.24
            Volume MA5: 2861550.00
            Price Change: -0.50%
            Volume Change: 15.39%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.10
            VWAP: 125.20
            Volume: 2182717.0
            MA5: 123.17
            MA20: 124.15
            Volume MA5: 2886752.80
            Price Change: 0.28%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.02%)

Current market state:
Time: 2025-01-31 14:30:00-05:00

            Current Price: 122.96
            VWAP: 125.16
            Volume: 2455986.0
            MA5: 123.04
            MA20: 123.93
            Volume MA5: 2517423.20
            Price Change: -0.04%
            Volume Change: 1.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.06
            VWAP: 125.12
            Volume: 3632388.0
            MA5: 122.78
            MA20: 123.74
            Volume MA5: 2731326.40
            Price Change: -0.73%
            Volume Change: 47.90%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.76
            VWAP: 125.06
            Volume: 4011313.0
            MA5: 122.58
            MA20: 123.56
            Volume MA5: 2942127.60
            Price Change: -0.25%
            Volume Change: 10.43%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.99
            VWAP: 125.01
            Volume: 4478122.0
            MA5: 122.36
            MA20: 123.41
            Volume MA5: 3401208.60
            Price Change: 0.19%
            Volume Change: 11.64%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.67
            VWAP: 124.95
            Volume: 4678896.0
            MA5: 122.09
            MA20: 123.24
            Volume MA5: 3851341.00
            Price Change: -0.26%
            Volume Change: 4.48%
            Previous 5min VWAP Movement: down (-0.05%)

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

            Current Price: 121.88
            VWAP: 124.92
            Volume: 3032372.0
            MA5: 121.87
            MA20: 123.12
            Volume MA5: 3966618.20
            Price Change: 0.17%
            Volume Change: -35.19%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 121.10
            VWAP: 124.87
            Volume: 3839577.0
            MA5: 121.68
            MA20: 122.95
            Volume MA5: 4008056.00
            Price Change: -0.64%
            Volume Change: 26.62%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.98
            VWAP: 124.81
            Volume: 3871017.0
            MA5: 121.52
            MA20: 122.79
            Volume MA5: 3979996.80
            Price Change: -0.10%
            Volume Change: 0.82%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.87
            VWAP: 124.77
            Volume: 3214651.0
            MA5: 121.30
            MA20: 122.65
            Volume MA5: 3727302.60
            Price Change: -0.09%
            Volume Change: -16.96%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.71
            VWAP: 124.72
            Volume: 3259275.0
            MA5: 121.11
            MA20: 122.48
            Volume MA5: 3443378.40
            Price Change: -0.13%
            Volume Change: 1.39%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.38
            VWAP: 124.65
            Volume: 4637022.0
            MA5: 120.81
            MA20: 122.32
            Volume MA5: 3764308.40
            Price Change: -0.28%
            Volume Change: 42.27%
            Previous 5min VWAP Movement: down (-0.06%)

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

            Current Price: 120.11
            VWAP: 124.55
            Volume: 6892730.0
            MA5: 120.61
            MA20: 122.14
            Volume MA5: 4374939.00
            Price Change: -0.22%
            Volume Change: 48.65%
            Previous 5min VWAP Movement: down (-0.08%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 120.1, "suggested_stop_loss": 120.5, "suggested_take_profit": 119.8, "key_signals": ["Consistent downward VWAP movement", "High volume with decreasing price", "MA5 below MA20 indicating bearish trend", "Price consistently below VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP with each interval, supported by high volume and decreasing prices. The MA5 is below the MA20, indicating a bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these signals, the VWAP is expected to continue its downward trajectory in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk."}