[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: 0.0083):
Time: 2025-01-31 13:40:00-05:00

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.53
            VWAP: 238.83
            Volume: 186213.0
            MA5: 238.47
            MA20: 239.09
            Volume MA5: 218588.00
            Price Change: 0.07%
            Volume Change: 5.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.51
            VWAP: 238.82
            Volume: 152199.0
            MA5: 238.46
            MA20: 239.04
            Volume MA5: 206448.00
            Price Change: -0.01%
            Volume Change: -18.27%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.70
            VWAP: 238.82
            Volume: 132538.0
            MA5: 238.57
            MA20: 239.00
            Volume MA5: 166119.60
            Price Change: 0.08%
            Volume Change: -12.92%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.94
            VWAP: 238.82
            Volume: 174609.0
            MA5: 238.41
            MA20: 238.92
            Volume MA5: 164473.20
            Price Change: -0.32%
            Volume Change: 31.74%
            Previous 5min VWAP Movement: down (-0.00%)

===
Similar context (score: 0.0299):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 238.41
            VWAP: 238.85
            Volume: 294239.0
            MA5: 239.41
            MA20: 239.52
            Volume MA5: 315066.20
            Price Change: -0.51%
            Volume Change: -1.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.53
            VWAP: 238.83
            Volume: 186213.0
            MA5: 238.47
            MA20: 239.09
            Volume MA5: 218588.00
            Price Change: 0.07%
            Volume Change: 5.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.51
            VWAP: 238.82
            Volume: 152199.0
            MA5: 238.46
            MA20: 239.04
            Volume MA5: 206448.00
            Price Change: -0.01%
            Volume Change: -18.27%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0301):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.53
            VWAP: 238.83
            Volume: 186213.0
            MA5: 238.47
            MA20: 239.09
            Volume MA5: 218588.00
            Price Change: 0.07%
            Volume Change: 5.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.51
            VWAP: 238.82
            Volume: 152199.0
            MA5: 238.46
            MA20: 239.04
            Volume MA5: 206448.00
            Price Change: -0.01%
            Volume Change: -18.27%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.70
            VWAP: 238.82
            Volume: 132538.0
            MA5: 238.57
            MA20: 239.00
            Volume MA5: 166119.60
            Price Change: 0.08%
            Volume Change: -12.92%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)

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

            Current Price: 237.62
            VWAP: 238.80
            Volume: 311919.0
            MA5: 238.26
            MA20: 238.82
            Volume MA5: 191495.60
            Price Change: -0.13%
            Volume Change: 78.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.45
            VWAP: 238.78
            Volume: 300454.0
            MA5: 238.04
            MA20: 238.69
            Volume MA5: 214343.80
            Price Change: -0.07%
            Volume Change: -3.68%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.95
            VWAP: 238.77
            Volume: 194348.0
            MA5: 237.93
            MA20: 238.60
            Volume MA5: 222773.60
            Price Change: 0.21%
            Volume Change: -35.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.18
            VWAP: 238.77
            Volume: 272447.0
            MA5: 237.83
            MA20: 238.54
            Volume MA5: 250755.40
            Price Change: 0.10%
            Volume Change: 40.19%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.20
            VWAP: 238.75
            Volume: 244577.0
            MA5: 237.68
            MA20: 238.41
            Volume MA5: 264749.00
            Price Change: -0.41%
            Volume Change: -10.23%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.55
            VWAP: 238.73
            Volume: 262313.0
            MA5: 237.67
            MA20: 238.30
            Volume MA5: 254827.80
            Price Change: 0.15%
            Volume Change: 7.25%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.46
            VWAP: 238.72
            Volume: 205971.0
            MA5: 237.67
            MA20: 238.25
            Volume MA5: 235931.20
            Price Change: -0.04%
            Volume Change: -21.48%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.52
            VWAP: 238.71
            Volume: 220455.0
            MA5: 237.58
            MA20: 238.17
            Volume MA5: 241152.60
            Price Change: 0.03%
            Volume Change: 7.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.22
            VWAP: 238.69
            Volume: 270784.0
            MA5: 237.39
            MA20: 238.08
            Volume MA5: 240820.00
            Price Change: -0.13%
            Volume Change: 22.83%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.20
            VWAP: 238.68
            Volume: 258368.0
            MA5: 237.39
            MA20: 238.00
            Volume MA5: 243578.20
            Price Change: -0.01%
            Volume Change: -4.59%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.54
            VWAP: 238.66
            Volume: 332358.0
            MA5: 237.39
            MA20: 237.95
            Volume MA5: 257587.20
            Price Change: 0.14%
            Volume Change: 28.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.38
            VWAP: 238.65
            Volume: 289047.0
            MA5: 237.37
            MA20: 237.89
            Volume MA5: 274202.40
            Price Change: -0.07%
            Volume Change: -13.03%
            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": 237.38, "suggested_stop_loss": 237.7, "suggested_take_profit": 237.1, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with negative price change"], "reasoning": "The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, suggesting strong selling pressure. Historical similar contexts also showed a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the 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: 0.0114):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 413.74
            VWAP: 414.94
            Volume: 1095455.0
            MA5: 416.81
            MA20: 418.29
            Volume MA5: 746821.20
            Price Change: -0.52%
            Volume Change: 45.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.21
            VWAP: 414.90
            Volume: 1365064.0
            MA5: 415.59
            MA20: 418.02
            Volume MA5: 955443.80
            Price Change: -0.13%
            Volume Change: 24.61%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.49
            VWAP: 414.87
            Volume: 1018366.0
            MA5: 414.74
            MA20: 417.79
            Volume MA5: 1069431.20
            Price Change: 0.07%
            Volume Change: -25.40%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.36
            VWAP: 414.83
            Volume: 1485986.0
            MA5: 413.94
            MA20: 417.53
            Volume MA5: 1143055.40
            Price Change: -0.03%
            Volume Change: 45.92%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.81
            VWAP: 414.77
            Volume: 975520.0
            MA5: 413.12
            MA20: 417.15
            Volume MA5: 1188078.20
            Price Change: -0.37%
            Volume Change: -34.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.48
            VWAP: 414.74
            Volume: 648246.0
            MA5: 412.67
            MA20: 416.77
            Volume MA5: 1098636.40
            Price Change: -0.08%
            Volume Change: -33.55%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.48
            VWAP: 414.69
            Volume: 712560.0
            MA5: 412.32
            MA20: 416.37
            Volume MA5: 968135.60
            Price Change: 0.00%
            Volume Change: 9.92%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 409.20
            VWAP: 414.58
            Volume: 1247524.0
            MA5: 411.47
            MA20: 415.91
            Volume MA5: 1013967.20
            Price Change: -0.55%
            Volume Change: 75.08%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 410.75
            VWAP: 414.51
            Volume: 949381.0
            MA5: 410.94
            MA20: 415.53
            Volume MA5: 906646.20
            Price Change: 0.38%
            Volume Change: -23.90%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 408.44
            VWAP: 414.42
            Volume: 913265.0
            MA5: 410.27
            MA20: 415.06
            Volume MA5: 894195.20
            Price Change: -0.56%
            Volume Change: -3.80%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 408.60
            VWAP: 414.33
            Volume: 979936.0
            MA5: 409.69
            MA20: 414.58
            Volume MA5: 960533.20
            Price Change: 0.04%
            Volume Change: 7.30%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 408.51
            VWAP: 414.26
            Volume: 651511.0
            MA5: 409.10
            MA20: 414.06
            Volume MA5: 948323.40
            Price Change: -0.02%
            Volume Change: -33.51%
            Previous 5min VWAP Movement: down (-0.01%)

===
Similar context (score: 0.0347):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 415.90
            VWAP: 414.97
            Volume: 750406.0
            MA5: 417.88
            MA20: 418.50
            Volume MA5: 600859.20
            Price Change: -0.35%
            Volume Change: -32.87%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 413.74
            VWAP: 414.94
            Volume: 1095455.0
            MA5: 416.81
            MA20: 418.29
            Volume MA5: 746821.20
            Price Change: -0.52%
            Volume Change: 45.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.21
            VWAP: 414.90
            Volume: 1365064.0
            MA5: 415.59
            MA20: 418.02
            Volume MA5: 955443.80
            Price Change: -0.13%
            Volume Change: 24.61%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.49
            VWAP: 414.87
            Volume: 1018366.0
            MA5: 414.74
            MA20: 417.79
            Volume MA5: 1069431.20
            Price Change: 0.07%
            Volume Change: -25.40%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.36
            VWAP: 414.83
            Volume: 1485986.0
            MA5: 413.94
            MA20: 417.53
            Volume MA5: 1143055.40
            Price Change: -0.03%
            Volume Change: 45.92%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.81
            VWAP: 414.77
            Volume: 975520.0
            MA5: 413.12
            MA20: 417.15
            Volume MA5: 1188078.20
            Price Change: -0.37%
            Volume Change: -34.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.48
            VWAP: 414.74
            Volume: 648246.0
            MA5: 412.67
            MA20: 416.77
            Volume MA5: 1098636.40
            Price Change: -0.08%
            Volume Change: -33.55%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.48
            VWAP: 414.69
            Volume: 712560.0
            MA5: 412.32
            MA20: 416.37
            Volume MA5: 968135.60
            Price Change: 0.00%
            Volume Change: 9.92%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 409.20
            VWAP: 414.58
            Volume: 1247524.0
            MA5: 411.47
            MA20: 415.91
            Volume MA5: 1013967.20
            Price Change: -0.55%
            Volume Change: 75.08%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 410.75
            VWAP: 414.51
            Volume: 949381.0
            MA5: 410.94
            MA20: 415.53
            Volume MA5: 906646.20
            Price Change: 0.38%
            Volume Change: -23.90%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 408.44
            VWAP: 414.42
            Volume: 913265.0
            MA5: 410.27
            MA20: 415.06
            Volume MA5: 894195.20
            Price Change: -0.56%
            Volume Change: -3.80%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 408.60
            VWAP: 414.33
            Volume: 979936.0
            MA5: 409.69
            MA20: 414.58
            Volume MA5: 960533.20
            Price Change: 0.04%
            Volume Change: 7.30%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.01%)
===
Similar context (score: 0.0358):
Time: 2025-01-31 13:10:00-05:00

            Current Price: 419.33
            VWAP: 414.87
            Volume: 321951.0
            MA5: 419.24
            MA20: 418.42
            Volume MA5: 392374.20
            Price Change: 0.07%
            Volume Change: -11.95%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 417.77
            VWAP: 414.90
            Volume: 448429.0
            MA5: 418.95
            MA20: 418.52
            Volume MA5: 401149.40
            Price Change: -0.37%
            Volume Change: 39.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 417.34
            VWAP: 414.95
            Volume: 1117865.0
            MA5: 418.59
            MA20: 418.55
            Volume MA5: 554099.00
            Price Change: -0.10%
            Volume Change: 149.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 415.90
            VWAP: 414.97
            Volume: 750406.0
            MA5: 417.88
            MA20: 418.50
            Volume MA5: 600859.20
            Price Change: -0.35%
            Volume Change: -32.87%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 413.74
            VWAP: 414.94
            Volume: 1095455.0
            MA5: 416.81
            MA20: 418.29
            Volume MA5: 746821.20
            Price Change: -0.52%
            Volume Change: 45.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.21
            VWAP: 414.90
            Volume: 1365064.0
            MA5: 415.59
            MA20: 418.02
            Volume MA5: 955443.80
            Price Change: -0.13%
            Volume Change: 24.61%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.49
            VWAP: 414.87
            Volume: 1018366.0
            MA5: 414.74
            MA20: 417.79
            Volume MA5: 1069431.20
            Price Change: 0.07%
            Volume Change: -25.40%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 413.36
            VWAP: 414.83
            Volume: 1485986.0
            MA5: 413.94
            MA20: 417.53
            Volume MA5: 1143055.40
            Price Change: -0.03%
            Volume Change: 45.92%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.81
            VWAP: 414.77
            Volume: 975520.0
            MA5: 413.12
            MA20: 417.15
            Volume MA5: 1188078.20
            Price Change: -0.37%
            Volume Change: -34.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.48
            VWAP: 414.74
            Volume: 648246.0
            MA5: 412.67
            MA20: 416.77
            Volume MA5: 1098636.40
            Price Change: -0.08%
            Volume Change: -33.55%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 411.48
            VWAP: 414.69
            Volume: 712560.0
            MA5: 412.32
            MA20: 416.37
            Volume MA5: 968135.60
            Price Change: 0.00%
            Volume Change: 9.92%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 409.20
            VWAP: 414.58
            Volume: 1247524.0
            MA5: 411.47
            MA20: 415.91
            Volume MA5: 1013967.20
            Price Change: -0.55%
            Volume Change: 75.08%
            Previous 5min VWAP Movement: down (-0.03%)

Next Interval VWAP Movement: down (-0.01%)

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

            Current Price: 409.98
            VWAP: 414.21
            Volume: 845583.0
            MA5: 409.26
            MA20: 413.60
            Volume MA5: 867935.20
            Price Change: 0.36%
            Volume Change: 29.79%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 406.95
            VWAP: 414.08
            Volume: 1052363.0
            MA5: 408.50
            MA20: 412.99
            Volume MA5: 888531.60
            Price Change: -0.74%
            Volume Change: 24.45%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 406.06
            VWAP: 413.97
            Volume: 868845.0
            MA5: 408.02
            MA20: 412.32
            Volume MA5: 879647.60
            Price Change: -0.22%
            Volume Change: -17.44%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 405.73
            VWAP: 413.80
            Volume: 1399558.0
            MA5: 407.45
            MA20: 411.66
            Volume MA5: 963572.00
            Price Change: -0.08%
            Volume Change: 61.08%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 406.64
            VWAP: 413.69
            Volume: 986748.0
            MA5: 407.07
            MA20: 411.02
            Volume MA5: 1030619.40
            Price Change: 0.22%
            Volume Change: -29.50%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 406.55
            VWAP: 413.60
            Volume: 828548.0
            MA5: 406.39
            MA20: 410.46
            Volume MA5: 1027212.40
            Price Change: -0.02%
            Volume Change: -16.03%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 403.27
            VWAP: 413.42
            Volume: 1204327.0
            MA5: 405.65
            MA20: 409.76
            Volume MA5: 1057605.20
            Price Change: -0.81%
            Volume Change: 45.35%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 402.84
            VWAP: 413.23
            Volume: 1256449.0
            MA5: 405.01
            MA20: 409.10
            Volume MA5: 1135126.00
            Price Change: -0.11%
            Volume Change: 4.33%
            Previous 5min VWAP Movement: down (-0.05%)

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

            Current Price: 402.33
            VWAP: 413.12
            Volume: 688261.0
            MA5: 404.32
            MA20: 408.53
            Volume MA5: 992866.60
            Price Change: -0.13%
            Volume Change: -45.22%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 402.80
            VWAP: 412.98
            Volume: 974166.0
            MA5: 403.56
            MA20: 408.01
            Volume MA5: 990350.20
            Price Change: 0.12%
            Volume Change: 41.54%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 403.13
            VWAP: 412.90
            Volume: 584510.0
            MA5: 402.87
            MA20: 407.49
            Volume MA5: 941542.60
            Price Change: 0.08%
            Volume Change: -40.00%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 402.85
            VWAP: 412.80
            Volume: 711509.0
            MA5: 402.79
            MA20: 406.97
            Volume MA5: 842979.00
            Price Change: -0.07%
            Volume Change: 21.73%
            Previous 5min VWAP Movement: down (-0.02%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 402.85, "suggested_stop_loss": 404.0, "suggested_take_profit": 401.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume spikes followed by declines", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating a bearish sentiment. Historical similar contexts also show a continuation of the downward VWAP movement. The volume spikes followed by declines suggest a lack of sustained buying pressure, reinforcing the likelihood of further VWAP decline. Given these signals, 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: 0.0079):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 236.44
            VWAP: 241.37
            Volume: 604537.0
            MA5: 236.59
            MA20: 238.31
            Volume MA5: 847871.40
            Price Change: 0.15%
            Volume Change: -17.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 236.43
            VWAP: 241.32
            Volume: 545715.0
            MA5: 236.51
            MA20: 238.18
            Volume MA5: 703582.60
            Price Change: -0.00%
            Volume Change: -9.73%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 236.28
            VWAP: 241.28
            Volume: 381204.0
            MA5: 236.33
            MA20: 238.03
            Volume MA5: 613624.20
            Price Change: -0.06%
            Volume Change: -30.15%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 235.75
            VWAP: 241.22
            Volume: 638929.0
            MA5: 236.20
            MA20: 237.85
            Volume MA5: 579994.40
            Price Change: -0.22%
            Volume Change: 67.61%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 235.26
            VWAP: 241.13
            Volume: 752323.0
            MA5: 236.03
            MA20: 237.66
            Volume MA5: 584541.60
            Price Change: -0.21%
            Volume Change: 17.75%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 235.16
            VWAP: 241.05
            Volume: 782598.0
            MA5: 235.78
            MA20: 237.45
            Volume MA5: 620153.80
            Price Change: -0.04%
            Volume Change: 4.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.97
            VWAP: 240.96
            Volume: 816623.0
            MA5: 235.48
            MA20: 237.21
            Volume MA5: 674335.40
            Price Change: -0.08%
            Volume Change: 4.35%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 235.59
            VWAP: 240.91
            Volume: 590470.0
            MA5: 235.35
            MA20: 237.02
            Volume MA5: 716188.60
            Price Change: 0.26%
            Volume Change: -27.69%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.11
            VWAP: 240.72
            Volume: 543597.0
            MA5: 235.47
            MA20: 236.30
            Volume MA5: 534423.80
            Price Change: -0.01%
            Volume Change: -1.14%
            Previous 5min VWAP Movement: down (-0.02%)

===
Similar context (score: 0.0297):
Time: 2025-01-31 13:15:00-05:00

            Current Price: 236.79
            VWAP: 241.65
            Volume: 1267159.0
            MA5: 237.71
            MA20: 238.87
            Volume MA5: 744420.80
            Price Change: -0.31%
            Volume Change: 100.34%
            Previous 5min VWAP Movement: down (-0.05%)

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

            Current Price: 237.19
            VWAP: 241.58
            Volume: 830996.0
            MA5: 237.49
            MA20: 238.74
            Volume MA5: 780169.40
            Price Change: 0.17%
            Volume Change: -34.42%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 236.43
            VWAP: 241.50
            Volume: 807078.0
            MA5: 237.11
            MA20: 238.58
            Volume MA5: 860713.20
            Price Change: -0.32%
            Volume Change: -2.88%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 236.09
            VWAP: 241.42
            Volume: 729587.0
            MA5: 236.80
            MA20: 238.43
            Volume MA5: 853466.40
            Price Change: -0.14%
            Volume Change: -9.60%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 236.44
            VWAP: 241.37
            Volume: 604537.0
            MA5: 236.59
            MA20: 238.31
            Volume MA5: 847871.40
            Price Change: 0.15%
            Volume Change: -17.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 236.43
            VWAP: 241.32
            Volume: 545715.0
            MA5: 236.51
            MA20: 238.18
            Volume MA5: 703582.60
            Price Change: -0.00%
            Volume Change: -9.73%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 236.28
            VWAP: 241.28
            Volume: 381204.0
            MA5: 236.33
            MA20: 238.03
            Volume MA5: 613624.20
            Price Change: -0.06%
            Volume Change: -30.15%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 235.75
            VWAP: 241.22
            Volume: 638929.0
            MA5: 236.20
            MA20: 237.85
            Volume MA5: 579994.40
            Price Change: -0.22%
            Volume Change: 67.61%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 235.26
            VWAP: 241.13
            Volume: 752323.0
            MA5: 236.03
            MA20: 237.66
            Volume MA5: 584541.60
            Price Change: -0.21%
            Volume Change: 17.75%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 235.16
            VWAP: 241.05
            Volume: 782598.0
            MA5: 235.78
            MA20: 237.45
            Volume MA5: 620153.80
            Price Change: -0.04%
            Volume Change: 4.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.97
            VWAP: 240.96
            Volume: 816623.0
            MA5: 235.48
            MA20: 237.21
            Volume MA5: 674335.40
            Price Change: -0.08%
            Volume Change: 4.35%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 235.59
            VWAP: 240.91
            Volume: 590470.0
            MA5: 235.35
            MA20: 237.02
            Volume MA5: 716188.60
            Price Change: 0.26%
            Volume Change: -27.69%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0299):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 236.09
            VWAP: 241.42
            Volume: 729587.0
            MA5: 236.80
            MA20: 238.43
            Volume MA5: 853466.40
            Price Change: -0.14%
            Volume Change: -9.60%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 236.44
            VWAP: 241.37
            Volume: 604537.0
            MA5: 236.59
            MA20: 238.31
            Volume MA5: 847871.40
            Price Change: 0.15%
            Volume Change: -17.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 236.43
            VWAP: 241.32
            Volume: 545715.0
            MA5: 236.51
            MA20: 238.18
            Volume MA5: 703582.60
            Price Change: -0.00%
            Volume Change: -9.73%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 236.28
            VWAP: 241.28
            Volume: 381204.0
            MA5: 236.33
            MA20: 238.03
            Volume MA5: 613624.20
            Price Change: -0.06%
            Volume Change: -30.15%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 235.75
            VWAP: 241.22
            Volume: 638929.0
            MA5: 236.20
            MA20: 237.85
            Volume MA5: 579994.40
            Price Change: -0.22%
            Volume Change: 67.61%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 235.26
            VWAP: 241.13
            Volume: 752323.0
            MA5: 236.03
            MA20: 237.66
            Volume MA5: 584541.60
            Price Change: -0.21%
            Volume Change: 17.75%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 235.16
            VWAP: 241.05
            Volume: 782598.0
            MA5: 235.78
            MA20: 237.45
            Volume MA5: 620153.80
            Price Change: -0.04%
            Volume Change: 4.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.97
            VWAP: 240.96
            Volume: 816623.0
            MA5: 235.48
            MA20: 237.21
            Volume MA5: 674335.40
            Price Change: -0.08%
            Volume Change: 4.35%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 235.59
            VWAP: 240.91
            Volume: 590470.0
            MA5: 235.35
            MA20: 237.02
            Volume MA5: 716188.60
            Price Change: 0.26%
            Volume Change: -27.69%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.02%)

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

            Current Price: 234.34
            VWAP: 240.65
            Volume: 630795.0
            MA5: 235.22
            MA20: 236.10
            Volume MA5: 542488.80
            Price Change: -0.33%
            Volume Change: 16.04%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 233.98
            VWAP: 240.57
            Volume: 694889.0
            MA5: 234.85
            MA20: 235.88
            Volume MA5: 571799.00
            Price Change: -0.15%
            Volume Change: 10.16%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.05
            VWAP: 240.50
            Volume: 714674.0
            MA5: 234.52
            MA20: 235.70
            Volume MA5: 626768.40
            Price Change: 0.03%
            Volume Change: 2.85%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.42
            VWAP: 240.43
            Volume: 644748.0
            MA5: 234.38
            MA20: 235.55
            Volume MA5: 645740.60
            Price Change: 0.16%
            Volume Change: -9.78%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.13
            VWAP: 240.35
            Volume: 855693.0
            MA5: 234.18
            MA20: 235.41
            Volume MA5: 708159.80
            Price Change: -0.12%
            Volume Change: 32.72%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 233.70
            VWAP: 240.29
            Volume: 544523.0
            MA5: 234.06
            MA20: 235.24
            Volume MA5: 690905.40
            Price Change: -0.18%
            Volume Change: -36.36%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 233.82
            VWAP: 240.24
            Volume: 527381.0
            MA5: 234.02
            MA20: 235.11
            Volume MA5: 657403.80
            Price Change: 0.05%
            Volume Change: -3.15%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 233.80
            VWAP: 240.18
            Volume: 618535.0
            MA5: 233.97
            MA20: 234.99
            Volume MA5: 638176.00
            Price Change: -0.01%
            Volume Change: 17.28%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 234.02
            VWAP: 240.13
            Volume: 526266.0
            MA5: 233.89
            MA20: 234.87
            Volume MA5: 614479.60
            Price Change: 0.09%
            Volume Change: -14.92%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 233.99
            VWAP: 240.08
            Volume: 488490.0
            MA5: 233.87
            MA20: 234.75
            Volume MA5: 541039.00
            Price Change: -0.01%
            Volume Change: -7.18%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 234.29
            VWAP: 239.98
            Volume: 1156255.0
            MA5: 233.98
            MA20: 234.65
            Volume MA5: 663385.40
            Price Change: 0.13%
            Volume Change: 136.70%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 234.33
            VWAP: 239.93
            Volume: 618579.0
            MA5: 234.09
            MA20: 234.58
            Volume MA5: 681625.00
            Price Change: 0.02%
            Volume Change: -46.50%
            Previous 5min VWAP Movement: down (-0.02%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 234.33, "suggested_stop_loss": 234.7, "suggested_take_profit": 233.9, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with decreasing VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating a bearish trend. Volume has increased significantly in the last interval, yet VWAP continues to decrease, suggesting selling pressure. These factors, combined with historical patterns, suggest a high probability of continued VWAP decline in the next interval."}


[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: 0.0097):
Time: 2025-01-31 13:50:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0311):
Time: 2025-01-31 13:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.01%)
===
Similar context (score: 0.0312):
Time: 2025-01-31 13:10:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.00%)

Current market state:
Time: 2025-01-31 14:50:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 3401.68
            VWAP: 3343.02
            Volume: 205971456.0
            MA5: 3396.65
            MA20: 3366.49
            Volume MA5: 257170227.20
            Price Change: -0.19%
            Volume Change: -56.42%
            Previous 5min VWAP Movement: up (0.06%)

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

            Current Price: 3405.74
            VWAP: 3343.71
            Volume: 67287040.0
            MA5: 3400.35
            MA20: 3369.24
            Volume MA5: 195438182.40
            Price Change: 0.12%
            Volume Change: -67.33%
            Previous 5min VWAP Movement: up (0.02%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.03, "volatility_estimate": 0.02, "suggested_entry": 3405.74, "suggested_stop_loss": 3395.0, "suggested_take_profit": 3415.0, "key_signals": ["Recent upward VWAP trend", "High volume spikes", "Positive price changes", "MA5 above MA20"], "reasoning": "The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes, indicating strong buying interest. Historical similar windows also showed continued VWAP increases following such patterns. The MA5 is consistently above MA20, reinforcing the bullish sentiment. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the upward trend 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: 0.0051):
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%)

===
Similar context (score: 0.0277):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0289):
Time: 2025-01-31 13:10:00-05:00

            Current Price: 418.94
            VWAP: 417.73
            Volume: 161988.0
            MA5: 418.52
            MA20: 417.72
            Volume MA5: 175439.40
            Price Change: 0.11%
            Volume Change: 34.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 417.77
            VWAP: 417.73
            Volume: 271804.0
            MA5: 418.42
            MA20: 417.84
            Volume MA5: 187594.80
            Price Change: -0.28%
            Volume Change: 67.79%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 417.92
            VWAP: 417.73
            Volume: 314905.0
            MA5: 418.34
            MA20: 417.94
            Volume MA5: 214133.60
            Price Change: 0.03%
            Volume Change: 15.86%
            Previous 5min VWAP Movement: up (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

Current market state:
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%)

===
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%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 416.14, "suggested_stop_loss": 416.6, "suggested_take_profit": 415.8, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with price decrease"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating a bearish sentiment. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical similar windows also showed a continuation of the downward VWAP movement. Given these factors, the VWAP is expected to continue its downward trend in the next interval. The suggested entry, stop-loss, and take-profit levels are set to optimize risk management and potential reward based on the current price action and volatility estimate."}