[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: 0.0086):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0297):
Time: 2025-01-31 13:20:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0310):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 203.57, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.3, "key_signals": ["Consistent downward VWAP movement in the current window", "Decreasing MA5 and MA20", "Volume spikes followed by declines", "Price consistently below VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and moving averages (MA5 and MA20) trending downwards. Historical windows with similar patterns also showed a continuation of the downward VWAP movement. The volume spikes followed by declines suggest potential short-term volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline."}