[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: 0.0128):
Time: 2025-01-31 13:45:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0283):
Time: 2025-01-31 12:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 3713024.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 9256038.40
            Price Change: 0.10%
            Volume Change: -42.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 7753267.20
            Price Change: -0.19%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 3713024.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 9256038.40
            Price Change: 0.10%
            Volume Change: -42.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 7753267.20
            Price Change: -0.19%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 33203456.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 9095116.80
            Price Change: 0.62%
            Volume Change: 355.71%
            Previous 5min VWAP Movement: up (0.15%)

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

            Current Price: 0.34
            VWAP: 0.34
            Volume: 24845568.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 14064230.40
            Price Change: 0.33%
            Volume Change: -25.17%
            Previous 5min VWAP Movement: up (0.12%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.01, "volatility_estimate": 0.02, "suggested_entry": 0.34, "suggested_stop_loss": 0.33, "suggested_take_profit": 0.35, "key_signals": ["Consistent VWAP upward movement in recent intervals", "Price stability around 0.34", "Volume increase in the last interval", "MA5 and MA20 alignment"], "reasoning": "The current market window shows a consistent upward movement in VWAP over the last few intervals, supported by a significant increase in volume. The price has stabilized around 0.34, and both MA5 and MA20 are aligned, indicating a bullish trend. Historical contexts with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence."}


[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: 0.0093):
Time: 2025-01-31 13:35:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0271):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0281):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

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

            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%)

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 416.33, "suggested_stop_loss": 416.6, "suggested_take_profit": 416.0, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with decreasing price", "Historical context showing similar patterns"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with prices consistently below both MA5 and MA20, indicating bearish momentum. The volume has been increasing while prices are decreasing, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk."}


[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 13:50:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0250):
Time: 2025-01-31 12:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 3713024.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 9256038.40
            Price Change: 0.10%
            Volume Change: -42.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 7753267.20
            Price Change: -0.19%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0252):
Time: 2025-01-31 13:00:00+00:00

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 3713024.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 9256038.40
            Price Change: 0.10%
            Volume Change: -42.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.34
            MA20: 0.33
            Volume MA5: 7753267.20
            Price Change: -0.19%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.33
            Volume: 33203456.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 9095116.80
            Price Change: 0.62%
            Volume Change: 355.71%
            Previous 5min VWAP Movement: up (0.15%)

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

            Current Price: 0.34
            VWAP: 0.34
            Volume: 24845568.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 14064230.40
            Price Change: 0.33%
            Volume Change: -25.17%
            Previous 5min VWAP Movement: up (0.12%)

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

            Current Price: 0.34
            VWAP: 0.34
            Volume: 6702464.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 15404723.20
            Price Change: -0.04%
            Volume Change: -73.02%
            Previous 5min VWAP Movement: up (0.03%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.03, "suggested_entry": 0.34, "suggested_stop_loss": 0.33, "suggested_take_profit": 0.35, "key_signals": ["Consistent VWAP upward movement in recent intervals", "Price stability around 0.34", "Volume spikes in recent intervals", "MA5 and MA20 alignment indicating bullish trend"], "reasoning": "The current market window shows a consistent upward movement in VWAP with recent intervals maintaining a price around 0.34. Historical context windows with similar patterns also resulted in VWAP increases. The recent volume spikes suggest increased market activity, supporting a potential upward movement. The alignment of MA5 and MA20 indicates a bullish trend. Given these factors, a VWAP increase is predicted with a high confidence score. The suggested entry, stop-loss, and take-profit levels are set to optimize risk-reward based on current price levels and expected volatility."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0157):
Time: 2025-01-31 13:30:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0322):
Time: 2025-01-31 09:35:00+00:00

            Current Price: 129.50
            VWAP: 129.52
            Volume: 875392.0
            MA5: 129.53
            MA20: 129.53
            Volume MA5: 696768.00
            Price Change: -0.04%
            Volume Change: 68.95%
            Previous 5min VWAP Movement: down (-0.02%)

===
Time: 2025-01-31 09:40:00+00:00

            Current Price: 129.60
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.55
            MA20: 129.55
            Volume MA5: 464512.00
            Price Change: 0.08%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 09:45:00+00:00

            Current Price: 129.78
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.61
            MA20: 129.61
            Volume MA5: 348384.00
            Price Change: 0.14%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 09:50:00+00:00

            Current Price: 130.05
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.70
            MA20: 129.70
            Volume MA5: 278707.20
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 09:55:00+00:00

            Current Price: 130.26
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.84
            MA20: 129.79
            Volume MA5: 175078.40
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.21
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.98
            MA20: 129.85
            Volume MA5: 0.00
            Price Change: -0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.34
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.13
            MA20: 129.91
            Volume MA5: 0.00
            Price Change: 0.10%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.37
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.25
            MA20: 129.96
            Volume MA5: 0.00
            Price Change: 0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.29
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.30
            MA20: 130.00
            Volume MA5: 0.00
            Price Change: -0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.30
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.31
            MA20: 130.03
            Volume MA5: 0.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 131.06
            VWAP: 130.65
            Volume: 3770112.0
            MA5: 130.48
            MA20: 130.11
            Volume MA5: 754022.40
            Price Change: 0.58%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.87%)

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

            Current Price: 131.37
            VWAP: 130.70
            Volume: 433152.0
            MA5: 130.68
            MA20: 130.21
            Volume MA5: 840652.80
            Price Change: 0.24%
            Volume Change: -88.51%
            Previous 5min VWAP Movement: up (0.04%)

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0346):
Time: 2025-01-31 09:40:00+00:00

            Current Price: 129.60
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.55
            MA20: 129.55
            Volume MA5: 464512.00
            Price Change: 0.08%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 09:45:00+00:00

            Current Price: 129.78
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.61
            MA20: 129.61
            Volume MA5: 348384.00
            Price Change: 0.14%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 09:50:00+00:00

            Current Price: 130.05
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.70
            MA20: 129.70
            Volume MA5: 278707.20
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 09:55:00+00:00

            Current Price: 130.26
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.84
            MA20: 129.79
            Volume MA5: 175078.40
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.21
            VWAP: 129.52
            Volume: 0.0
            MA5: 129.98
            MA20: 129.85
            Volume MA5: 0.00
            Price Change: -0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.34
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.13
            MA20: 129.91
            Volume MA5: 0.00
            Price Change: 0.10%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.37
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.25
            MA20: 129.96
            Volume MA5: 0.00
            Price Change: 0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.29
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.30
            MA20: 130.00
            Volume MA5: 0.00
            Price Change: -0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.30
            VWAP: 129.52
            Volume: 0.0
            MA5: 130.31
            MA20: 130.03
            Volume MA5: 0.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 131.06
            VWAP: 130.65
            Volume: 3770112.0
            MA5: 130.48
            MA20: 130.11
            Volume MA5: 754022.40
            Price Change: 0.58%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.87%)

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

            Current Price: 131.37
            VWAP: 130.70
            Volume: 433152.0
            MA5: 130.68
            MA20: 130.21
            Volume MA5: 840652.80
            Price Change: 0.24%
            Volume Change: -88.51%
            Previous 5min VWAP Movement: up (0.04%)

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

            Current Price: 131.70
            VWAP: 130.70
            Volume: 0.0
            MA5: 130.95
            MA20: 130.32
            Volume MA5: 840652.80
            Price Change: 0.25%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: up (0.47%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 129.85, "suggested_stop_loss": 130.1, "suggested_take_profit": 129.6, "key_signals": ["Consistent VWAP downtrend", "Price below MA5 and MA20", "No significant volume change"], "reasoning": "The current market window shows a consistent VWAP downtrend with no significant volume to suggest a reversal. Historical patterns with similar VWAP and price movements also resulted in continued VWAP declines. The price is below both MA5 and MA20, indicating bearish momentum. Given these factors, a short position is recommended with a high confidence score. The suggested entry, stop-loss, and take-profit levels are set to manage risk and capitalize on the expected VWAP decline."}


[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: 0.0074):
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%)

===
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%)

===
Similar context (score: 0.0331):
Time: 2025-01-31 13:10:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0340):
Time: 2025-01-31 12:20:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

Current market state:
Time: 2025-01-31 14:30:00+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%)

===
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%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.03, "volatility_estimate": 0.02, "suggested_entry": 3390.28, "suggested_stop_loss": 3380.0, "suggested_take_profit": 3400.0, "key_signals": ["Recent strong upward price movement", "High volume in the last interval", "Consistent upward VWAP movement", "MA5 above MA20 indicating bullish trend"], "reasoning": "The current market window shows a strong upward price movement with a significant increase in volume, suggesting bullish momentum. The VWAP has been consistently moving up, and the MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also showed upward VWAP movements following such patterns. Given these signals, the VWAP is likely to continue moving up in the next interval. The suggested entry, stop-loss, and take-profit levels are set to optimize trade execution while managing risk, considering the current price and expected volatility."}