[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: 0.0099):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 692.89
            VWAP: 698.57
            Volume: 211333.0
            MA5: 694.59
            MA20: 696.18
            Volume MA5: 192017.80
            Price Change: -0.12%
            Volume Change: 1.95%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.12
            VWAP: 698.51
            Volume: 145076.0
            MA5: 694.08
            MA20: 695.89
            Volume MA5: 180852.40
            Price Change: 0.03%
            Volume Change: -31.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 694.60
            VWAP: 699.14
            Volume: 188263.0
            MA5: 696.40
            MA20: 698.74
            Volume MA5: 127902.40
            Price Change: -0.21%
            Volume Change: 45.38%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)
===
Similar context (score: 0.0303):
Time: 2025-01-31 13:20:00-05:00

            Current Price: 696.07
            VWAP: 699.22
            Volume: 129501.0
            MA5: 697.23
            MA20: 699.08
            Volume MA5: 107147.60
            Price Change: -0.01%
            Volume Change: -1.76%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 694.60
            VWAP: 699.14
            Volume: 188263.0
            MA5: 696.40
            MA20: 698.74
            Volume MA5: 127902.40
            Price Change: -0.21%
            Volume Change: 45.38%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)

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

            Current Price: 690.66
            VWAP: 698.40
            Volume: 194921.0
            MA5: 692.90
            MA20: 695.53
            Volume MA5: 181180.40
            Price Change: -0.35%
            Volume Change: 34.36%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 689.96
            VWAP: 698.28
            Volume: 203768.0
            MA5: 692.07
            MA20: 695.09
            Volume MA5: 192478.40
            Price Change: -0.10%
            Volume Change: 4.54%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 689.79
            VWAP: 698.16
            Volume: 196780.0
            MA5: 691.28
            MA20: 694.68
            Volume MA5: 190375.60
            Price Change: -0.02%
            Volume Change: -3.43%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 690.76
            VWAP: 698.06
            Volume: 180696.0
            MA5: 690.86
            MA20: 694.36
            Volume MA5: 184248.20
            Price Change: 0.14%
            Volume Change: -8.17%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.86
            VWAP: 697.99
            Volume: 132555.0
            MA5: 690.41
            MA20: 694.09
            Volume MA5: 181744.00
            Price Change: 0.01%
            Volume Change: -26.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.50
            VWAP: 697.88
            Volume: 168352.0
            MA5: 689.97
            MA20: 693.72
            Volume MA5: 176430.20
            Price Change: -0.34%
            Volume Change: 27.01%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.27
            VWAP: 697.80
            Volume: 126600.0
            MA5: 689.64
            MA20: 693.40
            Volume MA5: 160996.60
            Price Change: -0.03%
            Volume Change: -24.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 689.02
            VWAP: 697.72
            Volume: 133951.0
            MA5: 689.48
            MA20: 693.20
            Volume MA5: 148430.80
            Price Change: 0.11%
            Volume Change: 5.81%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.51
            VWAP: 697.61
            Volume: 179744.0
            MA5: 689.03
            MA20: 692.82
            Volume MA5: 148240.40
            Price Change: -0.07%
            Volume Change: 34.19%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.96
            VWAP: 697.51
            Volume: 169149.0
            MA5: 688.65
            MA20: 692.49
            Volume MA5: 155559.20
            Price Change: 0.07%
            Volume Change: -5.89%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 686.93
            VWAP: 697.38
            Volume: 190726.0
            MA5: 688.34
            MA20: 691.99
            Volume MA5: 160034.00
            Price Change: -0.29%
            Volume Change: 12.76%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 685.96
            VWAP: 697.20
            Volume: 245750.0
            MA5: 687.88
            MA20: 691.45
            Volume MA5: 183864.00
            Price Change: -0.14%
            Volume Change: 28.85%
            Previous 5min VWAP Movement: down (-0.03%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 685.5, "suggested_stop_loss": 688.0, "suggested_take_profit": 683.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with decreasing price", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP, supported by a series of negative price changes and high volume, indicating strong selling pressure. Historical context windows with similar patterns also resulted in further VWAP declines. The price is below both MA5 and MA20, reinforcing the bearish sentiment. Given these factors, a continued VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on the expected downward movement while managing risk with a stop-loss above recent price levels."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0083):
Time: 2025-01-31 13:45:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0292):
Time: 2025-01-31 13:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.03%)
===
Similar context (score: 0.0297):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 233.79
            VWAP: 239.88
            Volume: 535926.0
            MA5: 234.08
            MA20: 234.51
            Volume MA5: 665103.20
            Price Change: -0.23%
            Volume Change: -13.36%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 234.19
            VWAP: 239.83
            Volume: 628152.0
            MA5: 234.12
            MA20: 234.46
            Volume MA5: 685480.40
            Price Change: 0.17%
            Volume Change: 17.21%
            Previous 5min VWAP Movement: down (-0.02%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 234.19, "suggested_stop_loss": 234.5, "suggested_take_profit": 233.7, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Volume fluctuations with no significant upward price movement"], "reasoning": "The current market window shows a consistent downward trend in VWAP, similar to historical windows where VWAP continued to decline. The price remains below both MA5 and MA20, indicating a bearish trend. Despite some volume spikes, there is no significant upward price movement, suggesting continued VWAP decline. The suggested entry, stop-loss, and take-profit levels are based on recent price movements and expected continuation of the trend."}


[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: 0.0138):
Time: 2025-01-31 13:45:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
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%)

===
Similar context (score: 0.0254):
Time: 2025-01-31 13:30:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0259):
Time: 2025-01-31 13:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 130.78, "suggested_stop_loss": 131.0, "suggested_take_profit": 130.5, "key_signals": ["Consistent VWAP downtrend", "High volume spikes with no VWAP recovery", "Price below MA5 and MA20", "Recent price increase not affecting VWAP"], "reasoning": "The VWAP has been consistently trending downwards despite recent price increases, indicating that the price movements are not strong enough to reverse the VWAP trend. The high volume spikes in the last intervals did not lead to a VWAP recovery, suggesting that the market is absorbing the volume without a significant change in VWAP direction. The current price is below both the MA5 and MA20, reinforcing the bearish sentiment. Therefore, the VWAP is expected to continue its downward trend in the next interval. The suggested entry, stop-loss, and take-profit levels are set to manage risk while capitalizing 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: 0.0062):
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%)

===
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%)

===
Similar context (score: 0.0320):
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: 0.0320):
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 14:35:00+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%)

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.03, "suggested_entry": 3395.98, "suggested_stop_loss": 3385.0, "suggested_take_profit": 3405.0, "key_signals": ["Recent strong upward price movement", "High volume in the last interval", "Consistent upward VWAP movement", "Price above MA5 and MA20"], "reasoning": "The current market window shows a strong upward price movement with a significant increase in volume, indicating bullish momentum. The VWAP has been consistently moving up, supported by the price being above both the MA5 and MA20. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these signals, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this upward trend while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0090):
Time: 2025-01-31 13:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0260):
Time: 2025-01-31 13:15:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0263):
Time: 2025-01-31 12:50:00+00:00

            Current Price: 104660.67
            VWAP: 104635.74
            Volume: 13561856.0
            MA5: 104662.39
            MA20: 104707.57
            Volume MA5: 31240192.00
            Price Change: -0.04%
            Volume Change: 68.24%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 104692.05
            VWAP: 104635.74
            Volume: 0.0
            MA5: 104659.99
            MA20: 104708.51
            Volume MA5: 25673728.00
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 104784.31
            VWAP: 104635.74
            Volume: 0.0
            MA5: 104689.21
            MA20: 104712.33
            Volume MA5: 4324556.80
            Price Change: 0.09%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 104971.50
            VWAP: 104659.08
            Volume: 71536640.0
            MA5: 104761.63
            MA20: 104721.35
            Volume MA5: 18631884.80
            Price Change: 0.18%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.03, "suggested_entry": 105477.88, "suggested_stop_loss": 105162.55, "suggested_take_profit": 105700.0, "key_signals": ["Recent increase in price and volume", "MA5 crossing above MA20", "Previous VWAP movement up"], "reasoning": "The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical patterns with similar setups have shown VWAP increases. Given these factors, a continued upward VWAP movement is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk."}