[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: 0.0117):
Time: 2025-01-31 13:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0259):
Time: 2025-01-31 12:25:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3571328.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4487552.00
            Price Change: -0.09%
            Volume Change: -59.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3511936.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4690432.00
            Price Change: -0.25%
            Volume Change: -1.66%
            Previous 5min VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.03%)
===
Similar context (score: 0.0261):
Time: 2025-01-31 12:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.07%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.05, "suggested_entry": 0.34, "suggested_stop_loss": 0.33, "suggested_take_profit": 0.35, "key_signals": ["Recent VWAP upward movement", "Increased volume", "Price stability around MA5 and MA20", "Historical pattern of VWAP increase after similar conditions"], "reasoning": "The current market window shows a recent upward movement in VWAP with significant volume increase, indicating strong buying interest. The price has stabilized around the MA5 and MA20, suggesting a potential continuation of the upward trend. Historical context windows with similar conditions also resulted in VWAP increases. Given these factors, a VWAP increase is likely in the next interval, with moderate volatility expected. The suggested trade levels are set to capitalize on the anticipated upward movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0111):
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%)

===
Similar context (score: 0.0322):
Time: 2025-01-31 13:15:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0329):
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 14:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
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%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 233.79, "suggested_stop_loss": 234.5, "suggested_take_profit": 233.2, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume spikes followed by lower volume", "Negative price change in recent intervals"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating a bearish sentiment. Historical windows with similar patterns also resulted in continued VWAP declines. The recent volume spike followed by a decrease suggests a potential exhaustion of buying pressure. Given these factors, a further VWAP decline is expected with moderate confidence. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0136):
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%)

===
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%)

===
Similar context (score: 0.0345):
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%)

===
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%)

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0345):
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%)

Current market state:
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%)

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

            Current Price: 686.76
            VWAP: 697.05
            Volume: 227462.0
            MA5: 687.42
            MA20: 690.93
            Volume MA5: 202566.20
            Price Change: 0.12%
            Volume Change: -7.44%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 687.51
            VWAP: 696.90
            Volume: 246769.0
            MA5: 687.22
            MA20: 690.42
            Volume MA5: 215971.20
            Price Change: 0.11%
            Volume Change: 8.49%
            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": 687.51, "suggested_stop_loss": 689.0, "suggested_take_profit": 685.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with decreasing VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, supported by a series of decreasing VWAP movements in the historical context. The price is consistently below both the MA5 and MA20, indicating a bearish trend. Additionally, the high volume with a decreasing VWAP suggests strong selling pressure. These factors combined with the historical patterns of similar contexts suggest a high probability of continued VWAP decline. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0073):
Time: 2025-01-31 13:35:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0306):
Time: 2025-01-31 13:20:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.01%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.03, "volatility_estimate": 0.05, "suggested_entry": 120.09, "suggested_stop_loss": 120.5, "suggested_take_profit": 119.8, "key_signals": ["Consistent downward VWAP movement", "High volume spikes", "Price consistently below MA5 and MA20", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the last several intervals all indicating a decrease. This is supported by high volume spikes, which often accompany significant price movements, and the current price consistently staying below both the MA5 and MA20, indicating bearish momentum. Historical context windows with similar patterns also resulted in further VWAP declines. Given these factors, a continued downward movement in VWAP is expected, with a moderate confidence score due to the strong alignment of signals. The suggested trade levels are set to capitalize on this expected movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0074):
Time: 2025-01-31 13:45:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0306):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0309):
Time: 2025-01-31 13:35:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 237.38
            VWAP: 238.65
            Volume: 289047.0
            MA5: 237.37
            MA20: 237.89
            Volume MA5: 274202.40
            Price Change: -0.07%
            Volume Change: -13.03%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.56
            VWAP: 238.63
            Volume: 322922.0
            MA5: 237.38
            MA20: 237.84
            Volume MA5: 294695.80
            Price Change: 0.08%
            Volume Change: 11.72%
            Previous 5min VWAP Movement: down (-0.01%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 237.56, "suggested_stop_loss": 237.8, "suggested_take_profit": 237.3, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with negative price change", "Historical context showing similar patterns leading to VWAP decrease"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price change remains negative, suggesting selling pressure. Historical context windows with similar patterns have also resulted in a downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk."}