[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: 0.0141):
Time: 2025-01-31 13:30:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0283):
Time: 2025-01-31 13:15:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.03, "suggested_entry": 105162.55, "suggested_stop_loss": 104900.0, "suggested_take_profit": 105300.0, "key_signals": ["Recent price increase", "High volume in the last interval", "VWAP upward movement in the last interval", "MA5 crossing above MA20"], "reasoning": "The current market window shows a strong upward price movement with significant volume, indicating buying pressure. The VWAP has started to move up, supported by a recent price increase and a high volume spike. The MA5 is crossing above the MA20, suggesting a bullish trend. Historical similar contexts also show VWAP moving up after such patterns. Therefore, a further upward movement in VWAP is expected with moderate volatility."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0124):
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%)

===
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%)

===
Similar context (score: 0.0305):
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%)

Next Interval VWAP Movement: down (-0.04%)
===
Similar context (score: 0.0308):
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%)

Current market state:
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%)

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

            Current Price: 119.64
            VWAP: 124.40
            Volume: 5993828.0
            MA5: 120.19
            MA20: 121.75
            Volume MA5: 4875779.20
            Price Change: -0.37%
            Volume Change: 66.68%
            Previous 5min VWAP Movement: down (-0.08%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.07, "suggested_entry": 119.5, "suggested_stop_loss": 120.2, "suggested_take_profit": 119.0, "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, suggesting strong selling pressure. The price is consistently below both the MA5 and MA20, reinforcing the bearish sentiment. Historical context windows with similar patterns also resulted in continued VWAP declines. Given these factors, the prediction is for a continued downward movement in VWAP with a high confidence score. The suggested entry, stop-loss, and take-profit levels are set to optimize risk management and potential reward based on the observed volatility and trend strength."}


[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: 0.0141):
Time: 2025-01-31 13:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0270):
Time: 2025-01-31 13:30:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0282):
Time: 2025-01-31 13:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 130.9, "suggested_stop_loss": 131.1, "suggested_take_profit": 130.5, "key_signals": ["Consistent VWAP decline in historical windows", "Current VWAP below MA5 and MA20", "Recent high volume with no significant VWAP increase"], "reasoning": "The historical context shows a consistent pattern of VWAP decline with similar market conditions, where the VWAP remained below both MA5 and MA20. Despite recent high volume, the VWAP has not shown an upward trend, suggesting a continuation of the downward movement. The confidence score is high due to the strong resemblance of the current market window to past patterns. The suggested trade levels are based on the recent price peak and expected continuation of the VWAP decline."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0054):
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%)

===
Similar context (score: 0.0280):
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: 0.0298):
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%)

===
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%)

Next Interval VWAP Movement: down (-0.02%)

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

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

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

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

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

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

===
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%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 234.29, "suggested_stop_loss": 234.6, "suggested_take_profit": 233.8, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with price decline", "Historical pattern of continued VWAP decline"], "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 has increased significantly in the last interval, which often precedes further price declines. Historical similar contexts also show a pattern of continued VWAP decline. Given these factors, a short position is recommended with a high confidence score."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0132):
Time: 2025-01-31 13:45:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0349):
Time: 2025-01-31 13:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.03%)
===
Similar context (score: 0.0350):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.01%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 404.67
            VWAP: 412.71
            Volume: 864206.0
            MA5: 403.16
            MA20: 406.61
            Volume MA5: 764530.40
            Price Change: 0.45%
            Volume Change: 21.46%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 402.94
            VWAP: 412.56
            Volume: 1135118.0
            MA5: 403.28
            MA20: 406.19
            Volume MA5: 853901.80
            Price Change: -0.43%
            Volume Change: 31.35%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 403.17
            VWAP: 412.48
            Volume: 628805.0
            MA5: 403.35
            MA20: 405.77
            Volume MA5: 784829.60
            Price Change: 0.06%
            Volume Change: -44.60%
            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": 403.0, "suggested_stop_loss": 405.0, "suggested_take_profit": 401.0, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume spikes with price drops", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical similar contexts also show a continuation of VWAP decline. The volume spikes during price drops suggest strong selling pressure. Given these signals, the VWAP is likely to continue its downward trajectory in the next interval. The suggested trade levels are set to capitalize on this expected movement while managing risk."}