[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: 0.0104):
Time: 2025-01-31 13:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0297):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0300):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.00%)

Current market state:
Time: 2025-01-31 14:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 203.71
            VWAP: 204.42
            Volume: 247524.0
            MA5: 203.68
            MA20: 204.41
            Volume MA5: 245847.40
            Price Change: 0.07%
            Volume Change: 1.33%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.51
            VWAP: 204.41
            Volume: 283365.0
            MA5: 203.67
            MA20: 204.33
            Volume MA5: 258179.00
            Price Change: -0.10%
            Volume Change: 14.48%
            Previous 5min VWAP Movement: down (-0.01%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 203.5, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.0, "key_signals": ["Consistent downward VWAP movement in current window", "Price consistently below MA5 and MA20", "Volume spikes without significant price recovery"], "reasoning": "The current market window shows a consistent downward trend in VWAP with no significant recovery in price despite volume spikes. Historical patterns with similar VWAP and price movements suggest a continuation of the downward trend. The confidence score is high due to the alignment of multiple indicators pointing towards a bearish movement. The suggested trade levels are set to capitalize on the expected downward movement while managing risk with a stop-loss above recent price highs."}


[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: 0.0145):
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%)

===
Similar context (score: 0.0358):
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%)
===
Similar context (score: 0.0362):
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%)

===
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%)

Next Interval VWAP Movement: down (-0.01%)

Current market state:
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%)

===
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%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 402.5, "suggested_stop_loss": 404.0, "suggested_take_profit": 401.0, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with negative price change", "Historical patterns showing 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 is relatively high, yet the price continues to decline, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in continued VWAP declines. Therefore, the prediction is for a further decrease in VWAP with a high confidence score. The suggested trade levels are set to capitalize on this expected movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0107):
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%)

===
Similar context (score: 0.0279):
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: 0.0285):
Time: 2025-01-31 09:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
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%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 130.5, "suggested_stop_loss": 130.8, "suggested_take_profit": 130.2, "key_signals": ["Consistent VWAP decline", "Price below MA5 and MA20", "No volume support for price increases", "Historical pattern of VWAP decline in similar contexts"], "reasoning": "The current market window shows a consistent decline in VWAP with no volume support, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating bearish momentum. Given the lack of volume and the historical pattern, a further VWAP decline is expected. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0066):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0277):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.01%)
===
Similar context (score: 0.0281):
Time: 2025-01-31 13:20:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.01%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 686.5, "suggested_stop_loss": 688.0, "suggested_take_profit": 684.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume relative to recent intervals", "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 a bearish sentiment. Historical similar contexts also showed a continuation of the downward VWAP movement. The volume is relatively high, suggesting strong selling pressure. Given these factors, a further slight decrease in VWAP is expected. The suggested trade levels are set to capitalize on this expected movement while managing risk effectively."}


[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: 0.0119):
Time: 2025-01-31 13:30:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0286):
Time: 2025-01-31 13:20:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.01%)
===
Similar context (score: 0.0289):
Time: 2025-01-31 13:25:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.01%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.75, "expected_vwap_change": 0.01, "volatility_estimate": 0.02, "suggested_entry": 0.33, "suggested_stop_loss": 0.32, "suggested_take_profit": 0.34, "key_signals": ["Price Change", "Volume Change", "MA5 and MA20 alignment", "Historical VWAP movement patterns"], "reasoning": "The current market window shows a stabilization in price and VWAP at 0.33 with a recent uptick in price to 0.34, indicating potential upward momentum. Historical patterns with similar conditions often resulted in a slight increase in VWAP. The alignment of MA5 and MA20 at 0.33 suggests a neutral to slightly bullish trend. The recent increase in volume and price change supports a short-term upward movement. Given these factors, a cautious upward prediction is made with a moderate confidence score. The suggested trade levels are set to capture a small upward movement while managing risk with a tight stop-loss."}