[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: 0.0051):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0289):
Time: 2025-01-31 13:10:00-05:00

            Current Price: 418.94
            VWAP: 417.73
            Volume: 161988.0
            MA5: 418.52
            MA20: 417.72
            Volume MA5: 175439.40
            Price Change: 0.11%
            Volume Change: 34.30%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:15:00-05:00

            Current Price: 417.77
            VWAP: 417.73
            Volume: 271804.0
            MA5: 418.42
            MA20: 417.84
            Volume MA5: 187594.80
            Price Change: -0.28%
            Volume Change: 67.79%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 417.92
            VWAP: 417.73
            Volume: 314905.0
            MA5: 418.34
            MA20: 417.94
            Volume MA5: 214133.60
            Price Change: 0.03%
            Volume Change: 15.86%
            Previous 5min VWAP Movement: up (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

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

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

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

            Current Price: 416.26
            VWAP: 417.61
            Volume: 151071.0
            MA5: 416.61
            MA20: 417.22
            Volume MA5: 167200.20
            Price Change: -0.15%
            Volume Change: 24.27%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.59
            Volume: 238294.0
            MA5: 416.48
            MA20: 417.08
            Volume MA5: 182244.60
            Price Change: -0.10%
            Volume Change: 57.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.60
            VWAP: 417.57
            Volume: 253737.0
            MA5: 416.21
            MA20: 416.94
            Volume MA5: 185872.80
            Price Change: -0.06%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 416.43
            VWAP: 417.55
            Volume: 250281.0
            MA5: 416.21
            MA20: 416.81
            Volume MA5: 202990.20
            Price Change: 0.20%
            Volume Change: -1.36%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.51
            VWAP: 417.54
            Volume: 235283.0
            MA5: 416.13
            MA20: 416.75
            Volume MA5: 225733.20
            Price Change: 0.02%
            Volume Change: -5.99%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.75
            VWAP: 417.52
            Volume: 206500.0
            MA5: 416.03
            MA20: 416.64
            Volume MA5: 236819.00
            Price Change: -0.18%
            Volume Change: -12.23%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.08
            VWAP: 417.51
            Volume: 207417.0
            MA5: 416.07
            MA20: 416.57
            Volume MA5: 230643.60
            Price Change: 0.08%
            Volume Change: 0.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.49
            Volume: 223244.0
            MA5: 416.13
            MA20: 416.52
            Volume MA5: 224545.00
            Price Change: -0.05%
            Volume Change: 7.63%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.48
            Volume: 183515.0
            MA5: 416.07
            MA20: 416.47
            Volume MA5: 211191.80
            Price Change: 0.06%
            Volume Change: -17.80%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.47
            VWAP: 417.47
            Volume: 214901.0
            MA5: 416.06
            MA20: 416.43
            Volume MA5: 207115.40
            Price Change: 0.08%
            Volume Change: 17.10%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.46
            Volume: 176223.0
            MA5: 416.14
            MA20: 416.39
            Volume MA5: 201060.00
            Price Change: -0.08%
            Volume Change: -18.00%
            Previous 5min VWAP Movement: down (-0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 416.14, "suggested_stop_loss": 416.6, "suggested_take_profit": 415.8, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with price decrease"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both the MA5 and MA20, indicating a bearish sentiment. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical similar windows also showed a continuation of the downward VWAP movement. Given these factors, the VWAP is expected to continue its downward trend in the next interval. The suggested entry, stop-loss, and take-profit levels are set to optimize risk management and potential reward based on the current price action and volatility estimate."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0093):
Time: 2025-01-31 13:35:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

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

            Current Price: 416.26
            VWAP: 417.61
            Volume: 151071.0
            MA5: 416.61
            MA20: 417.22
            Volume MA5: 167200.20
            Price Change: -0.15%
            Volume Change: 24.27%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.59
            Volume: 238294.0
            MA5: 416.48
            MA20: 417.08
            Volume MA5: 182244.60
            Price Change: -0.10%
            Volume Change: 57.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.60
            VWAP: 417.57
            Volume: 253737.0
            MA5: 416.21
            MA20: 416.94
            Volume MA5: 185872.80
            Price Change: -0.06%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 416.43
            VWAP: 417.55
            Volume: 250281.0
            MA5: 416.21
            MA20: 416.81
            Volume MA5: 202990.20
            Price Change: 0.20%
            Volume Change: -1.36%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.51
            VWAP: 417.54
            Volume: 235283.0
            MA5: 416.13
            MA20: 416.75
            Volume MA5: 225733.20
            Price Change: 0.02%
            Volume Change: -5.99%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.75
            VWAP: 417.52
            Volume: 206500.0
            MA5: 416.03
            MA20: 416.64
            Volume MA5: 236819.00
            Price Change: -0.18%
            Volume Change: -12.23%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.08
            VWAP: 417.51
            Volume: 207417.0
            MA5: 416.07
            MA20: 416.57
            Volume MA5: 230643.60
            Price Change: 0.08%
            Volume Change: 0.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.49
            Volume: 223244.0
            MA5: 416.13
            MA20: 416.52
            Volume MA5: 224545.00
            Price Change: -0.05%
            Volume Change: 7.63%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.48
            Volume: 183515.0
            MA5: 416.07
            MA20: 416.47
            Volume MA5: 211191.80
            Price Change: 0.06%
            Volume Change: -17.80%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.47
            VWAP: 417.47
            Volume: 214901.0
            MA5: 416.06
            MA20: 416.43
            Volume MA5: 207115.40
            Price Change: 0.08%
            Volume Change: 17.10%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.46
            Volume: 176223.0
            MA5: 416.14
            MA20: 416.39
            Volume MA5: 201060.00
            Price Change: -0.08%
            Volume Change: -18.00%
            Previous 5min VWAP Movement: down (-0.00%)

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

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

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


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0100):
Time: 2025-01-31 13:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 416.26
            VWAP: 417.61
            Volume: 151071.0
            MA5: 416.61
            MA20: 417.22
            Volume MA5: 167200.20
            Price Change: -0.15%
            Volume Change: 24.27%
            Previous 5min VWAP Movement: down (-0.00%)

===
Similar context (score: 0.0274):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0284):
Time: 2025-01-31 13:25:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.59
            Volume: 238294.0
            MA5: 416.48
            MA20: 417.08
            Volume MA5: 182244.60
            Price Change: -0.10%
            Volume Change: 57.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.60
            VWAP: 417.57
            Volume: 253737.0
            MA5: 416.21
            MA20: 416.94
            Volume MA5: 185872.80
            Price Change: -0.06%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 416.43
            VWAP: 417.55
            Volume: 250281.0
            MA5: 416.21
            MA20: 416.81
            Volume MA5: 202990.20
            Price Change: 0.20%
            Volume Change: -1.36%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.51
            VWAP: 417.54
            Volume: 235283.0
            MA5: 416.13
            MA20: 416.75
            Volume MA5: 225733.20
            Price Change: 0.02%
            Volume Change: -5.99%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.75
            VWAP: 417.52
            Volume: 206500.0
            MA5: 416.03
            MA20: 416.64
            Volume MA5: 236819.00
            Price Change: -0.18%
            Volume Change: -12.23%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.08
            VWAP: 417.51
            Volume: 207417.0
            MA5: 416.07
            MA20: 416.57
            Volume MA5: 230643.60
            Price Change: 0.08%
            Volume Change: 0.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.49
            Volume: 223244.0
            MA5: 416.13
            MA20: 416.52
            Volume MA5: 224545.00
            Price Change: -0.05%
            Volume Change: 7.63%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.48
            Volume: 183515.0
            MA5: 416.07
            MA20: 416.47
            Volume MA5: 211191.80
            Price Change: 0.06%
            Volume Change: -17.80%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.47
            VWAP: 417.47
            Volume: 214901.0
            MA5: 416.06
            MA20: 416.43
            Volume MA5: 207115.40
            Price Change: 0.08%
            Volume Change: 17.10%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.46
            Volume: 176223.0
            MA5: 416.14
            MA20: 416.39
            Volume MA5: 201060.00
            Price Change: -0.08%
            Volume Change: -18.00%
            Previous 5min VWAP Movement: down (-0.00%)

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

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

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

            Current Price: 416.12
            VWAP: 417.43
            Volume: 218043.0
            MA5: 416.24
            MA20: 416.32
            Volume MA5: 214208.80
            Price Change: -0.05%
            Volume Change: -21.67%
            Previous 5min VWAP Movement: down (-0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 416.12, "suggested_stop_loss": 416.5, "suggested_take_profit": 415.8, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with no significant price recovery", "Historical context showing similar VWAP decline"], "reasoning": "The current market window shows a consistent pattern of VWAP decline with no significant recovery in price, even with increased volume. The price remains below both the MA5 and MA20, indicating a bearish trend. Historical context windows with similar patterns also resulted in continued VWAP decline. Given these factors, the prediction is for a continued slight decrease in VWAP with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0092):
Time: 2025-01-31 13:45:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 416.26
            VWAP: 417.61
            Volume: 151071.0
            MA5: 416.61
            MA20: 417.22
            Volume MA5: 167200.20
            Price Change: -0.15%
            Volume Change: 24.27%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.59
            Volume: 238294.0
            MA5: 416.48
            MA20: 417.08
            Volume MA5: 182244.60
            Price Change: -0.10%
            Volume Change: 57.74%
            Previous 5min VWAP Movement: down (-0.00%)

===
Similar context (score: 0.0288):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0302):
Time: 2025-01-31 13:35:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.00%)

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

            Current Price: 415.60
            VWAP: 417.57
            Volume: 253737.0
            MA5: 416.21
            MA20: 416.94
            Volume MA5: 185872.80
            Price Change: -0.06%
            Volume Change: 6.48%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 416.43
            VWAP: 417.55
            Volume: 250281.0
            MA5: 416.21
            MA20: 416.81
            Volume MA5: 202990.20
            Price Change: 0.20%
            Volume Change: -1.36%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.51
            VWAP: 417.54
            Volume: 235283.0
            MA5: 416.13
            MA20: 416.75
            Volume MA5: 225733.20
            Price Change: 0.02%
            Volume Change: -5.99%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.75
            VWAP: 417.52
            Volume: 206500.0
            MA5: 416.03
            MA20: 416.64
            Volume MA5: 236819.00
            Price Change: -0.18%
            Volume Change: -12.23%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.08
            VWAP: 417.51
            Volume: 207417.0
            MA5: 416.07
            MA20: 416.57
            Volume MA5: 230643.60
            Price Change: 0.08%
            Volume Change: 0.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.86
            VWAP: 417.49
            Volume: 223244.0
            MA5: 416.13
            MA20: 416.52
            Volume MA5: 224545.00
            Price Change: -0.05%
            Volume Change: 7.63%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.48
            Volume: 183515.0
            MA5: 416.07
            MA20: 416.47
            Volume MA5: 211191.80
            Price Change: 0.06%
            Volume Change: -17.80%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.47
            VWAP: 417.47
            Volume: 214901.0
            MA5: 416.06
            MA20: 416.43
            Volume MA5: 207115.40
            Price Change: 0.08%
            Volume Change: 17.10%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 416.14
            VWAP: 417.46
            Volume: 176223.0
            MA5: 416.14
            MA20: 416.39
            Volume MA5: 201060.00
            Price Change: -0.08%
            Volume Change: -18.00%
            Previous 5min VWAP Movement: down (-0.00%)

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

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

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

            Current Price: 416.12
            VWAP: 417.43
            Volume: 218043.0
            MA5: 416.24
            MA20: 416.32
            Volume MA5: 214208.80
            Price Change: -0.05%
            Volume Change: -21.67%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 415.89
            VWAP: 417.42
            Volume: 284922.0
            MA5: 416.19
            MA20: 416.27
            Volume MA5: 234490.20
            Price Change: -0.06%
            Volume Change: 30.67%
            Previous 5min VWAP Movement: down (-0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 415.89, "suggested_stop_loss": 416.5, "suggested_take_profit": 415.5, "key_signals": ["Consistent downward VWAP movement", "Price consistently below VWAP", "MA5 and MA20 trending downwards", "High volume with no significant price recovery"], "reasoning": "The current market window shows a consistent downward trend in VWAP with no significant recovery in price, despite high trading volumes. Historical context windows with similar patterns also resulted in continued VWAP declines. The MA5 and MA20 are both trending downwards, reinforcing the bearish sentiment. Given these factors, the VWAP is expected to continue its downward movement in the next interval. The suggested entry, stop-loss, and take-profit 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: 0.0066):
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."}