[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: 0.0086):
Time: 2025-01-31 13:50:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0250):
Time: 2025-01-31 12:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0252):
Time: 2025-01-31 13:00:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.02%)

Current market state:
Time: 2025-01-31 14:50:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 0.34
            VWAP: 0.34
            Volume: 24845568.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 14064230.40
            Price Change: 0.33%
            Volume Change: -25.17%
            Previous 5min VWAP Movement: up (0.12%)

===
Time: 2025-01-31 15:45:00+00:00

            Current Price: 0.34
            VWAP: 0.34
            Volume: 6702464.0
            MA5: 0.34
            MA20: 0.34
            Volume MA5: 15404723.20
            Price Change: -0.04%
            Volume Change: -73.02%
            Previous 5min VWAP Movement: up (0.03%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.03, "suggested_entry": 0.34, "suggested_stop_loss": 0.33, "suggested_take_profit": 0.35, "key_signals": ["Consistent VWAP upward movement in recent intervals", "Price stability around 0.34", "Volume spikes in recent intervals", "MA5 and MA20 alignment indicating bullish trend"], "reasoning": "The current market window shows a consistent upward movement in VWAP with recent intervals maintaining a price around 0.34. Historical context windows with similar patterns also resulted in VWAP increases. The recent volume spikes suggest increased market activity, supporting a potential upward movement. The alignment of MA5 and MA20 indicates a bullish trend. Given these factors, a VWAP increase is predicted with a high confidence score. The suggested entry, stop-loss, and take-profit levels are set to optimize risk-reward based on current price levels and expected volatility."}