[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: 0.0108):
Time: 2025-01-31 13:45:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0279):
Time: 2025-01-31 13:15:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0287):
Time: 2025-01-31 13:10:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 105477.88
            VWAP: 104699.17
            Volume: 0.0
            MA5: 105071.26
            MA20: 104671.05
            Volume MA5: 22664806.40
            Price Change: 0.30%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 105839.16
            VWAP: 104867.84
            Volume: 260456448.0
            MA5: 105258.07
            MA20: 104732.10
            Volume MA5: 74756096.00
            Price Change: 0.34%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.16%)

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

            Current Price: 105649.51
            VWAP: 104977.28
            Volume: 286621696.0
            MA5: 105429.14
            MA20: 104781.71
            Volume MA5: 132080435.20
            Price Change: -0.18%
            Volume Change: 10.05%
            Previous 5min VWAP Movement: up (0.10%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.12, "volatility_estimate": 0.15, "suggested_entry": 105649.51, "suggested_stop_loss": 105477.88, "suggested_take_profit": 105839.16, "key_signals": ["Recent increase in volume", "Positive price change", "VWAP moving upwards", "MA5 crossing above MA20"], "reasoning": "The current market window shows a significant increase in volume and a positive price change, indicating strong buying interest. The VWAP has been moving upwards, supported by the MA5 crossing above the MA20, which is a bullish signal. Historical context windows with similar patterns also showed subsequent VWAP increases. Given these factors, the VWAP is likely to continue moving up in the next interval. The suggested entry, stop-loss, and take-profit levels are based on recent price action and volatility estimates to optimize risk-reward."}


[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: 0.0091):
Time: 2025-01-31 13:50:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0252):
Time: 2025-01-31 13:10:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0257):
Time: 2025-01-31 13:15:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 105477.88
            VWAP: 104699.17
            Volume: 0.0
            MA5: 105071.26
            MA20: 104671.05
            Volume MA5: 22664806.40
            Price Change: 0.30%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 105839.16
            VWAP: 104867.84
            Volume: 260456448.0
            MA5: 105258.07
            MA20: 104732.10
            Volume MA5: 74756096.00
            Price Change: 0.34%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.16%)

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

            Current Price: 105649.51
            VWAP: 104977.28
            Volume: 286621696.0
            MA5: 105429.14
            MA20: 104781.71
            Volume MA5: 132080435.20
            Price Change: -0.18%
            Volume Change: 10.05%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 105731.30
            VWAP: 104977.28
            Volume: 0.0
            MA5: 105572.08
            MA20: 104839.89
            Volume MA5: 128232652.80
            Price Change: 0.08%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.12, "volatility_estimate": 0.15, "suggested_entry": 105750.0, "suggested_stop_loss": 105500.0, "suggested_take_profit": 106000.0, "key_signals": ["Recent price increase", "High volume in the last intervals", "MA5 crossing above MA20", "Positive VWAP movement in recent intervals"], "reasoning": "The current market window shows a strong upward price movement with significant volume, indicating buying pressure. The MA5 has crossed above the MA20, a bullish signal, and the VWAP has been trending upwards in the recent intervals. Historical patterns with similar setups have also resulted in upward VWAP movements. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. 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: 0.0054):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

===
Similar context (score: 0.0280):
Time: 2025-01-31 13:15:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0298):
Time: 2025-01-31 13:20:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0079):
Time: 2025-01-31 13:35:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

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

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

===
Similar context (score: 0.0297):
Time: 2025-01-31 13:15:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0299):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 234.33, "suggested_stop_loss": 234.7, "suggested_take_profit": 233.9, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with decreasing VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, similar to historical windows where VWAP continued to decline. The price is below both MA5 and MA20, indicating a bearish trend. Volume has increased significantly in the last interval, yet VWAP continues to decrease, suggesting selling pressure. These factors, combined with historical patterns, suggest a high probability of continued VWAP decline in the next interval."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0111):
Time: 2025-01-31 13:40:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0329):
Time: 2025-01-31 13:30:00-05:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 235.83
            VWAP: 240.86
            Volume: 548338.0
            MA5: 235.36
            MA20: 236.85
            Volume MA5: 698070.40
            Price Change: 0.10%
            Volume Change: -7.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.68
            VWAP: 240.82
            Volume: 439827.0
            MA5: 235.45
            MA20: 236.68
            Volume MA5: 635571.20
            Price Change: -0.06%
            Volume Change: -19.79%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 235.13
            VWAP: 240.77
            Volume: 549887.0
            MA5: 235.44
            MA20: 236.49
            Volume MA5: 589029.00
            Price Change: -0.23%
            Volume Change: 25.02%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 233.79
            VWAP: 239.88
            Volume: 535926.0
            MA5: 234.08
            MA20: 234.51
            Volume MA5: 665103.20
            Price Change: -0.23%
            Volume Change: -13.36%
            Previous 5min VWAP Movement: down (-0.02%)

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