[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: 0.0074):
Time: 2025-01-31 13:30:00+00:00

            Current Price: 3344.66
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3356.10
            MA20: 3348.26
            Volume MA5: 77576601.60
            Price Change: -0.41%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.40
            VWAP: 3325.09
            Volume: 851968.0
            MA5: 3355.24
            MA20: 3353.48
            Volume MA5: 11094016.00
            Price Change: 0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3363.66
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3356.50
            MA20: 3354.01
            Volume MA5: 2964275.20
            Price Change: 0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.16
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3358.65
            MA20: 3354.97
            Volume MA5: 170393.60
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.16
            VWAP: 3325.66
            Volume: 78342144.0
            MA5: 3359.04
            MA20: 3355.32
            Volume MA5: 15838822.40
            Price Change: -0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

===
Similar context (score: 0.0331):
Time: 2025-01-31 13:10:00+00:00

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.87
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3356.56
            MA20: 3345.94
            Volume MA5: 106810982.40
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.50
            VWAP: 3324.35
            Volume: 59019264.0
            MA5: 3357.81
            MA20: 3347.43
            Volume MA5: 77576601.60
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3344.66
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3356.10
            MA20: 3348.26
            Volume MA5: 77576601.60
            Price Change: -0.41%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0340):
Time: 2025-01-31 12:20:00+00:00

            Current Price: 3346.12
            VWAP: 3309.88
            Volume: 86097920.0
            MA5: 3336.28
            MA20: 3314.14
            Volume MA5: 134399180.80
            Price Change: 0.10%
            Volume Change: 36.75%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 12:25:00+00:00

            Current Price: 3349.42
            VWAP: 3312.36
            Volume: 189399040.0
            MA5: 3340.62
            MA20: 3318.28
            Volume MA5: 102964428.80
            Price Change: 0.10%
            Volume Change: 119.98%
            Previous 5min VWAP Movement: up (0.07%)

===
Time: 2025-01-31 12:30:00+00:00

            Current Price: 3356.25
            VWAP: 3314.25
            Volume: 136105984.0
            MA5: 3346.25
            MA20: 3322.58
            Volume MA5: 130185625.60
            Price Change: 0.20%
            Volume Change: -28.14%
            Previous 5min VWAP Movement: up (0.06%)

===
Time: 2025-01-31 12:35:00+00:00

            Current Price: 3353.13
            VWAP: 3315.84
            Volume: 134987776.0
            MA5: 3349.53
            MA20: 3326.80
            Volume MA5: 121910067.20
            Price Change: -0.09%
            Volume Change: -0.82%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3345.99
            VWAP: 3316.69
            Volume: 95191040.0
            MA5: 3350.18
            MA20: 3330.35
            Volume MA5: 128356352.00
            Price Change: -0.21%
            Volume Change: -29.48%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 3350.09
            VWAP: 3317.12
            Volume: 44724224.0
            MA5: 3350.97
            MA20: 3333.41
            Volume MA5: 120081612.80
            Price Change: 0.12%
            Volume Change: -53.02%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3353.20
            VWAP: 3318.40
            Volume: 126611456.0
            MA5: 3351.73
            MA20: 3336.27
            Volume MA5: 107524096.00
            Price Change: 0.09%
            Volume Change: 183.09%
            Previous 5min VWAP Movement: up (0.04%)

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

            Current Price: 3352.72
            VWAP: 3318.65
            Volume: 25733120.0
            MA5: 3351.02
            MA20: 3338.58
            Volume MA5: 85449523.20
            Price Change: -0.01%
            Volume Change: -79.68%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.27
            VWAP: 3320.47
            Volume: 205191168.0
            MA5: 3350.85
            MA20: 3340.19
            Volume MA5: 99490201.60
            Price Change: -0.01%
            Volume Change: 697.38%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3353.22
            VWAP: 3320.47
            Volume: 0.0
            MA5: 3352.30
            MA20: 3341.33
            Volume MA5: 80451993.60
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)

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

            Current Price: 3365.39
            VWAP: 3326.34
            Volume: 75356160.0
            MA5: 3361.95
            MA20: 3355.93
            Volume MA5: 30910054.40
            Price Change: 0.25%
            Volume Change: -3.81%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3349.64
            VWAP: 3326.95
            Volume: 119881728.0
            MA5: 3360.20
            MA20: 3355.78
            Volume MA5: 54716006.40
            Price Change: -0.47%
            Volume Change: 59.09%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3362.26
            VWAP: 3327.25
            Volume: 38631424.0
            MA5: 3359.92
            MA20: 3356.28
            Volume MA5: 62442291.20
            Price Change: 0.38%
            Volume Change: -67.78%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3349.15
            VWAP: 3327.62
            Volume: 79978496.0
            MA5: 3356.72
            MA20: 3356.07
            Volume MA5: 78437990.40
            Price Change: -0.39%
            Volume Change: 107.03%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3342.15
            VWAP: 3327.71
            Volume: 30007296.0
            MA5: 3353.72
            MA20: 3355.03
            Volume MA5: 68771020.80
            Price Change: -0.21%
            Volume Change: -62.48%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3346.22
            VWAP: 3327.71
            Volume: 0.0
            MA5: 3349.88
            MA20: 3354.47
            Volume MA5: 53699788.80
            Price Change: 0.12%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.33
            VWAP: 3328.10
            Volume: 63913984.0
            MA5: 3351.22
            MA20: 3354.44
            Volume MA5: 42506240.00
            Price Change: 0.30%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3357.97
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3350.36
            MA20: 3354.42
            Volume MA5: 34779955.20
            Price Change: 0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.09
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3351.95
            MA20: 3355.04
            Volume MA5: 18784256.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.18
            VWAP: 3328.22
            Volume: 16121856.0
            MA5: 3356.56
            MA20: 3355.97
            Volume MA5: 16007168.00
            Price Change: 0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3387.21
            VWAP: 3332.52
            Volume: 375947264.0
            MA5: 3364.76
            MA20: 3357.64
            Volume MA5: 91196620.80
            Price Change: 0.65%
            Volume Change: 2231.91%
            Previous 5min VWAP Movement: up (0.13%)

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

            Current Price: 3390.28
            VWAP: 3334.26
            Volume: 160458752.0
            MA5: 3371.55
            MA20: 3359.55
            Volume MA5: 110505574.40
            Price Change: 0.09%
            Volume Change: -57.32%
            Previous 5min VWAP Movement: up (0.05%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.03, "volatility_estimate": 0.02, "suggested_entry": 3390.28, "suggested_stop_loss": 3380.0, "suggested_take_profit": 3400.0, "key_signals": ["Recent strong upward price movement", "High volume in the last interval", "Consistent upward VWAP movement", "MA5 above MA20 indicating bullish trend"], "reasoning": "The current market window shows a strong upward price movement with a significant increase in volume, suggesting bullish momentum. The VWAP has been consistently moving up, and the MA5 is above the MA20, indicating a bullish trend. Historical similar contexts also showed upward VWAP movements following such patterns. Given these signals, the VWAP is likely to continue moving up in the next interval. The suggested entry, stop-loss, and take-profit levels are set to optimize trade execution while managing risk, considering the current price and expected volatility."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0062):
Time: 2025-01-31 13:35:00+00:00

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.40
            VWAP: 3325.09
            Volume: 851968.0
            MA5: 3355.24
            MA20: 3353.48
            Volume MA5: 11094016.00
            Price Change: 0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3363.66
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3356.50
            MA20: 3354.01
            Volume MA5: 2964275.20
            Price Change: 0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.16
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3358.65
            MA20: 3354.97
            Volume MA5: 170393.60
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.16
            VWAP: 3325.66
            Volume: 78342144.0
            MA5: 3359.04
            MA20: 3355.32
            Volume MA5: 15838822.40
            Price Change: -0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3365.39
            VWAP: 3326.34
            Volume: 75356160.0
            MA5: 3361.95
            MA20: 3355.93
            Volume MA5: 30910054.40
            Price Change: 0.25%
            Volume Change: -3.81%
            Previous 5min VWAP Movement: up (0.02%)

===
Similar context (score: 0.0320):
Time: 2025-01-31 13:10:00+00:00

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.87
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3356.56
            MA20: 3345.94
            Volume MA5: 106810982.40
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.50
            VWAP: 3324.35
            Volume: 59019264.0
            MA5: 3357.81
            MA20: 3347.43
            Volume MA5: 77576601.60
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3344.66
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3356.10
            MA20: 3348.26
            Volume MA5: 77576601.60
            Price Change: -0.41%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0320):
Time: 2025-01-31 12:20:00+00:00

            Current Price: 3346.12
            VWAP: 3309.88
            Volume: 86097920.0
            MA5: 3336.28
            MA20: 3314.14
            Volume MA5: 134399180.80
            Price Change: 0.10%
            Volume Change: 36.75%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 12:25:00+00:00

            Current Price: 3349.42
            VWAP: 3312.36
            Volume: 189399040.0
            MA5: 3340.62
            MA20: 3318.28
            Volume MA5: 102964428.80
            Price Change: 0.10%
            Volume Change: 119.98%
            Previous 5min VWAP Movement: up (0.07%)

===
Time: 2025-01-31 12:30:00+00:00

            Current Price: 3356.25
            VWAP: 3314.25
            Volume: 136105984.0
            MA5: 3346.25
            MA20: 3322.58
            Volume MA5: 130185625.60
            Price Change: 0.20%
            Volume Change: -28.14%
            Previous 5min VWAP Movement: up (0.06%)

===
Time: 2025-01-31 12:35:00+00:00

            Current Price: 3353.13
            VWAP: 3315.84
            Volume: 134987776.0
            MA5: 3349.53
            MA20: 3326.80
            Volume MA5: 121910067.20
            Price Change: -0.09%
            Volume Change: -0.82%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3345.99
            VWAP: 3316.69
            Volume: 95191040.0
            MA5: 3350.18
            MA20: 3330.35
            Volume MA5: 128356352.00
            Price Change: -0.21%
            Volume Change: -29.48%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 3350.09
            VWAP: 3317.12
            Volume: 44724224.0
            MA5: 3350.97
            MA20: 3333.41
            Volume MA5: 120081612.80
            Price Change: 0.12%
            Volume Change: -53.02%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3353.20
            VWAP: 3318.40
            Volume: 126611456.0
            MA5: 3351.73
            MA20: 3336.27
            Volume MA5: 107524096.00
            Price Change: 0.09%
            Volume Change: 183.09%
            Previous 5min VWAP Movement: up (0.04%)

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

            Current Price: 3352.72
            VWAP: 3318.65
            Volume: 25733120.0
            MA5: 3351.02
            MA20: 3338.58
            Volume MA5: 85449523.20
            Price Change: -0.01%
            Volume Change: -79.68%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.27
            VWAP: 3320.47
            Volume: 205191168.0
            MA5: 3350.85
            MA20: 3340.19
            Volume MA5: 99490201.60
            Price Change: -0.01%
            Volume Change: 697.38%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3353.22
            VWAP: 3320.47
            Volume: 0.0
            MA5: 3352.30
            MA20: 3341.33
            Volume MA5: 80451993.60
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)

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

            Current Price: 3349.64
            VWAP: 3326.95
            Volume: 119881728.0
            MA5: 3360.20
            MA20: 3355.78
            Volume MA5: 54716006.40
            Price Change: -0.47%
            Volume Change: 59.09%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3362.26
            VWAP: 3327.25
            Volume: 38631424.0
            MA5: 3359.92
            MA20: 3356.28
            Volume MA5: 62442291.20
            Price Change: 0.38%
            Volume Change: -67.78%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3349.15
            VWAP: 3327.62
            Volume: 79978496.0
            MA5: 3356.72
            MA20: 3356.07
            Volume MA5: 78437990.40
            Price Change: -0.39%
            Volume Change: 107.03%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3342.15
            VWAP: 3327.71
            Volume: 30007296.0
            MA5: 3353.72
            MA20: 3355.03
            Volume MA5: 68771020.80
            Price Change: -0.21%
            Volume Change: -62.48%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3346.22
            VWAP: 3327.71
            Volume: 0.0
            MA5: 3349.88
            MA20: 3354.47
            Volume MA5: 53699788.80
            Price Change: 0.12%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.33
            VWAP: 3328.10
            Volume: 63913984.0
            MA5: 3351.22
            MA20: 3354.44
            Volume MA5: 42506240.00
            Price Change: 0.30%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3357.97
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3350.36
            MA20: 3354.42
            Volume MA5: 34779955.20
            Price Change: 0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.09
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3351.95
            MA20: 3355.04
            Volume MA5: 18784256.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.18
            VWAP: 3328.22
            Volume: 16121856.0
            MA5: 3356.56
            MA20: 3355.97
            Volume MA5: 16007168.00
            Price Change: 0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3387.21
            VWAP: 3332.52
            Volume: 375947264.0
            MA5: 3364.76
            MA20: 3357.64
            Volume MA5: 91196620.80
            Price Change: 0.65%
            Volume Change: 2231.91%
            Previous 5min VWAP Movement: up (0.13%)

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

            Current Price: 3390.28
            VWAP: 3334.26
            Volume: 160458752.0
            MA5: 3371.55
            MA20: 3359.55
            Volume MA5: 110505574.40
            Price Change: 0.09%
            Volume Change: -57.32%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3395.98
            VWAP: 3335.07
            Volume: 70856704.0
            MA5: 3379.15
            MA20: 3361.48
            Volume MA5: 124676915.20
            Price Change: 0.17%
            Volume Change: -55.84%
            Previous 5min VWAP Movement: up (0.02%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.03, "suggested_entry": 3395.98, "suggested_stop_loss": 3385.0, "suggested_take_profit": 3405.0, "key_signals": ["Recent strong upward price movement", "High volume in the last interval", "Consistent upward VWAP movement", "Price above MA5 and MA20"], "reasoning": "The current market window shows a strong upward price movement with a significant increase in volume, indicating bullish momentum. The VWAP has been consistently moving up, supported by the price being above both the MA5 and MA20. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these signals, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this upward trend 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: 0.0108):
Time: 2025-01-31 13:40:00+00:00

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.40
            VWAP: 3325.09
            Volume: 851968.0
            MA5: 3355.24
            MA20: 3353.48
            Volume MA5: 11094016.00
            Price Change: 0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3363.66
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3356.50
            MA20: 3354.01
            Volume MA5: 2964275.20
            Price Change: 0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.16
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3358.65
            MA20: 3354.97
            Volume MA5: 170393.60
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.16
            VWAP: 3325.66
            Volume: 78342144.0
            MA5: 3359.04
            MA20: 3355.32
            Volume MA5: 15838822.40
            Price Change: -0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3365.39
            VWAP: 3326.34
            Volume: 75356160.0
            MA5: 3361.95
            MA20: 3355.93
            Volume MA5: 30910054.40
            Price Change: 0.25%
            Volume Change: -3.81%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3349.64
            VWAP: 3326.95
            Volume: 119881728.0
            MA5: 3360.20
            MA20: 3355.78
            Volume MA5: 54716006.40
            Price Change: -0.47%
            Volume Change: 59.09%
            Previous 5min VWAP Movement: up (0.02%)

===
Similar context (score: 0.0311):
Time: 2025-01-31 13:10:00+00:00

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.87
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3356.56
            MA20: 3345.94
            Volume MA5: 106810982.40
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.50
            VWAP: 3324.35
            Volume: 59019264.0
            MA5: 3357.81
            MA20: 3347.43
            Volume MA5: 77576601.60
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3344.66
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3356.10
            MA20: 3348.26
            Volume MA5: 77576601.60
            Price Change: -0.41%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0323):
Time: 2025-01-31 12:20:00+00:00

            Current Price: 3346.12
            VWAP: 3309.88
            Volume: 86097920.0
            MA5: 3336.28
            MA20: 3314.14
            Volume MA5: 134399180.80
            Price Change: 0.10%
            Volume Change: 36.75%
            Previous 5min VWAP Movement: up (0.03%)

===
Time: 2025-01-31 12:25:00+00:00

            Current Price: 3349.42
            VWAP: 3312.36
            Volume: 189399040.0
            MA5: 3340.62
            MA20: 3318.28
            Volume MA5: 102964428.80
            Price Change: 0.10%
            Volume Change: 119.98%
            Previous 5min VWAP Movement: up (0.07%)

===
Time: 2025-01-31 12:30:00+00:00

            Current Price: 3356.25
            VWAP: 3314.25
            Volume: 136105984.0
            MA5: 3346.25
            MA20: 3322.58
            Volume MA5: 130185625.60
            Price Change: 0.20%
            Volume Change: -28.14%
            Previous 5min VWAP Movement: up (0.06%)

===
Time: 2025-01-31 12:35:00+00:00

            Current Price: 3353.13
            VWAP: 3315.84
            Volume: 134987776.0
            MA5: 3349.53
            MA20: 3326.80
            Volume MA5: 121910067.20
            Price Change: -0.09%
            Volume Change: -0.82%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3345.99
            VWAP: 3316.69
            Volume: 95191040.0
            MA5: 3350.18
            MA20: 3330.35
            Volume MA5: 128356352.00
            Price Change: -0.21%
            Volume Change: -29.48%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 3350.09
            VWAP: 3317.12
            Volume: 44724224.0
            MA5: 3350.97
            MA20: 3333.41
            Volume MA5: 120081612.80
            Price Change: 0.12%
            Volume Change: -53.02%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3353.20
            VWAP: 3318.40
            Volume: 126611456.0
            MA5: 3351.73
            MA20: 3336.27
            Volume MA5: 107524096.00
            Price Change: 0.09%
            Volume Change: 183.09%
            Previous 5min VWAP Movement: up (0.04%)

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

            Current Price: 3352.72
            VWAP: 3318.65
            Volume: 25733120.0
            MA5: 3351.02
            MA20: 3338.58
            Volume MA5: 85449523.20
            Price Change: -0.01%
            Volume Change: -79.68%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.27
            VWAP: 3320.47
            Volume: 205191168.0
            MA5: 3350.85
            MA20: 3340.19
            Volume MA5: 99490201.60
            Price Change: -0.01%
            Volume Change: 697.38%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3353.22
            VWAP: 3320.47
            Volume: 0.0
            MA5: 3352.30
            MA20: 3341.33
            Volume MA5: 80451993.60
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)

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

            Current Price: 3362.26
            VWAP: 3327.25
            Volume: 38631424.0
            MA5: 3359.92
            MA20: 3356.28
            Volume MA5: 62442291.20
            Price Change: 0.38%
            Volume Change: -67.78%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3349.15
            VWAP: 3327.62
            Volume: 79978496.0
            MA5: 3356.72
            MA20: 3356.07
            Volume MA5: 78437990.40
            Price Change: -0.39%
            Volume Change: 107.03%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3342.15
            VWAP: 3327.71
            Volume: 30007296.0
            MA5: 3353.72
            MA20: 3355.03
            Volume MA5: 68771020.80
            Price Change: -0.21%
            Volume Change: -62.48%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3346.22
            VWAP: 3327.71
            Volume: 0.0
            MA5: 3349.88
            MA20: 3354.47
            Volume MA5: 53699788.80
            Price Change: 0.12%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.33
            VWAP: 3328.10
            Volume: 63913984.0
            MA5: 3351.22
            MA20: 3354.44
            Volume MA5: 42506240.00
            Price Change: 0.30%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3357.97
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3350.36
            MA20: 3354.42
            Volume MA5: 34779955.20
            Price Change: 0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.09
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3351.95
            MA20: 3355.04
            Volume MA5: 18784256.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.18
            VWAP: 3328.22
            Volume: 16121856.0
            MA5: 3356.56
            MA20: 3355.97
            Volume MA5: 16007168.00
            Price Change: 0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3387.21
            VWAP: 3332.52
            Volume: 375947264.0
            MA5: 3364.76
            MA20: 3357.64
            Volume MA5: 91196620.80
            Price Change: 0.65%
            Volume Change: 2231.91%
            Previous 5min VWAP Movement: up (0.13%)

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

            Current Price: 3390.28
            VWAP: 3334.26
            Volume: 160458752.0
            MA5: 3371.55
            MA20: 3359.55
            Volume MA5: 110505574.40
            Price Change: 0.09%
            Volume Change: -57.32%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3395.98
            VWAP: 3335.07
            Volume: 70856704.0
            MA5: 3379.15
            MA20: 3361.48
            Volume MA5: 124676915.20
            Price Change: 0.17%
            Volume Change: -55.84%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3408.10
            VWAP: 3340.96
            Volume: 472616960.0
            MA5: 3389.35
            MA20: 3364.17
            Volume MA5: 219200307.20
            Price Change: 0.36%
            Volume Change: 567.00%
            Previous 5min VWAP Movement: up (0.18%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.15, "volatility_estimate": 0.25, "suggested_entry": 3408.1, "suggested_stop_loss": 3390.0, "suggested_take_profit": 3425.0, "key_signals": ["Current Price consistently above MA5 and MA20", "Significant increase in volume with price rise", "Recent VWAP movements consistently upward", "Price Change consistently positive in recent intervals"], "reasoning": "The current market window shows a strong upward trend with the current price consistently above both the MA5 and MA20, indicating bullish momentum. The recent intervals have seen significant volume spikes accompanying price increases, suggesting strong buying interest. Historical similar contexts also show a pattern of VWAP increases following similar setups. Given these factors, the VWAP is expected to continue its upward trajectory with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to optimize risk-reward based on current price levels and expected volatility."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0097):
Time: 2025-01-31 13:50:00+00:00

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.40
            VWAP: 3325.09
            Volume: 851968.0
            MA5: 3355.24
            MA20: 3353.48
            Volume MA5: 11094016.00
            Price Change: 0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3363.66
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3356.50
            MA20: 3354.01
            Volume MA5: 2964275.20
            Price Change: 0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.16
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3358.65
            MA20: 3354.97
            Volume MA5: 170393.60
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.16
            VWAP: 3325.66
            Volume: 78342144.0
            MA5: 3359.04
            MA20: 3355.32
            Volume MA5: 15838822.40
            Price Change: -0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3365.39
            VWAP: 3326.34
            Volume: 75356160.0
            MA5: 3361.95
            MA20: 3355.93
            Volume MA5: 30910054.40
            Price Change: 0.25%
            Volume Change: -3.81%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3349.64
            VWAP: 3326.95
            Volume: 119881728.0
            MA5: 3360.20
            MA20: 3355.78
            Volume MA5: 54716006.40
            Price Change: -0.47%
            Volume Change: 59.09%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3362.26
            VWAP: 3327.25
            Volume: 38631424.0
            MA5: 3359.92
            MA20: 3356.28
            Volume MA5: 62442291.20
            Price Change: 0.38%
            Volume Change: -67.78%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3349.15
            VWAP: 3327.62
            Volume: 79978496.0
            MA5: 3356.72
            MA20: 3356.07
            Volume MA5: 78437990.40
            Price Change: -0.39%
            Volume Change: 107.03%
            Previous 5min VWAP Movement: up (0.01%)

===
Similar context (score: 0.0311):
Time: 2025-01-31 13:40:00+00:00

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.40
            VWAP: 3325.09
            Volume: 851968.0
            MA5: 3355.24
            MA20: 3353.48
            Volume MA5: 11094016.00
            Price Change: 0.23%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3363.66
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3356.50
            MA20: 3354.01
            Volume MA5: 2964275.20
            Price Change: 0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.16
            VWAP: 3325.09
            Volume: 0.0
            MA5: 3358.65
            MA20: 3354.97
            Volume MA5: 170393.60
            Price Change: 0.04%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.16
            VWAP: 3325.66
            Volume: 78342144.0
            MA5: 3359.04
            MA20: 3355.32
            Volume MA5: 15838822.40
            Price Change: -0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3365.39
            VWAP: 3326.34
            Volume: 75356160.0
            MA5: 3361.95
            MA20: 3355.93
            Volume MA5: 30910054.40
            Price Change: 0.25%
            Volume Change: -3.81%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3349.64
            VWAP: 3326.95
            Volume: 119881728.0
            MA5: 3360.20
            MA20: 3355.78
            Volume MA5: 54716006.40
            Price Change: -0.47%
            Volume Change: 59.09%
            Previous 5min VWAP Movement: up (0.02%)

Next Interval VWAP Movement: up (0.01%)
===
Similar context (score: 0.0312):
Time: 2025-01-31 13:10:00+00:00

            Current Price: 3362.93
            VWAP: 3323.86
            Volume: 328863744.0
            MA5: 3354.87
            MA20: 3343.17
            Volume MA5: 137279897.60
            Price Change: 0.29%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.10%)

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

            Current Price: 3357.53
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3355.73
            MA20: 3344.64
            Volume MA5: 111957606.40
            Price Change: -0.16%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.87
            VWAP: 3323.86
            Volume: 0.0
            MA5: 3356.56
            MA20: 3345.94
            Volume MA5: 106810982.40
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3358.50
            VWAP: 3324.35
            Volume: 59019264.0
            MA5: 3357.81
            MA20: 3347.43
            Volume MA5: 77576601.60
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3344.66
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3356.10
            MA20: 3348.26
            Volume MA5: 77576601.60
            Price Change: -0.41%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3346.58
            VWAP: 3324.35
            Volume: 0.0
            MA5: 3352.83
            MA20: 3348.74
            Volume MA5: 11803852.80
            Price Change: 0.06%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3353.68
            VWAP: 3324.67
            Volume: 46946304.0
            MA5: 3352.06
            MA20: 3350.03
            Volume MA5: 21193113.60
            Price Change: 0.21%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3352.11
            VWAP: 3324.67
            Volume: 0.0
            MA5: 3351.10
            MA20: 3351.23
            Volume MA5: 21193113.60
            Price Change: -0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.36
            VWAP: 3324.98
            Volume: 40648704.0
            MA5: 3350.88
            MA20: 3352.27
            Volume MA5: 17519001.60
            Price Change: 0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3354.39
            VWAP: 3325.08
            Volume: 13969408.0
            MA5: 3352.82
            MA20: 3352.85
            Volume MA5: 20312883.20
            Price Change: -0.09%
            Volume Change: -65.63%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3355.24
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3354.56
            MA20: 3353.31
            Volume MA5: 20312883.20
            Price Change: 0.03%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3350.81
            VWAP: 3325.08
            Volume: 0.0
            MA5: 3353.98
            MA20: 3353.38
            Volume MA5: 10923622.40
            Price Change: -0.13%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: up (0.00%)

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

            Current Price: 3342.15
            VWAP: 3327.71
            Volume: 30007296.0
            MA5: 3353.72
            MA20: 3355.03
            Volume MA5: 68771020.80
            Price Change: -0.21%
            Volume Change: -62.48%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3346.22
            VWAP: 3327.71
            Volume: 0.0
            MA5: 3349.88
            MA20: 3354.47
            Volume MA5: 53699788.80
            Price Change: 0.12%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3356.33
            VWAP: 3328.10
            Volume: 63913984.0
            MA5: 3351.22
            MA20: 3354.44
            Volume MA5: 42506240.00
            Price Change: 0.30%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 3357.97
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3350.36
            MA20: 3354.42
            Volume MA5: 34779955.20
            Price Change: 0.05%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3357.09
            VWAP: 3328.10
            Volume: 0.0
            MA5: 3351.95
            MA20: 3355.04
            Volume MA5: 18784256.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 3365.18
            VWAP: 3328.22
            Volume: 16121856.0
            MA5: 3356.56
            MA20: 3355.97
            Volume MA5: 16007168.00
            Price Change: 0.24%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 3387.21
            VWAP: 3332.52
            Volume: 375947264.0
            MA5: 3364.76
            MA20: 3357.64
            Volume MA5: 91196620.80
            Price Change: 0.65%
            Volume Change: 2231.91%
            Previous 5min VWAP Movement: up (0.13%)

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

            Current Price: 3390.28
            VWAP: 3334.26
            Volume: 160458752.0
            MA5: 3371.55
            MA20: 3359.55
            Volume MA5: 110505574.40
            Price Change: 0.09%
            Volume Change: -57.32%
            Previous 5min VWAP Movement: up (0.05%)

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

            Current Price: 3395.98
            VWAP: 3335.07
            Volume: 70856704.0
            MA5: 3379.15
            MA20: 3361.48
            Volume MA5: 124676915.20
            Price Change: 0.17%
            Volume Change: -55.84%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 3408.10
            VWAP: 3340.96
            Volume: 472616960.0
            MA5: 3389.35
            MA20: 3364.17
            Volume MA5: 219200307.20
            Price Change: 0.36%
            Volume Change: 567.00%
            Previous 5min VWAP Movement: up (0.18%)

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

            Current Price: 3401.68
            VWAP: 3343.02
            Volume: 205971456.0
            MA5: 3396.65
            MA20: 3366.49
            Volume MA5: 257170227.20
            Price Change: -0.19%
            Volume Change: -56.42%
            Previous 5min VWAP Movement: up (0.06%)

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

            Current Price: 3405.74
            VWAP: 3343.71
            Volume: 67287040.0
            MA5: 3400.35
            MA20: 3369.24
            Volume MA5: 195438182.40
            Price Change: 0.12%
            Volume Change: -67.33%
            Previous 5min VWAP Movement: up (0.02%)

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.03, "volatility_estimate": 0.02, "suggested_entry": 3405.74, "suggested_stop_loss": 3395.0, "suggested_take_profit": 3415.0, "key_signals": ["Recent upward VWAP trend", "High volume spikes", "Positive price changes", "MA5 above MA20"], "reasoning": "The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes, indicating strong buying interest. Historical similar windows also showed continued VWAP increases following such patterns. The MA5 is consistently above MA20, reinforcing the bullish sentiment. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the upward trend 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: 0.0071):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 123.37
            VWAP: 125.25
            Volume: 2562872.0
            MA5: 123.48
            MA20: 124.36
            Volume MA5: 2746651.00
            Price Change: 0.26%
            Volume Change: -44.83%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.76
            VWAP: 125.22
            Volume: 2957307.0
            MA5: 123.31
            MA20: 124.24
            Volume MA5: 2861550.00
            Price Change: -0.50%
            Volume Change: 15.39%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.10
            VWAP: 125.20
            Volume: 2182717.0
            MA5: 123.17
            MA20: 124.15
            Volume MA5: 2886752.80
            Price Change: 0.28%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.01
            VWAP: 125.18
            Volume: 2428234.0
            MA5: 123.06
            MA20: 124.05
            Volume MA5: 2955277.20
            Price Change: -0.07%
            Volume Change: 11.25%
            Previous 5min VWAP Movement: down (-0.02%)

===
Similar context (score: 0.0301):
Time: 2025-01-31 13:10:00-05:00

            Current Price: 124.96
            VWAP: 125.50
            Volume: 2031833.0
            MA5: 125.34
            MA20: 125.16
            Volume MA5: 2304681.40
            Price Change: -0.05%
            Volume Change: -11.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 124.37
            VWAP: 125.49
            Volume: 2170002.0
            MA5: 125.13
            MA20: 125.09
            Volume MA5: 2309730.00
            Price Change: -0.47%
            Volume Change: 6.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 124.47
            VWAP: 125.47
            Volume: 3470074.0
            MA5: 124.85
            MA20: 125.07
            Volume MA5: 2470088.00
            Price Change: 0.08%
            Volume Change: 59.91%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 124.17
            VWAP: 125.46
            Volume: 2360174.0
            MA5: 124.60
            MA20: 125.00
            Volume MA5: 2466345.00
            Price Change: -0.25%
            Volume Change: -31.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0303):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 124.17
            VWAP: 125.46
            Volume: 2360174.0
            MA5: 124.60
            MA20: 125.00
            Volume MA5: 2466345.00
            Price Change: -0.25%
            Volume Change: -31.98%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.61
            VWAP: 125.42
            Volume: 4579289.0
            MA5: 124.32
            MA20: 124.89
            Volume MA5: 2922274.40
            Price Change: -0.45%
            Volume Change: 94.02%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 124.10
            VWAP: 125.40
            Volume: 3092909.0
            MA5: 124.15
            MA20: 124.83
            Volume MA5: 3134489.60
            Price Change: 0.40%
            Volume Change: -32.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.63
            VWAP: 125.38
            Volume: 2959046.0
            MA5: 124.00
            MA20: 124.76
            Volume MA5: 3292298.40
            Price Change: -0.38%
            Volume Change: -4.33%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.74
            VWAP: 125.36
            Volume: 2406931.0
            MA5: 123.85
            MA20: 124.69
            Volume MA5: 3079669.80
            Price Change: 0.09%
            Volume Change: -18.66%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.64
            VWAP: 125.35
            Volume: 2382812.0
            MA5: 123.74
            MA20: 124.62
            Volume MA5: 3084197.40
            Price Change: -0.08%
            Volume Change: -1.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.79
            VWAP: 125.33
            Volume: 2056703.0
            MA5: 123.78
            MA20: 124.61
            Volume MA5: 2579680.20
            Price Change: 0.12%
            Volume Change: -13.69%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.57
            VWAP: 125.32
            Volume: 2085612.0
            MA5: 123.67
            MA20: 124.54
            Volume MA5: 2378220.80
            Price Change: -0.18%
            Volume Change: 1.41%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 123.05
            VWAP: 125.27
            Volume: 4645256.0
            MA5: 123.56
            MA20: 124.43
            Volume MA5: 2715462.80
            Price Change: -0.42%
            Volume Change: 122.73%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 123.37
            VWAP: 125.25
            Volume: 2562872.0
            MA5: 123.48
            MA20: 124.36
            Volume MA5: 2746651.00
            Price Change: 0.26%
            Volume Change: -44.83%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.76
            VWAP: 125.22
            Volume: 2957307.0
            MA5: 123.31
            MA20: 124.24
            Volume MA5: 2861550.00
            Price Change: -0.50%
            Volume Change: 15.39%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 123.10
            VWAP: 125.20
            Volume: 2182717.0
            MA5: 123.17
            MA20: 124.15
            Volume MA5: 2886752.80
            Price Change: 0.28%
            Volume Change: -26.19%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.02%)

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

            Current Price: 122.96
            VWAP: 125.16
            Volume: 2455986.0
            MA5: 123.04
            MA20: 123.93
            Volume MA5: 2517423.20
            Price Change: -0.04%
            Volume Change: 1.14%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 122.06
            VWAP: 125.12
            Volume: 3632388.0
            MA5: 122.78
            MA20: 123.74
            Volume MA5: 2731326.40
            Price Change: -0.73%
            Volume Change: 47.90%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.76
            VWAP: 125.06
            Volume: 4011313.0
            MA5: 122.58
            MA20: 123.56
            Volume MA5: 2942127.60
            Price Change: -0.25%
            Volume Change: 10.43%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.99
            VWAP: 125.01
            Volume: 4478122.0
            MA5: 122.36
            MA20: 123.41
            Volume MA5: 3401208.60
            Price Change: 0.19%
            Volume Change: 11.64%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 121.67
            VWAP: 124.95
            Volume: 4678896.0
            MA5: 122.09
            MA20: 123.24
            Volume MA5: 3851341.00
            Price Change: -0.26%
            Volume Change: 4.48%
            Previous 5min VWAP Movement: down (-0.05%)

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

            Current Price: 121.88
            VWAP: 124.92
            Volume: 3032372.0
            MA5: 121.87
            MA20: 123.12
            Volume MA5: 3966618.20
            Price Change: 0.17%
            Volume Change: -35.19%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 121.10
            VWAP: 124.87
            Volume: 3839577.0
            MA5: 121.68
            MA20: 122.95
            Volume MA5: 4008056.00
            Price Change: -0.64%
            Volume Change: 26.62%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.98
            VWAP: 124.81
            Volume: 3871017.0
            MA5: 121.52
            MA20: 122.79
            Volume MA5: 3979996.80
            Price Change: -0.10%
            Volume Change: 0.82%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.87
            VWAP: 124.77
            Volume: 3214651.0
            MA5: 121.30
            MA20: 122.65
            Volume MA5: 3727302.60
            Price Change: -0.09%
            Volume Change: -16.96%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.71
            VWAP: 124.72
            Volume: 3259275.0
            MA5: 121.11
            MA20: 122.48
            Volume MA5: 3443378.40
            Price Change: -0.13%
            Volume Change: 1.39%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 120.38
            VWAP: 124.65
            Volume: 4637022.0
            MA5: 120.81
            MA20: 122.32
            Volume MA5: 3764308.40
            Price Change: -0.28%
            Volume Change: 42.27%
            Previous 5min VWAP Movement: down (-0.06%)

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

            Current Price: 120.11
            VWAP: 124.55
            Volume: 6892730.0
            MA5: 120.61
            MA20: 122.14
            Volume MA5: 4374939.00
            Price Change: -0.22%
            Volume Change: 48.65%
            Previous 5min VWAP Movement: down (-0.08%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 120.1, "suggested_stop_loss": 120.5, "suggested_take_profit": 119.8, "key_signals": ["Consistent downward VWAP movement", "High volume with decreasing price", "MA5 below MA20 indicating bearish trend", "Price consistently below VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP with each interval, supported by high volume and decreasing prices. The MA5 is below the MA20, indicating a bearish trend. Historical similar contexts also show a continuation of the downward VWAP movement. Given these signals, the VWAP is expected to continue its downward trajectory in the next interval. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk."}