[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: 0.0082):
Time: 2025-01-31 13:50:00+00:00

            Current Price: 130.09
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.29
            MA20: 131.23
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.02
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.19
            MA20: 131.16
            Volume MA5: 0.00
            Price Change: -0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.77
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.08
            MA20: 131.08
            Volume MA5: 0.00
            Price Change: -0.19%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.48
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.90
            MA20: 130.97
            Volume MA5: 0.00
            Price Change: -0.22%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.81
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.83
            MA20: 130.91
            Volume MA5: 0.00
            Price Change: 0.25%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.32
            VWAP: 133.30
            Volume: 1034624.0
            MA5: 129.68
            MA20: 130.80
            Volume MA5: 206924.80
            Price Change: -0.38%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 129.54
            VWAP: 133.29
            Volume: 162176.0
            MA5: 129.58
            MA20: 130.69
            Volume MA5: 239360.00
            Price Change: 0.18%
            Volume Change: -84.33%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 129.67
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.56
            MA20: 130.58
            Volume MA5: 239360.00
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.76
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.62
            MA20: 130.48
            Volume MA5: 239360.00
            Price Change: 0.07%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

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

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

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

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

===
Similar context (score: 0.0212):
Time: 2025-01-31 13:30:00+00:00

            Current Price: 130.51
            VWAP: 133.35
            Volume: 0.0
            MA5: 131.15
            MA20: 131.57
            Volume MA5: 0.00
            Price Change: -0.16%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.35
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.84
            MA20: 131.48
            Volume MA5: 0.00
            Price Change: -0.12%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.38
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.62
            MA20: 131.40
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.12
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.41
            MA20: 131.31
            Volume MA5: 0.00
            Price Change: -0.20%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.09
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.29
            MA20: 131.23
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.02
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.19
            MA20: 131.16
            Volume MA5: 0.00
            Price Change: -0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.77
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.08
            MA20: 131.08
            Volume MA5: 0.00
            Price Change: -0.19%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.48
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.90
            MA20: 130.97
            Volume MA5: 0.00
            Price Change: -0.22%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.81
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.83
            MA20: 130.91
            Volume MA5: 0.00
            Price Change: 0.25%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.32
            VWAP: 133.30
            Volume: 1034624.0
            MA5: 129.68
            MA20: 130.80
            Volume MA5: 206924.80
            Price Change: -0.38%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 129.54
            VWAP: 133.29
            Volume: 162176.0
            MA5: 129.58
            MA20: 130.69
            Volume MA5: 239360.00
            Price Change: 0.18%
            Volume Change: -84.33%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 129.67
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.56
            MA20: 130.58
            Volume MA5: 239360.00
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

Next Interval VWAP Movement: down (0.00%)
===
Similar context (score: 0.0218):
Time: 2025-01-31 13:40:00+00:00

            Current Price: 130.38
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.62
            MA20: 131.40
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.12
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.41
            MA20: 131.31
            Volume MA5: 0.00
            Price Change: -0.20%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.09
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.29
            MA20: 131.23
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 130.02
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.19
            MA20: 131.16
            Volume MA5: 0.00
            Price Change: -0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.77
            VWAP: 133.35
            Volume: 0.0
            MA5: 130.08
            MA20: 131.08
            Volume MA5: 0.00
            Price Change: -0.19%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.48
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.90
            MA20: 130.97
            Volume MA5: 0.00
            Price Change: -0.22%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.81
            VWAP: 133.35
            Volume: 0.0
            MA5: 129.83
            MA20: 130.91
            Volume MA5: 0.00
            Price Change: 0.25%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.32
            VWAP: 133.30
            Volume: 1034624.0
            MA5: 129.68
            MA20: 130.80
            Volume MA5: 206924.80
            Price Change: -0.38%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.04%)

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

            Current Price: 129.54
            VWAP: 133.29
            Volume: 162176.0
            MA5: 129.58
            MA20: 130.69
            Volume MA5: 239360.00
            Price Change: 0.18%
            Volume Change: -84.33%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 129.67
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.56
            MA20: 130.58
            Volume MA5: 239360.00
            Price Change: 0.09%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 129.76
            VWAP: 133.29
            Volume: 0.0
            MA5: 129.62
            MA20: 130.48
            Volume MA5: 239360.00
            Price Change: 0.07%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

Next Interval VWAP Movement: down (0.00%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            Current Price: 130.50
            VWAP: 133.20
            Volume: 2725120.0
            MA5: 129.77
            MA20: 129.74
            Volume MA5: 545024.00
            Price Change: 0.50%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.07%)

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

            Current Price: 130.90
            VWAP: 133.04
            Volume: 6296960.0
            MA5: 130.03
            MA20: 129.78
            Volume MA5: 1804416.00
            Price Change: 0.30%
            Volume Change: 131.07%
            Previous 5min VWAP Movement: down (-0.12%)

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

            Current Price: 130.78
            VWAP: 132.97
            Volume: 2711296.0
            MA5: 130.30
            MA20: 129.83
            Volume MA5: 2346675.20
            Price Change: -0.09%
            Volume Change: -56.94%
            Previous 5min VWAP Movement: down (-0.05%)

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

            Current Price: 130.64
            VWAP: 132.97
            Volume: 0.0
            MA5: 130.54
            MA20: 129.89
            Volume MA5: 2346675.20
            Price Change: -0.10%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.05, "volatility_estimate": 0.02, "suggested_entry": 130.64, "suggested_stop_loss": 130.9, "suggested_take_profit": 130.3, "key_signals": ["Consistent VWAP decline", "Price below VWAP", "High volume spikes followed by zero volume", "MA5 below MA20"], "reasoning": "The current market window shows a consistent pattern of VWAP decline with prices consistently below the VWAP, indicating bearish sentiment. Historical windows with similar patterns also resulted in VWAP declines. The recent high volume spikes followed by zero volume suggest a lack of buying interest to push prices higher. The MA5 is below MA20, reinforcing the bearish trend. Therefore, a short position is recommended with a high confidence score."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0119):
Time: 2025-01-31 13:30:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.01%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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


[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: 0.0136):
Time: 2025-01-31 13:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0263):
Time: 2025-01-31 12:25:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3571328.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4487552.00
            Price Change: -0.09%
            Volume Change: -59.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3511936.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4690432.00
            Price Change: -0.25%
            Volume Change: -1.66%
            Previous 5min VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.03%)
===
Similar context (score: 0.0263):
Time: 2025-01-31 09:55:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 45696.00
            Price Change: 0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: -0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: -0.03%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 0.00
            Price Change: 0.02%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

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

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

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 1077632.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 215526.40
            Price Change: -0.01%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (-0.24%)

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 215526.40
            Price Change: -0.01%
            Volume Change: -100.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:35:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 0.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 215526.40
            Price Change: 0.05%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: down (0.00%)

===
Time: 2025-01-31 10:40:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 6016.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 216729.60
            Price Change: 0.10%
            Volume Change: 0.00%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 10:45:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 923904.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 401510.40
            Price Change: 0.11%
            Volume Change: 15257.45%
            Previous 5min VWAP Movement: up (0.08%)

===
Time: 2025-01-31 10:50:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 552704.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 296524.80
            Price Change: 0.08%
            Volume Change: -40.18%
            Previous 5min VWAP Movement: up (0.04%)

Next Interval VWAP Movement: up (0.04%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.75, "expected_vwap_change": 0.02, "volatility_estimate": 0.01, "suggested_entry": 0.33, "suggested_stop_loss": 0.32, "suggested_take_profit": 0.34, "key_signals": ["Consistent VWAP stability", "Recent price increase", "Volume increase in the last interval", "Historical pattern of VWAP increase after similar conditions"], "reasoning": "The current market window shows a stable VWAP with a recent price increase and a significant volume spike, suggesting potential upward movement. Historical patterns indicate that similar conditions often lead to a slight VWAP increase. The confidence score reflects the consistency of these patterns, and the suggested trade levels are based on expected minor volatility and typical price movements observed in similar past scenarios."}


[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: 0.0117):
Time: 2025-01-31 13:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0259):
Time: 2025-01-31 12:25:00+00:00

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3571328.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4487552.00
            Price Change: -0.09%
            Volume Change: -59.65%
            Previous 5min VWAP Movement: up (0.03%)

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

            Current Price: 0.33
            VWAP: 0.33
            Volume: 3511936.0
            MA5: 0.33
            MA20: 0.33
            Volume MA5: 4690432.00
            Price Change: -0.25%
            Volume Change: -1.66%
            Previous 5min VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.03%)
===
Similar context (score: 0.0261):
Time: 2025-01-31 12:40:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.07%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.02, "volatility_estimate": 0.05, "suggested_entry": 0.34, "suggested_stop_loss": 0.33, "suggested_take_profit": 0.35, "key_signals": ["Recent VWAP upward movement", "Increased volume", "Price stability around MA5 and MA20", "Historical pattern of VWAP increase after similar conditions"], "reasoning": "The current market window shows a recent upward movement in VWAP with significant volume increase, indicating strong buying interest. The price has stabilized around the MA5 and MA20, suggesting a potential continuation of the upward trend. Historical context windows with similar conditions also resulted in VWAP increases. Given these factors, a VWAP increase is likely in the next interval, with moderate volatility expected. The suggested trade levels are set to capitalize on the anticipated upward movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0128):
Time: 2025-01-31 13:45:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

===
Similar context (score: 0.0283):
Time: 2025-01-31 12:35:00+00:00

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Next Interval VWAP Movement: up (0.02%)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[Assistant] {"vwap_direction_next_5min": "up", "confidence_score": 0.85, "expected_vwap_change": 0.01, "volatility_estimate": 0.02, "suggested_entry": 0.34, "suggested_stop_loss": 0.33, "suggested_take_profit": 0.35, "key_signals": ["Consistent VWAP upward movement in recent intervals", "Price stability around 0.34", "Volume increase in the last interval", "MA5 and MA20 alignment"], "reasoning": "The current market window shows a consistent upward movement in VWAP over the last few intervals, supported by a significant increase in volume. The price has stabilized around 0.34, and both MA5 and MA20 are aligned, indicating a bullish trend. Historical contexts with similar patterns also resulted in VWAP increases. Given these factors, a continued upward movement in VWAP is expected with moderate confidence."}