[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: 0.0099):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 692.89
            VWAP: 698.57
            Volume: 211333.0
            MA5: 694.59
            MA20: 696.18
            Volume MA5: 192017.80
            Price Change: -0.12%
            Volume Change: 1.95%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.12
            VWAP: 698.51
            Volume: 145076.0
            MA5: 694.08
            MA20: 695.89
            Volume MA5: 180852.40
            Price Change: 0.03%
            Volume Change: -31.35%
            Previous 5min VWAP Movement: down (-0.01%)

===
Similar context (score: 0.0299):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 694.60
            VWAP: 699.14
            Volume: 188263.0
            MA5: 696.40
            MA20: 698.74
            Volume MA5: 127902.40
            Price Change: -0.21%
            Volume Change: 45.38%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)
===
Similar context (score: 0.0303):
Time: 2025-01-31 13:20:00-05:00

            Current Price: 696.07
            VWAP: 699.22
            Volume: 129501.0
            MA5: 697.23
            MA20: 699.08
            Volume MA5: 107147.60
            Price Change: -0.01%
            Volume Change: -1.76%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 694.60
            VWAP: 699.14
            Volume: 188263.0
            MA5: 696.40
            MA20: 698.74
            Volume MA5: 127902.40
            Price Change: -0.21%
            Volume Change: 45.38%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)

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

            Current Price: 690.66
            VWAP: 698.40
            Volume: 194921.0
            MA5: 692.90
            MA20: 695.53
            Volume MA5: 181180.40
            Price Change: -0.35%
            Volume Change: 34.36%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 689.96
            VWAP: 698.28
            Volume: 203768.0
            MA5: 692.07
            MA20: 695.09
            Volume MA5: 192478.40
            Price Change: -0.10%
            Volume Change: 4.54%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 689.79
            VWAP: 698.16
            Volume: 196780.0
            MA5: 691.28
            MA20: 694.68
            Volume MA5: 190375.60
            Price Change: -0.02%
            Volume Change: -3.43%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 690.76
            VWAP: 698.06
            Volume: 180696.0
            MA5: 690.86
            MA20: 694.36
            Volume MA5: 184248.20
            Price Change: 0.14%
            Volume Change: -8.17%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.86
            VWAP: 697.99
            Volume: 132555.0
            MA5: 690.41
            MA20: 694.09
            Volume MA5: 181744.00
            Price Change: 0.01%
            Volume Change: -26.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.50
            VWAP: 697.88
            Volume: 168352.0
            MA5: 689.97
            MA20: 693.72
            Volume MA5: 176430.20
            Price Change: -0.34%
            Volume Change: 27.01%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.27
            VWAP: 697.80
            Volume: 126600.0
            MA5: 689.64
            MA20: 693.40
            Volume MA5: 160996.60
            Price Change: -0.03%
            Volume Change: -24.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 689.02
            VWAP: 697.72
            Volume: 133951.0
            MA5: 689.48
            MA20: 693.20
            Volume MA5: 148430.80
            Price Change: 0.11%
            Volume Change: 5.81%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.51
            VWAP: 697.61
            Volume: 179744.0
            MA5: 689.03
            MA20: 692.82
            Volume MA5: 148240.40
            Price Change: -0.07%
            Volume Change: 34.19%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.96
            VWAP: 697.51
            Volume: 169149.0
            MA5: 688.65
            MA20: 692.49
            Volume MA5: 155559.20
            Price Change: 0.07%
            Volume Change: -5.89%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 686.93
            VWAP: 697.38
            Volume: 190726.0
            MA5: 688.34
            MA20: 691.99
            Volume MA5: 160034.00
            Price Change: -0.29%
            Volume Change: 12.76%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 685.96
            VWAP: 697.20
            Volume: 245750.0
            MA5: 687.88
            MA20: 691.45
            Volume MA5: 183864.00
            Price Change: -0.14%
            Volume Change: 28.85%
            Previous 5min VWAP Movement: down (-0.03%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 685.5, "suggested_stop_loss": 688.0, "suggested_take_profit": 683.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with decreasing price", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP, supported by a series of negative price changes and high volume, indicating strong selling pressure. Historical context windows with similar patterns also resulted in further VWAP declines. The price is below both MA5 and MA20, reinforcing the bearish sentiment. Given these factors, a continued VWAP decrease is expected with moderate confidence. The suggested trade levels are set to capitalize on the expected downward movement while managing risk with a stop-loss above recent price levels."}


[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: 0.0121):
Time: 2025-01-31 13:40:00-05:00

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 692.89
            VWAP: 698.57
            Volume: 211333.0
            MA5: 694.59
            MA20: 696.18
            Volume MA5: 192017.80
            Price Change: -0.12%
            Volume Change: 1.95%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.12
            VWAP: 698.51
            Volume: 145076.0
            MA5: 694.08
            MA20: 695.89
            Volume MA5: 180852.40
            Price Change: 0.03%
            Volume Change: -31.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.66
            VWAP: 698.40
            Volume: 194921.0
            MA5: 692.90
            MA20: 695.53
            Volume MA5: 181180.40
            Price Change: -0.35%
            Volume Change: 34.36%
            Previous 5min VWAP Movement: down (-0.02%)

===
Similar context (score: 0.0319):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 694.60
            VWAP: 699.14
            Volume: 188263.0
            MA5: 696.40
            MA20: 698.74
            Volume MA5: 127902.40
            Price Change: -0.21%
            Volume Change: 45.38%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)
===
Similar context (score: 0.0319):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 692.89
            VWAP: 698.57
            Volume: 211333.0
            MA5: 694.59
            MA20: 696.18
            Volume MA5: 192017.80
            Price Change: -0.12%
            Volume Change: 1.95%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)

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

            Current Price: 689.96
            VWAP: 698.28
            Volume: 203768.0
            MA5: 692.07
            MA20: 695.09
            Volume MA5: 192478.40
            Price Change: -0.10%
            Volume Change: 4.54%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 689.79
            VWAP: 698.16
            Volume: 196780.0
            MA5: 691.28
            MA20: 694.68
            Volume MA5: 190375.60
            Price Change: -0.02%
            Volume Change: -3.43%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 690.76
            VWAP: 698.06
            Volume: 180696.0
            MA5: 690.86
            MA20: 694.36
            Volume MA5: 184248.20
            Price Change: 0.14%
            Volume Change: -8.17%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.86
            VWAP: 697.99
            Volume: 132555.0
            MA5: 690.41
            MA20: 694.09
            Volume MA5: 181744.00
            Price Change: 0.01%
            Volume Change: -26.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.50
            VWAP: 697.88
            Volume: 168352.0
            MA5: 689.97
            MA20: 693.72
            Volume MA5: 176430.20
            Price Change: -0.34%
            Volume Change: 27.01%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.27
            VWAP: 697.80
            Volume: 126600.0
            MA5: 689.64
            MA20: 693.40
            Volume MA5: 160996.60
            Price Change: -0.03%
            Volume Change: -24.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 689.02
            VWAP: 697.72
            Volume: 133951.0
            MA5: 689.48
            MA20: 693.20
            Volume MA5: 148430.80
            Price Change: 0.11%
            Volume Change: 5.81%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.51
            VWAP: 697.61
            Volume: 179744.0
            MA5: 689.03
            MA20: 692.82
            Volume MA5: 148240.40
            Price Change: -0.07%
            Volume Change: 34.19%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.96
            VWAP: 697.51
            Volume: 169149.0
            MA5: 688.65
            MA20: 692.49
            Volume MA5: 155559.20
            Price Change: 0.07%
            Volume Change: -5.89%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 686.93
            VWAP: 697.38
            Volume: 190726.0
            MA5: 688.34
            MA20: 691.99
            Volume MA5: 160034.00
            Price Change: -0.29%
            Volume Change: 12.76%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 685.96
            VWAP: 697.20
            Volume: 245750.0
            MA5: 687.88
            MA20: 691.45
            Volume MA5: 183864.00
            Price Change: -0.14%
            Volume Change: 28.85%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 686.76
            VWAP: 697.05
            Volume: 227462.0
            MA5: 687.42
            MA20: 690.93
            Volume MA5: 202566.20
            Price Change: 0.12%
            Volume Change: -7.44%
            Previous 5min VWAP Movement: down (-0.02%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 686.76, "suggested_stop_loss": 688.5, "suggested_take_profit": 685.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with decreasing VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. Historical windows with similar patterns also resulted in a continued decrease in VWAP. The high volume suggests strong selling pressure, reinforcing the likelihood of further VWAP decline. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0136):
Time: 2025-01-31 13:45:00-05:00

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 692.89
            VWAP: 698.57
            Volume: 211333.0
            MA5: 694.59
            MA20: 696.18
            Volume MA5: 192017.80
            Price Change: -0.12%
            Volume Change: 1.95%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.12
            VWAP: 698.51
            Volume: 145076.0
            MA5: 694.08
            MA20: 695.89
            Volume MA5: 180852.40
            Price Change: 0.03%
            Volume Change: -31.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.66
            VWAP: 698.40
            Volume: 194921.0
            MA5: 692.90
            MA20: 695.53
            Volume MA5: 181180.40
            Price Change: -0.35%
            Volume Change: 34.36%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 689.96
            VWAP: 698.28
            Volume: 203768.0
            MA5: 692.07
            MA20: 695.09
            Volume MA5: 192478.40
            Price Change: -0.10%
            Volume Change: 4.54%
            Previous 5min VWAP Movement: down (-0.02%)

===
Similar context (score: 0.0345):
Time: 2025-01-31 13:40:00-05:00

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 692.89
            VWAP: 698.57
            Volume: 211333.0
            MA5: 694.59
            MA20: 696.18
            Volume MA5: 192017.80
            Price Change: -0.12%
            Volume Change: 1.95%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.12
            VWAP: 698.51
            Volume: 145076.0
            MA5: 694.08
            MA20: 695.89
            Volume MA5: 180852.40
            Price Change: 0.03%
            Volume Change: -31.35%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.66
            VWAP: 698.40
            Volume: 194921.0
            MA5: 692.90
            MA20: 695.53
            Volume MA5: 181180.40
            Price Change: -0.35%
            Volume Change: 34.36%
            Previous 5min VWAP Movement: down (-0.02%)

Next Interval VWAP Movement: down (-0.02%)
===
Similar context (score: 0.0345):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 694.60
            VWAP: 699.14
            Volume: 188263.0
            MA5: 696.40
            MA20: 698.74
            Volume MA5: 127902.40
            Price Change: -0.21%
            Volume Change: 45.38%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.04
            VWAP: 699.04
            Volume: 199026.0
            MA5: 695.39
            MA20: 698.30
            Volume MA5: 148263.60
            Price Change: -0.22%
            Volume Change: 5.72%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 696.05
            VWAP: 698.99
            Volume: 172927.0
            MA5: 695.18
            MA20: 697.98
            Volume MA5: 164307.00
            Price Change: 0.43%
            Volume Change: -13.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 695.66
            VWAP: 698.95
            Volume: 154842.0
            MA5: 695.08
            MA20: 697.70
            Volume MA5: 168911.80
            Price Change: -0.06%
            Volume Change: -10.46%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.78
            VWAP: 698.93
            Volume: 113823.0
            MA5: 695.23
            MA20: 697.50
            Volume MA5: 165776.20
            Price Change: 0.16%
            Volume Change: -26.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 696.77
            VWAP: 698.92
            Volume: 80782.0
            MA5: 695.66
            MA20: 697.33
            Volume MA5: 144280.00
            Price Change: -0.00%
            Volume Change: -29.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.30
            VWAP: 698.90
            Volume: 102993.0
            MA5: 696.51
            MA20: 697.26
            Volume MA5: 125073.40
            Price Change: 0.08%
            Volume Change: 27.49%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 697.53
            VWAP: 698.89
            Volume: 142486.0
            MA5: 696.81
            MA20: 697.15
            Volume MA5: 118985.20
            Price Change: 0.03%
            Volume Change: 38.35%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 695.65
            VWAP: 698.83
            Volume: 200903.0
            MA5: 696.81
            MA20: 696.96
            Volume MA5: 128197.40
            Price Change: -0.27%
            Volume Change: 41.00%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 696.55
            VWAP: 698.80
            Volume: 193281.0
            MA5: 696.76
            MA20: 696.89
            Volume MA5: 144089.00
            Price Change: 0.13%
            Volume Change: -3.79%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 694.14
            VWAP: 698.75
            Volume: 147278.0
            MA5: 696.23
            MA20: 696.67
            Volume MA5: 157388.20
            Price Change: -0.35%
            Volume Change: -23.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 693.72
            VWAP: 698.66
            Volume: 207294.0
            MA5: 695.52
            MA20: 696.48
            Volume MA5: 178248.40
            Price Change: -0.06%
            Volume Change: 40.75%
            Previous 5min VWAP Movement: down (-0.01%)

Next Interval VWAP Movement: down (-0.01%)

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

            Current Price: 689.79
            VWAP: 698.16
            Volume: 196780.0
            MA5: 691.28
            MA20: 694.68
            Volume MA5: 190375.60
            Price Change: -0.02%
            Volume Change: -3.43%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 690.76
            VWAP: 698.06
            Volume: 180696.0
            MA5: 690.86
            MA20: 694.36
            Volume MA5: 184248.20
            Price Change: 0.14%
            Volume Change: -8.17%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 690.86
            VWAP: 697.99
            Volume: 132555.0
            MA5: 690.41
            MA20: 694.09
            Volume MA5: 181744.00
            Price Change: 0.01%
            Volume Change: -26.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.50
            VWAP: 697.88
            Volume: 168352.0
            MA5: 689.97
            MA20: 693.72
            Volume MA5: 176430.20
            Price Change: -0.34%
            Volume Change: 27.01%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.27
            VWAP: 697.80
            Volume: 126600.0
            MA5: 689.64
            MA20: 693.40
            Volume MA5: 160996.60
            Price Change: -0.03%
            Volume Change: -24.80%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 689.02
            VWAP: 697.72
            Volume: 133951.0
            MA5: 689.48
            MA20: 693.20
            Volume MA5: 148430.80
            Price Change: 0.11%
            Volume Change: 5.81%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 688.51
            VWAP: 697.61
            Volume: 179744.0
            MA5: 689.03
            MA20: 692.82
            Volume MA5: 148240.40
            Price Change: -0.07%
            Volume Change: 34.19%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 688.96
            VWAP: 697.51
            Volume: 169149.0
            MA5: 688.65
            MA20: 692.49
            Volume MA5: 155559.20
            Price Change: 0.07%
            Volume Change: -5.89%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 686.93
            VWAP: 697.38
            Volume: 190726.0
            MA5: 688.34
            MA20: 691.99
            Volume MA5: 160034.00
            Price Change: -0.29%
            Volume Change: 12.76%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 685.96
            VWAP: 697.20
            Volume: 245750.0
            MA5: 687.88
            MA20: 691.45
            Volume MA5: 183864.00
            Price Change: -0.14%
            Volume Change: 28.85%
            Previous 5min VWAP Movement: down (-0.03%)

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

            Current Price: 686.76
            VWAP: 697.05
            Volume: 227462.0
            MA5: 687.42
            MA20: 690.93
            Volume MA5: 202566.20
            Price Change: 0.12%
            Volume Change: -7.44%
            Previous 5min VWAP Movement: down (-0.02%)

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

            Current Price: 687.51
            VWAP: 696.90
            Volume: 246769.0
            MA5: 687.22
            MA20: 690.42
            Volume MA5: 215971.20
            Price Change: 0.11%
            Volume Change: 8.49%
            Previous 5min VWAP Movement: down (-0.02%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.02, "volatility_estimate": 0.03, "suggested_entry": 687.51, "suggested_stop_loss": 689.0, "suggested_take_profit": 685.5, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with decreasing VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, supported by a series of decreasing VWAP movements in the historical context. The price is consistently below both the MA5 and MA20, indicating a bearish trend. Additionally, the high volume with a decreasing VWAP suggests strong selling pressure. These factors combined with the historical patterns of similar contexts suggest a high probability of continued VWAP decline. The suggested entry, stop-loss, and take-profit levels are set to capitalize on the expected downward 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: 0.0063):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 238.41
            VWAP: 238.85
            Volume: 294239.0
            MA5: 239.41
            MA20: 239.52
            Volume MA5: 315066.20
            Price Change: -0.51%
            Volume Change: -1.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.53
            VWAP: 238.83
            Volume: 186213.0
            MA5: 238.47
            MA20: 239.09
            Volume MA5: 218588.00
            Price Change: 0.07%
            Volume Change: 5.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.51
            VWAP: 238.82
            Volume: 152199.0
            MA5: 238.46
            MA20: 239.04
            Volume MA5: 206448.00
            Price Change: -0.01%
            Volume Change: -18.27%
            Previous 5min VWAP Movement: down (-0.00%)

===
Similar context (score: 0.0298):
Time: 2025-01-31 13:15:00-05:00

            Current Price: 239.41
            VWAP: 238.82
            Volume: 393525.0
            MA5: 239.67
            MA20: 239.55
            Volume MA5: 282221.00
            Price Change: -0.14%
            Volume Change: 101.70%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 239.83
            VWAP: 238.84
            Volume: 395156.0
            MA5: 239.76
            MA20: 239.58
            Volume MA5: 329386.00
            Price Change: 0.18%
            Volume Change: 0.41%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 239.63
            VWAP: 238.86
            Volume: 297308.0
            MA5: 239.73
            MA20: 239.59
            Volume MA5: 358250.40
            Price Change: -0.08%
            Volume Change: -24.76%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 238.41
            VWAP: 238.85
            Volume: 294239.0
            MA5: 239.41
            MA20: 239.52
            Volume MA5: 315066.20
            Price Change: -0.51%
            Volume Change: -1.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0301):
Time: 2025-01-31 13:20:00-05:00

            Current Price: 239.83
            VWAP: 238.84
            Volume: 395156.0
            MA5: 239.76
            MA20: 239.58
            Volume MA5: 329386.00
            Price Change: 0.18%
            Volume Change: 0.41%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 239.63
            VWAP: 238.86
            Volume: 297308.0
            MA5: 239.73
            MA20: 239.59
            Volume MA5: 358250.40
            Price Change: -0.08%
            Volume Change: -24.76%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 238.41
            VWAP: 238.85
            Volume: 294239.0
            MA5: 239.41
            MA20: 239.52
            Volume MA5: 315066.20
            Price Change: -0.51%
            Volume Change: -1.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)

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

            Current Price: 238.70
            VWAP: 238.82
            Volume: 132538.0
            MA5: 238.57
            MA20: 239.00
            Volume MA5: 166119.60
            Price Change: 0.08%
            Volume Change: -12.92%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.94
            VWAP: 238.82
            Volume: 174609.0
            MA5: 238.41
            MA20: 238.92
            Volume MA5: 164473.20
            Price Change: -0.32%
            Volume Change: 31.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.62
            VWAP: 238.80
            Volume: 311919.0
            MA5: 238.26
            MA20: 238.82
            Volume MA5: 191495.60
            Price Change: -0.13%
            Volume Change: 78.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.45
            VWAP: 238.78
            Volume: 300454.0
            MA5: 238.04
            MA20: 238.69
            Volume MA5: 214343.80
            Price Change: -0.07%
            Volume Change: -3.68%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.95
            VWAP: 238.77
            Volume: 194348.0
            MA5: 237.93
            MA20: 238.60
            Volume MA5: 222773.60
            Price Change: 0.21%
            Volume Change: -35.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.18
            VWAP: 238.77
            Volume: 272447.0
            MA5: 237.83
            MA20: 238.54
            Volume MA5: 250755.40
            Price Change: 0.10%
            Volume Change: 40.19%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.20
            VWAP: 238.75
            Volume: 244577.0
            MA5: 237.68
            MA20: 238.41
            Volume MA5: 264749.00
            Price Change: -0.41%
            Volume Change: -10.23%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.55
            VWAP: 238.73
            Volume: 262313.0
            MA5: 237.67
            MA20: 238.30
            Volume MA5: 254827.80
            Price Change: 0.15%
            Volume Change: 7.25%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.46
            VWAP: 238.72
            Volume: 205971.0
            MA5: 237.67
            MA20: 238.25
            Volume MA5: 235931.20
            Price Change: -0.04%
            Volume Change: -21.48%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.52
            VWAP: 238.71
            Volume: 220455.0
            MA5: 237.58
            MA20: 238.17
            Volume MA5: 241152.60
            Price Change: 0.03%
            Volume Change: 7.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.22
            VWAP: 238.69
            Volume: 270784.0
            MA5: 237.39
            MA20: 238.08
            Volume MA5: 240820.00
            Price Change: -0.13%
            Volume Change: 22.83%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.20
            VWAP: 238.68
            Volume: 258368.0
            MA5: 237.39
            MA20: 238.00
            Volume MA5: 243578.20
            Price Change: -0.01%
            Volume Change: -4.59%
            Previous 5min VWAP Movement: down (-0.01%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 237.2, "suggested_stop_loss": 237.8, "suggested_take_profit": 236.8, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "Increasing volume with decreasing price", "Historical pattern of similar VWAP movements"], "reasoning": "The current market window shows a consistent downward trend in both price and VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume has been increasing while the price decreases, suggesting strong selling pressure. Historical context windows with similar patterns also resulted in a downward VWAP movement. Given these factors, a further decline in VWAP is expected with moderate confidence. The suggested trade levels are set to capitalize on this expected movement while managing risk."}


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

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

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

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

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

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.53
            VWAP: 238.83
            Volume: 186213.0
            MA5: 238.47
            MA20: 239.09
            Volume MA5: 218588.00
            Price Change: 0.07%
            Volume Change: 5.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.51
            VWAP: 238.82
            Volume: 152199.0
            MA5: 238.46
            MA20: 239.04
            Volume MA5: 206448.00
            Price Change: -0.01%
            Volume Change: -18.27%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.70
            VWAP: 238.82
            Volume: 132538.0
            MA5: 238.57
            MA20: 239.00
            Volume MA5: 166119.60
            Price Change: 0.08%
            Volume Change: -12.92%
            Previous 5min VWAP Movement: down (-0.00%)

===
Similar context (score: 0.0300):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 238.41
            VWAP: 238.85
            Volume: 294239.0
            MA5: 239.41
            MA20: 239.52
            Volume MA5: 315066.20
            Price Change: -0.51%
            Volume Change: -1.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.37
            VWAP: 238.83
            Volume: 176807.0
            MA5: 238.49
            MA20: 239.14
            Volume MA5: 219795.60
            Price Change: -0.15%
            Volume Change: -3.30%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.53
            VWAP: 238.83
            Volume: 186213.0
            MA5: 238.47
            MA20: 239.09
            Volume MA5: 218588.00
            Price Change: 0.07%
            Volume Change: 5.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.51
            VWAP: 238.82
            Volume: 152199.0
            MA5: 238.46
            MA20: 239.04
            Volume MA5: 206448.00
            Price Change: -0.01%
            Volume Change: -18.27%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)
===
Similar context (score: 0.0311):
Time: 2025-01-31 13:15:00-05:00

            Current Price: 239.41
            VWAP: 238.82
            Volume: 393525.0
            MA5: 239.67
            MA20: 239.55
            Volume MA5: 282221.00
            Price Change: -0.14%
            Volume Change: 101.70%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 239.83
            VWAP: 238.84
            Volume: 395156.0
            MA5: 239.76
            MA20: 239.58
            Volume MA5: 329386.00
            Price Change: 0.18%
            Volume Change: 0.41%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 239.63
            VWAP: 238.86
            Volume: 297308.0
            MA5: 239.73
            MA20: 239.59
            Volume MA5: 358250.40
            Price Change: -0.08%
            Volume Change: -24.76%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 238.41
            VWAP: 238.85
            Volume: 294239.0
            MA5: 239.41
            MA20: 239.52
            Volume MA5: 315066.20
            Price Change: -0.51%
            Volume Change: -1.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 239.20
            VWAP: 238.85
            Volume: 324052.0
            MA5: 239.29
            MA20: 239.50
            Volume MA5: 340856.00
            Price Change: 0.33%
            Volume Change: 10.13%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.93
            VWAP: 238.86
            Volume: 226751.0
            MA5: 239.20
            MA20: 239.49
            Volume MA5: 307501.20
            Price Change: -0.11%
            Volume Change: -30.03%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.87
            VWAP: 238.86
            Volume: 146698.0
            MA5: 239.01
            MA20: 239.48
            Volume MA5: 257809.60
            Price Change: -0.03%
            Volume Change: -35.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 238.52
            VWAP: 238.85
            Volume: 255148.0
            MA5: 238.79
            MA20: 239.43
            Volume MA5: 249377.60
            Price Change: -0.14%
            Volume Change: 73.93%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.67
            VWAP: 238.85
            Volume: 192251.0
            MA5: 238.84
            MA20: 239.38
            Volume MA5: 228980.00
            Price Change: 0.06%
            Volume Change: -24.65%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.56
            VWAP: 238.85
            Volume: 212899.0
            MA5: 238.71
            MA20: 239.33
            Volume MA5: 206749.40
            Price Change: -0.05%
            Volume Change: 10.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.15
            VWAP: 238.83
            Volume: 334180.0
            MA5: 238.56
            MA20: 239.24
            Volume MA5: 228235.20
            Price Change: -0.17%
            Volume Change: 56.97%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.72
            VWAP: 238.83
            Volume: 182841.0
            MA5: 238.53
            MA20: 239.20
            Volume MA5: 235463.80
            Price Change: 0.24%
            Volume Change: -45.29%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: down (-0.00%)

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

            Current Price: 237.94
            VWAP: 238.82
            Volume: 174609.0
            MA5: 238.41
            MA20: 238.92
            Volume MA5: 164473.20
            Price Change: -0.32%
            Volume Change: 31.74%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.62
            VWAP: 238.80
            Volume: 311919.0
            MA5: 238.26
            MA20: 238.82
            Volume MA5: 191495.60
            Price Change: -0.13%
            Volume Change: 78.64%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.45
            VWAP: 238.78
            Volume: 300454.0
            MA5: 238.04
            MA20: 238.69
            Volume MA5: 214343.80
            Price Change: -0.07%
            Volume Change: -3.68%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.95
            VWAP: 238.77
            Volume: 194348.0
            MA5: 237.93
            MA20: 238.60
            Volume MA5: 222773.60
            Price Change: 0.21%
            Volume Change: -35.32%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 238.18
            VWAP: 238.77
            Volume: 272447.0
            MA5: 237.83
            MA20: 238.54
            Volume MA5: 250755.40
            Price Change: 0.10%
            Volume Change: 40.19%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.20
            VWAP: 238.75
            Volume: 244577.0
            MA5: 237.68
            MA20: 238.41
            Volume MA5: 264749.00
            Price Change: -0.41%
            Volume Change: -10.23%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.55
            VWAP: 238.73
            Volume: 262313.0
            MA5: 237.67
            MA20: 238.30
            Volume MA5: 254827.80
            Price Change: 0.15%
            Volume Change: 7.25%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.46
            VWAP: 238.72
            Volume: 205971.0
            MA5: 237.67
            MA20: 238.25
            Volume MA5: 235931.20
            Price Change: -0.04%
            Volume Change: -21.48%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.52
            VWAP: 238.71
            Volume: 220455.0
            MA5: 237.58
            MA20: 238.17
            Volume MA5: 241152.60
            Price Change: 0.03%
            Volume Change: 7.03%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 237.22
            VWAP: 238.69
            Volume: 270784.0
            MA5: 237.39
            MA20: 238.08
            Volume MA5: 240820.00
            Price Change: -0.13%
            Volume Change: 22.83%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.20
            VWAP: 238.68
            Volume: 258368.0
            MA5: 237.39
            MA20: 238.00
            Volume MA5: 243578.20
            Price Change: -0.01%
            Volume Change: -4.59%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.54
            VWAP: 238.66
            Volume: 332358.0
            MA5: 237.39
            MA20: 237.95
            Volume MA5: 257587.20
            Price Change: 0.14%
            Volume Change: 28.64%
            Previous 5min VWAP Movement: down (-0.01%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 237.54, "suggested_stop_loss": 237.8, "suggested_take_profit": 237.2, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume spikes with price drops", "Negative price change trend"], "reasoning": "The current market window shows a consistent downward trend in VWAP with no significant upward corrections, similar to historical patterns where VWAP continued to decline. The price is consistently below both MA5 and MA20, indicating a bearish trend. Volume spikes have been associated with price drops, suggesting selling pressure. Given these signals, a further slight decline in VWAP is expected, with a high confidence score due to the strong alignment with historical patterns."}