[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: 0.0083):
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%)

===
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%)

===
Similar context (score: 0.0299):
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: 0.0301):
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%)

Next Interval VWAP Movement: down (-0.00%)

Current market state:
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%)

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

            Current Price: 237.38
            VWAP: 238.65
            Volume: 289047.0
            MA5: 237.37
            MA20: 237.89
            Volume MA5: 274202.40
            Price Change: -0.07%
            Volume Change: -13.03%
            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": 237.38, "suggested_stop_loss": 237.7, "suggested_take_profit": 237.1, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with negative price change"], "reasoning": "The current market window shows a consistent downward trend in VWAP with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, suggesting strong selling pressure. Historical similar contexts also showed a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP with moderate confidence. 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: 0.0074):
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%)

===
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%)

===
Similar context (score: 0.0306):
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: 0.0309):
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%)

Next Interval VWAP Movement: down (-0.00%)

Current market state:
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%)

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

            Current Price: 237.38
            VWAP: 238.65
            Volume: 289047.0
            MA5: 237.37
            MA20: 237.89
            Volume MA5: 274202.40
            Price Change: -0.07%
            Volume Change: -13.03%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 237.56
            VWAP: 238.63
            Volume: 322922.0
            MA5: 237.38
            MA20: 237.84
            Volume MA5: 294695.80
            Price Change: 0.08%
            Volume Change: 11.72%
            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": 237.56, "suggested_stop_loss": 237.8, "suggested_take_profit": 237.3, "key_signals": ["Consistent downward VWAP movement", "Price below MA5 and MA20", "High volume with negative price change", "Historical context showing similar patterns leading to VWAP decrease"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below both MA5 and MA20, indicating bearish momentum. The volume is relatively high, yet the price change remains negative, suggesting selling pressure. Historical context windows with similar patterns have also resulted in a downward VWAP movement. Given these factors, a further slight decrease in VWAP is expected. 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: 0.0086):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.97
            VWAP: 204.50
            Volume: 219005.0
            MA5: 205.10
            MA20: 204.95
            Volume MA5: 248356.40
            Price Change: -0.08%
            Volume Change: 12.68%
            Previous 5min VWAP Movement: up (0.00%)

===
Similar context (score: 0.0297):
Time: 2025-01-31 13:20:00-05:00

            Current Price: 205.23
            VWAP: 204.39
            Volume: 589179.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 266401.80
            Price Change: 0.28%
            Volume Change: 118.04%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0310):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

Next Interval VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.51
            Volume: 266431.0
            MA5: 205.13
            MA20: 204.97
            Volume MA5: 226461.80
            Price Change: 0.08%
            Volume Change: 21.66%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.61
            VWAP: 204.51
            Volume: 260109.0
            MA5: 204.99
            MA20: 204.97
            Volume MA5: 231002.40
            Price Change: -0.25%
            Volume Change: -2.37%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.30
            VWAP: 204.51
            Volume: 284775.0
            MA5: 204.83
            MA20: 204.94
            Volume MA5: 244937.60
            Price Change: -0.15%
            Volume Change: 9.48%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.22
            VWAP: 204.50
            Volume: 444270.0
            MA5: 204.65
            MA20: 204.90
            Volume MA5: 294918.00
            Price Change: -0.04%
            Volume Change: 56.01%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.28
            VWAP: 204.50
            Volume: 156725.0
            MA5: 204.51
            MA20: 204.87
            Volume MA5: 282462.00
            Price Change: 0.03%
            Volume Change: -64.72%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.29
            VWAP: 204.50
            Volume: 198333.0
            MA5: 204.34
            MA20: 204.85
            Volume MA5: 268842.40
            Price Change: 0.01%
            Volume Change: 26.55%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.53
            VWAP: 204.48
            Volume: 318524.0
            MA5: 204.13
            MA20: 204.76
            Volume MA5: 280525.40
            Price Change: -0.37%
            Volume Change: 60.60%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.53
            VWAP: 204.47
            Volume: 241736.0
            MA5: 203.97
            MA20: 204.69
            Volume MA5: 271917.60
            Price Change: 0.00%
            Volume Change: -24.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.56
            VWAP: 204.46
            Volume: 221707.0
            MA5: 203.84
            MA20: 204.66
            Volume MA5: 227405.00
            Price Change: 0.01%
            Volume Change: -8.29%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.73
            VWAP: 204.45
            Volume: 275884.0
            MA5: 203.73
            MA20: 204.60
            Volume MA5: 251236.80
            Price Change: 0.08%
            Volume Change: 24.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.84
            VWAP: 204.44
            Volume: 239855.0
            MA5: 203.64
            MA20: 204.55
            Volume MA5: 259541.20
            Price Change: 0.05%
            Volume Change: -13.06%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.57
            VWAP: 204.43
            Volume: 244267.0
            MA5: 203.65
            MA20: 204.48
            Volume MA5: 244689.80
            Price Change: -0.13%
            Volume Change: 1.84%
            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": 203.57, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.3, "key_signals": ["Consistent downward VWAP movement in the current window", "Decreasing MA5 and MA20", "Volume spikes followed by declines", "Price consistently below VWAP"], "reasoning": "The current market window shows a consistent downward trend in VWAP, with the price consistently below the VWAP and moving averages (MA5 and MA20) trending downwards. Historical windows with similar patterns also showed a continuation of the downward VWAP movement. The volume spikes followed by declines suggest potential short-term volatility, but the overall trend remains bearish. Therefore, a short position is recommended with a high confidence score, targeting a modest VWAP decline."}


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

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

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

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

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

[User]
Historical context:
Similar context (score: 0.0091):
Time: 2025-01-31 13:35:00-05:00

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.97
            VWAP: 204.50
            Volume: 219005.0
            MA5: 205.10
            MA20: 204.95
            Volume MA5: 248356.40
            Price Change: -0.08%
            Volume Change: 12.68%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.51
            Volume: 266431.0
            MA5: 205.13
            MA20: 204.97
            Volume MA5: 226461.80
            Price Change: 0.08%
            Volume Change: 21.66%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0306):
Time: 2025-01-31 12:35:00-05:00

            Current Price: 204.35
            VWAP: 204.31
            Volume: 74407.0
            MA5: 204.41
            MA20: 204.63
            Volume MA5: 133458.80
            Price Change: 0.02%
            Volume Change: -53.99%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:40:00-05:00

            Current Price: 204.61
            VWAP: 204.31
            Volume: 133545.0
            MA5: 204.46
            MA20: 204.61
            Volume MA5: 121180.00
            Price Change: 0.13%
            Volume Change: 79.48%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:45:00-05:00

            Current Price: 204.72
            VWAP: 204.32
            Volume: 205068.0
            MA5: 204.50
            MA20: 204.60
            Volume MA5: 139175.20
            Price Change: 0.05%
            Volume Change: 53.56%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:50:00-05:00

            Current Price: 204.81
            VWAP: 204.32
            Volume: 174667.0
            MA5: 204.56
            MA20: 204.60
            Volume MA5: 149881.60
            Price Change: 0.04%
            Volume Change: -14.82%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 12:55:00-05:00

            Current Price: 204.71
            VWAP: 204.33
            Volume: 162081.0
            MA5: 204.64
            MA20: 204.61
            Volume MA5: 149953.60
            Price Change: -0.05%
            Volume Change: -7.21%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.86
            VWAP: 204.33
            Volume: 111352.0
            MA5: 204.74
            MA20: 204.63
            Volume MA5: 157342.60
            Price Change: 0.07%
            Volume Change: -31.30%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.95
            VWAP: 204.34
            Volume: 194453.0
            MA5: 204.81
            MA20: 204.65
            Volume MA5: 169524.20
            Price Change: 0.04%
            Volume Change: 74.63%
            Previous 5min VWAP Movement: up (0.00%)

===
Time: 2025-01-31 13:10:00-05:00

            Current Price: 204.99
            VWAP: 204.35
            Volume: 166805.0
            MA5: 204.86
            MA20: 204.66
            Volume MA5: 161871.60
            Price Change: 0.02%
            Volume Change: -14.22%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.66
            VWAP: 204.36
            Volume: 270220.0
            MA5: 204.83
            MA20: 204.64
            Volume MA5: 180982.20
            Price Change: -0.16%
            Volume Change: 62.00%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.23
            VWAP: 204.39
            Volume: 589179.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 266401.80
            Price Change: 0.28%
            Volume Change: 118.04%
            Previous 5min VWAP Movement: up (0.02%)

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

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

Next Interval VWAP Movement: up (0.00%)

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

            Current Price: 204.61
            VWAP: 204.51
            Volume: 260109.0
            MA5: 204.99
            MA20: 204.97
            Volume MA5: 231002.40
            Price Change: -0.25%
            Volume Change: -2.37%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.30
            VWAP: 204.51
            Volume: 284775.0
            MA5: 204.83
            MA20: 204.94
            Volume MA5: 244937.60
            Price Change: -0.15%
            Volume Change: 9.48%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.22
            VWAP: 204.50
            Volume: 444270.0
            MA5: 204.65
            MA20: 204.90
            Volume MA5: 294918.00
            Price Change: -0.04%
            Volume Change: 56.01%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.28
            VWAP: 204.50
            Volume: 156725.0
            MA5: 204.51
            MA20: 204.87
            Volume MA5: 282462.00
            Price Change: 0.03%
            Volume Change: -64.72%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.29
            VWAP: 204.50
            Volume: 198333.0
            MA5: 204.34
            MA20: 204.85
            Volume MA5: 268842.40
            Price Change: 0.01%
            Volume Change: 26.55%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.53
            VWAP: 204.48
            Volume: 318524.0
            MA5: 204.13
            MA20: 204.76
            Volume MA5: 280525.40
            Price Change: -0.37%
            Volume Change: 60.60%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.53
            VWAP: 204.47
            Volume: 241736.0
            MA5: 203.97
            MA20: 204.69
            Volume MA5: 271917.60
            Price Change: 0.00%
            Volume Change: -24.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.56
            VWAP: 204.46
            Volume: 221707.0
            MA5: 203.84
            MA20: 204.66
            Volume MA5: 227405.00
            Price Change: 0.01%
            Volume Change: -8.29%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.73
            VWAP: 204.45
            Volume: 275884.0
            MA5: 203.73
            MA20: 204.60
            Volume MA5: 251236.80
            Price Change: 0.08%
            Volume Change: 24.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.84
            VWAP: 204.44
            Volume: 239855.0
            MA5: 203.64
            MA20: 204.55
            Volume MA5: 259541.20
            Price Change: 0.05%
            Volume Change: -13.06%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.57
            VWAP: 204.43
            Volume: 244267.0
            MA5: 203.65
            MA20: 204.48
            Volume MA5: 244689.80
            Price Change: -0.13%
            Volume Change: 1.84%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.71
            VWAP: 204.42
            Volume: 247524.0
            MA5: 203.68
            MA20: 204.41
            Volume MA5: 245847.40
            Price Change: 0.07%
            Volume Change: 1.33%
            Previous 5min VWAP Movement: down (-0.00%)

[Assistant] {"vwap_direction_next_5min": "down", "confidence_score": 0.85, "expected_vwap_change": -0.01, "volatility_estimate": 0.02, "suggested_entry": 203.71, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.5, "key_signals": ["Consistent downward VWAP movement in recent intervals", "Price consistently below MA5 and MA20", "Volume spikes without corresponding price increase"], "reasoning": "The current market window shows a consistent downward trend in VWAP over the past several intervals, with prices consistently below both the MA5 and MA20, indicating a bearish sentiment. The volume has been relatively high, yet prices have not increased, suggesting selling pressure. Historical similar contexts also showed a continuation of the downward VWAP movement. Therefore, the prediction is for a continued slight decrease in VWAP 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: 0.0104):
Time: 2025-01-31 13:40:00-05:00

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.97
            VWAP: 204.50
            Volume: 219005.0
            MA5: 205.10
            MA20: 204.95
            Volume MA5: 248356.40
            Price Change: -0.08%
            Volume Change: 12.68%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.51
            Volume: 266431.0
            MA5: 205.13
            MA20: 204.97
            Volume MA5: 226461.80
            Price Change: 0.08%
            Volume Change: 21.66%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.61
            VWAP: 204.51
            Volume: 260109.0
            MA5: 204.99
            MA20: 204.97
            Volume MA5: 231002.40
            Price Change: -0.25%
            Volume Change: -2.37%
            Previous 5min VWAP Movement: up (0.00%)

===
Similar context (score: 0.0297):
Time: 2025-01-31 13:30:00-05:00

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.97
            VWAP: 204.50
            Volume: 219005.0
            MA5: 205.10
            MA20: 204.95
            Volume MA5: 248356.40
            Price Change: -0.08%
            Volume Change: 12.68%
            Previous 5min VWAP Movement: up (0.00%)

Next Interval VWAP Movement: up (0.00%)
===
Similar context (score: 0.0300):
Time: 2025-01-31 13:25:00-05:00

            Current Price: 204.89
            VWAP: 204.40
            Volume: 264775.0
            MA5: 204.94
            MA20: 204.67
            Volume MA5: 297086.40
            Price Change: -0.16%
            Volume Change: -55.06%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.34
            VWAP: 204.40
            Volume: 303979.0
            MA5: 204.82
            MA20: 204.65
            Volume MA5: 318991.60
            Price Change: -0.27%
            Volume Change: 14.81%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.82
            VWAP: 204.41
            Volume: 285471.0
            MA5: 204.79
            MA20: 204.66
            Volume MA5: 342724.80
            Price Change: 0.24%
            Volume Change: -6.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 204.78
            VWAP: 204.41
            Volume: 181945.0
            MA5: 204.81
            MA20: 204.67
            Volume MA5: 325069.80
            Price Change: -0.02%
            Volume Change: -36.26%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.13
            VWAP: 204.42
            Volume: 160096.0
            MA5: 204.79
            MA20: 204.71
            Volume MA5: 239253.20
            Price Change: 0.17%
            Volume Change: -12.01%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.03
            VWAP: 204.43
            Volume: 280647.0
            MA5: 204.82
            MA20: 204.73
            Volume MA5: 242427.60
            Price Change: -0.05%
            Volume Change: 75.30%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.08
            VWAP: 204.44
            Volume: 207422.0
            MA5: 204.97
            MA20: 204.76
            Volume MA5: 223116.20
            Price Change: 0.02%
            Volume Change: -26.09%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.31
            VWAP: 204.46
            Volume: 276454.0
            MA5: 205.07
            MA20: 204.81
            Volume MA5: 221312.80
            Price Change: 0.11%
            Volume Change: 33.28%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 204.98
            VWAP: 204.47
            Volume: 375904.0
            MA5: 205.11
            MA20: 204.83
            Volume MA5: 260104.60
            Price Change: -0.16%
            Volume Change: 35.97%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.30
            VWAP: 204.48
            Volume: 237406.0
            MA5: 205.14
            MA20: 204.88
            Volume MA5: 275566.60
            Price Change: 0.16%
            Volume Change: -36.84%
            Previous 5min VWAP Movement: up (0.01%)

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

            Current Price: 205.12
            VWAP: 204.49
            Volume: 215099.0
            MA5: 205.16
            MA20: 204.92
            Volume MA5: 262457.00
            Price Change: -0.09%
            Volume Change: -9.40%
            Previous 5min VWAP Movement: up (0.00%)

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

            Current Price: 205.12
            VWAP: 204.50
            Volume: 194368.0
            MA5: 205.17
            MA20: 204.94
            Volume MA5: 259846.20
            Price Change: 0.00%
            Volume Change: -9.64%
            Previous 5min VWAP Movement: up (0.00%)

Next Interval VWAP Movement: up (0.00%)

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

            Current Price: 204.30
            VWAP: 204.51
            Volume: 284775.0
            MA5: 204.83
            MA20: 204.94
            Volume MA5: 244937.60
            Price Change: -0.15%
            Volume Change: 9.48%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.22
            VWAP: 204.50
            Volume: 444270.0
            MA5: 204.65
            MA20: 204.90
            Volume MA5: 294918.00
            Price Change: -0.04%
            Volume Change: 56.01%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.28
            VWAP: 204.50
            Volume: 156725.0
            MA5: 204.51
            MA20: 204.87
            Volume MA5: 282462.00
            Price Change: 0.03%
            Volume Change: -64.72%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 204.29
            VWAP: 204.50
            Volume: 198333.0
            MA5: 204.34
            MA20: 204.85
            Volume MA5: 268842.40
            Price Change: 0.01%
            Volume Change: 26.55%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.53
            VWAP: 204.48
            Volume: 318524.0
            MA5: 204.13
            MA20: 204.76
            Volume MA5: 280525.40
            Price Change: -0.37%
            Volume Change: 60.60%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.53
            VWAP: 204.47
            Volume: 241736.0
            MA5: 203.97
            MA20: 204.69
            Volume MA5: 271917.60
            Price Change: 0.00%
            Volume Change: -24.11%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.56
            VWAP: 204.46
            Volume: 221707.0
            MA5: 203.84
            MA20: 204.66
            Volume MA5: 227405.00
            Price Change: 0.01%
            Volume Change: -8.29%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.73
            VWAP: 204.45
            Volume: 275884.0
            MA5: 203.73
            MA20: 204.60
            Volume MA5: 251236.80
            Price Change: 0.08%
            Volume Change: 24.44%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.84
            VWAP: 204.44
            Volume: 239855.0
            MA5: 203.64
            MA20: 204.55
            Volume MA5: 259541.20
            Price Change: 0.05%
            Volume Change: -13.06%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.57
            VWAP: 204.43
            Volume: 244267.0
            MA5: 203.65
            MA20: 204.48
            Volume MA5: 244689.80
            Price Change: -0.13%
            Volume Change: 1.84%
            Previous 5min VWAP Movement: down (-0.01%)

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

            Current Price: 203.71
            VWAP: 204.42
            Volume: 247524.0
            MA5: 203.68
            MA20: 204.41
            Volume MA5: 245847.40
            Price Change: 0.07%
            Volume Change: 1.33%
            Previous 5min VWAP Movement: down (-0.00%)

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

            Current Price: 203.51
            VWAP: 204.41
            Volume: 283365.0
            MA5: 203.67
            MA20: 204.33
            Volume MA5: 258179.00
            Price Change: -0.10%
            Volume Change: 14.48%
            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": 203.5, "suggested_stop_loss": 204.0, "suggested_take_profit": 203.0, "key_signals": ["Consistent downward VWAP movement in current window", "Price consistently below MA5 and MA20", "Volume spikes without significant price recovery"], "reasoning": "The current market window shows a consistent downward trend in VWAP with no significant recovery in price despite volume spikes. Historical patterns with similar VWAP and price movements suggest a continuation of the downward trend. The confidence score is high due to the alignment of multiple indicators pointing towards a bearish movement. The suggested trade levels are set to capitalize on the expected downward movement while managing risk with a stop-loss above recent price highs."}