{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-08-26",
 "window": {
  "start": "2026-08-26T00:00:00Z",
  "end": "2026-08-27T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.329Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4657.84,
  "high": 4673.5,
  "low": 4586.44,
  "close": 4626.26,
  "prevClose": 4657.86,
  "prevDate": "2026-08-25",
  "gapPct": 0,
  "change1dPct": -0.678,
  "change3dPct": 0.227,
  "change5dPct": 2.487,
  "change30dPct": 13.473,
  "amplitudePct": 1.869,
  "volumeXau": 412513.99,
  "quoteVolumeUsdt": 1907193247,
  "volume5dChangePct": 6.57,
  "realizedVolDailyPct": 1.592,
  "realizedVolSamples": 30,
  "logRet1d": -0.006807348898672024,
  "logRet3d": 0.00227006501921143,
  "logRet5d": 0.024565087898500558,
  "high30d": 4700.63,
  "low30d": 4003.11,
  "tradingDays30d": 22,
  "indexClose": 4623.84,
  "basisPct": 0.052,
  "emaTrend": {
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   "ema20": 4420.87,
   "gapPct": 2.4359,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 15,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4657.84,
   "high": 4673.5,
   "low": 4633.59,
   "close": 4643.33,
   "changePct": -0.312,
   "rangePct": 0.857,
   "volumeXau": 86840.97,
   "volumeSharePct": 21.1
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4643.35,
   "high": 4645.59,
   "low": 4617.68,
   "close": 4628.71,
   "changePct": -0.315,
   "rangePct": 0.601,
   "volumeXau": 72800.37,
   "volumeSharePct": 17.6
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4628.7,
   "high": 4636.99,
   "low": 4586.44,
   "close": 4601.33,
   "changePct": -0.591,
   "rangePct": 1.092,
   "volumeXau": 198560.65,
   "volumeSharePct": 48.1
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4601.33,
   "high": 4627.32,
   "low": 4588.66,
   "close": 4626.26,
   "changePct": 0.542,
   "rangePct": 0.84,
   "volumeXau": 54312,
   "volumeSharePct": 13.2
  }
 ],
 "derivatives": {
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-08-26T04:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-08-26T08:00:00Z",
     "rate": 0.00001699
    },
    {
     "at": "2026-08-26T12:00:00Z",
     "rate": 0.00002915
    },
    {
     "at": "2026-08-26T16:00:00Z",
     "rate": 0.00004458
    },
    {
     "at": "2026-08-26T20:00:00Z",
     "rate": 0.00006241
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    {
     "at": "2026-08-27T00:00:00Z",
     "rate": 0.00003138
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   ],
   "avg": 0.00003075,
   "last": 0.00003138,
   "dayTotal": 0.00018451,
   "prev7dAvg": 0.00000185,
   "prev7dCount": 42,
   "annualizedPct": 6.73
  },
  "taker": {
   "ratio": 1.0474,
   "buyVol": 210972.76,
   "sellVol": 201427.25,
   "hourlyMax": 1.8107,
   "hourlyMin": 0.7223,
   "last": 0.946,
   "hoursBuyDominant": 15,
   "hours": 24
  },
  "openInterest": {
   "start": 82069.335,
   "end": 79375.143,
   "startUsd": 382290751,
   "endUsd": 367207188,
   "change": -2694.192,
   "changePct": -3.283,
   "high": 82069.335,
   "low": 78268.771,
   "startAt": "2026-08-26T00:00:00Z",
   "endAt": "2026-08-27T00:00:00Z",
   "partial": false
  },
  "topPositionLongShort": {
   "start": 1.374,
   "end": 1.5991,
   "changePct": 16.38,
   "longPctEnd": 61.53,
   "avg": 1.4418,
   "startAt": "2026-08-26T00:00:00Z",
   "endAt": "2026-08-27T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 0.919,
   "end": 1.1263,
   "changePct": 22.56,
   "longPctEnd": 52.97,
   "avg": 1.0131,
   "startAt": "2026-08-26T00:00:00Z",
   "endAt": "2026-08-27T00:00:00Z",
   "partial": false
  },
  "retailLongShort": {
   "start": 0.9739,
   "end": 1.2447,
   "changePct": 27.81,
   "longPctEnd": 55.45,
   "avg": 1.1065,
   "startAt": "2026-08-26T00:00:00Z",
   "endAt": "2026-08-27T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-08-26",
   "prevDate": "2026-08-25",
   "close": 4.664,
   "prev": 4.639,
   "changeBp": 2.5,
   "sigmaBp": 4.21,
   "samples": 29,
   "change5dBp": 1.1
  },
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-08-26",
   "prevDate": "2026-08-25",
   "close": 99.17,
   "prev": 98.92,
   "changePct": 0.253,
   "logRet": 0.002524106591481653,
   "sigmaPct": 0.29,
   "samples": 29,
   "change5dPct": 0.344
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 },
 "positioning": {
  "cot": {
   "reportDate": "2026-08-18",
   "releasedOn": "2026-08-21",
   "managedMoneyLong": 154595,
   "managedMoneyShort": 12947,
   "managedMoneyNet": 141648,
   "managedMoneyNetChange": 3986,
   "openInterest": 406260,
   "netPctOfOi": 34.9,
   "ageDays": 8
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": 0.16,
  "label": "neutral_lean_bull",
  "labelZh": "中性偏多",
  "confidence": 0.48,
  "components": {
   "weightedZ": 0.0969,
   "agreement": 0.34,
   "strength": 0.107,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.678,
    "z": -0.428,
    "contribution": -0.151
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.227,
    "z": 0.082,
    "contribution": 0.01
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 2.487,
    "z": 0.69,
    "contribution": 0.088
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 2.4359,
    "z": 1.53,
    "contribution": 0.245
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.253,
    "z": -0.87,
    "contribution": -0.167
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 2.5,
    "z": -0.594,
    "contribution": -0.076
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -3.283,
    "z": 0.328,
    "contribution": 0.042
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0474,
    "z": 0.948,
    "contribution": 0.121
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.0000289,
    "z": 0.722,
    "contribution": 0.046
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00003075,
    "z": 0.193,
    "contribution": 0.012
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 27.81,
    "z": -1.39,
    "contribution": -0.089
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 22.56,
    "z": 1.128,
    "contribution": 0.072
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-08-26",
   "trendScore": 0.16,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.48
  },
  "yesterday": null,
  "delta": null
 },
 "dataSummary": "系统研判「中性偏多」，趋势分 +0.16（置信度 48%）。黄金（XAUUSDT 永续）收于 $4,626.26，日涨跌 -0.68%，日内振幅 1.87%；3 日 +0.23%，5 日 +2.49%。日线 EMA10/EMA20 处于金叉状态（间距 +2.44%，2026-08-05 金叉，距今 15 个交易日）。宏观方面，美元指数 99.17（+0.25%），美债 10 年期收益率 4.664%（+2.5bp）。合约方面，永续持仓量 -3.28%，资金费率日均 +0.0031%（前 7 日 +0.0002%），主动买卖比 1.047。主要偏多因子：日线 EMA 趋势、主动买卖比；主要偏空因子：美元指数变化、当日涨跌。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,626.26，UTC 2026-08-26 00:00 开盘 $4,657.84，较前一交易日（2026-08-25）收盘 $4,657.86 -0.68%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,673.50 / 低 $4,586.44，振幅 1.87%；30 日区间 $4,003.11 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +0.23%，5 日 +2.49%，30 日 +13.47%；30 个交易日日波动率 1.59%",
     "highlight": "green"
    },
    {
     "text": "日线 EMA10 $4,533.56 / EMA20 $4,420.87，间距 +2.44%（占收盘价），金叉状态（EMA10 在 EMA20 上方）；最近一次交叉：2026-08-05 金叉，距今 15 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 98.92 → 99.17（+0.25%），5 日 +0.34%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.639% → 4.664%（+2.5bp），5 日 +1.1bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 41.3 万盎司（约 19.07 亿 USDT），近 5 个交易日成交量较前 5 日 +6.57%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 8.2 万 → 7.9 万盎司（-3.28%），名义价值约 3.67 亿美元",
     "highlight": "green"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0031%，前 7 日均值 +0.0002%，年化约 +6.7%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 1.047（买 21.1 万 / 卖 20.1 万盎司），15/24 小时买方占优",
     "highlight": "green"
    },
    {
     "text": "全市场账户多空比 0.974 → 1.245（+27.81%）；大户账户多空比 0.919 → 1.126（+22.56%）",
     "highlight": "grey"
    },
    {
     "text": "CFTC 持仓报告（2026-08-18）：COMEX 黄金管理基金净多 141,648 手，周变化 +3,986 手（周度数据，不计入趋势分）",
     "highlight": "grey"
    }
   ]
  },
  {
   "title": "24H 行情复盘",
   "items": [
    {
     "text": "亚洲时段（UTC 00:00–06:00）：$4,657.84 → $4,643.33，-0.31%，区间 $4,633.59 – $4,673.50，成交 8.7 万盎司（占全日 21.1%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,643.35 → $4,628.71，-0.32%，区间 $4,617.68 – $4,645.59，成交 7.3 万盎司（占全日 17.6%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,628.70 → $4,601.33，-0.59%，区间 $4,586.44 – $4,636.99，成交 19.9 万盎司（占全日 48.1%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,601.33 → $4,626.26，+0.54%，区间 $4,588.66 – $4,627.32，成交 5.4 万盎司（占全日 13.2%）",
     "highlight": "green"
    }
   ]
  }
 ],
 "aiStatus": "pending",
 "outlook": null,
 "analysis": null,
 "ai": {
  "model": "grok-4.7",
  "generatedAt": null,
  "error": "skipped (--no-ai)"
 },
 "sources": {
  "perpDaily": "https://www.binance.com/fapi/v1/klines (XAUUSDT, 1d)",
  "perpPhases": "https://www.binance.com/fapi/v1/klines (XAUUSDT, 6h)",
  "indexPrice": "https://www.binance.com/fapi/v1/indexPriceKlines (XAUUSDT)",
  "us10y": "https://query1.finance.yahoo.com",
  "dxy": "https://query1.finance.yahoo.com",
  "funding": "https://www.binance.com",
  "taker": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "topPositionLongShort": "https://www.binance.com",
  "topAccountLongShort": "https://www.binance.com",
  "retailLongShort": "https://www.binance.com",
  "macro": "Yahoo Finance chart API (DX-Y.NYB, ^TNX)",
  "cot": "https://publicreporting.cftc.gov/resource/72hh-3qpy.json (088691)"
 },
 "dataQuality": {
  "missing": [],
  "warnings": []
 }
}