{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-08-27",
 "window": {
  "start": "2026-08-27T00:00:00Z",
  "end": "2026-08-28T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.345Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4626.26,
  "high": 4645,
  "low": 4567.14,
  "close": 4597.1,
  "prevClose": 4626.26,
  "prevDate": "2026-08-26",
  "gapPct": 0,
  "change1dPct": -0.63,
  "change3dPct": -1.835,
  "change5dPct": 1.506,
  "change30dPct": 14.071,
  "amplitudePct": 1.683,
  "volumeXau": 384789.53,
  "quoteVolumeUsdt": 1771745123,
  "volume5dChangePct": 5.59,
  "realizedVolDailyPct": 1.605,
  "realizedVolSamples": 30,
  "logRet1d": -0.006323096388972459,
  "logRet3d": -0.018519666425917295,
  "logRet5d": 0.014944377464654612,
  "high30d": 4700.63,
  "low30d": 4003.11,
  "tradingDays30d": 22,
  "indexClose": 4594.08,
  "basisPct": 0.066,
  "emaTrend": {
   "ema10": 4545.11,
   "ema20": 4437.65,
   "gapPct": 2.3375,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 16,
   "barsUsed": 115
  }
 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4626.26,
   "high": 4645,
   "low": 4604.27,
   "close": 4610.71,
   "changePct": -0.336,
   "rangePct": 0.88,
   "volumeXau": 103023.81,
   "volumeSharePct": 26.8
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4610.71,
   "high": 4614.97,
   "low": 4572.21,
   "close": 4601.42,
   "changePct": -0.201,
   "rangePct": 0.927,
   "volumeXau": 99698.36,
   "volumeSharePct": 25.9
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4601.41,
   "high": 4618.87,
   "low": 4567.14,
   "close": 4609.05,
   "changePct": 0.166,
   "rangePct": 1.124,
   "volumeXau": 143401.59,
   "volumeSharePct": 37.3
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4609.06,
   "high": 4620.49,
   "low": 4596.52,
   "close": 4597.1,
   "changePct": -0.259,
   "rangePct": 0.52,
   "volumeXau": 38665.77,
   "volumeSharePct": 10
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 1.2447,
   "end": 1.2543,
   "changePct": 0.77,
   "longPctEnd": 55.64,
   "avg": 1.2799,
   "startAt": "2026-08-27T00:00:00Z",
   "endAt": "2026-08-28T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9405,
   "buyVol": 186488.8,
   "sellVol": 198282.49,
   "hourlyMax": 1.2663,
   "hourlyMin": 0.6497,
   "last": 0.6497,
   "hoursBuyDominant": 7,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 1.5991,
   "end": 1.8916,
   "changePct": 18.29,
   "longPctEnd": 65.42,
   "avg": 1.7285,
   "startAt": "2026-08-27T00:00:00Z",
   "endAt": "2026-08-28T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 79375.143,
   "end": 78186.817,
   "startUsd": 367207188,
   "endUsd": 359428720,
   "change": -1188.326,
   "changePct": -1.497,
   "high": 79818.664,
   "low": 76887.51,
   "startAt": "2026-08-27T00:00:00Z",
   "endAt": "2026-08-28T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 1.1263,
   "end": 1.1949,
   "changePct": 6.09,
   "longPctEnd": 54.44,
   "avg": 1.1913,
   "startAt": "2026-08-27T00:00:00Z",
   "endAt": "2026-08-28T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-08-27T04:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-08-27T08:00:00Z",
     "rate": 0.00001465
    },
    {
     "at": "2026-08-27T12:00:00Z",
     "rate": 0.00002641
    },
    {
     "at": "2026-08-27T16:00:00Z",
     "rate": 0.00005245
    },
    {
     "at": "2026-08-27T20:00:00Z",
     "rate": 0.00003875
    },
    {
     "at": "2026-08-28T00:00:00Z",
     "rate": 0.00004527
    }
   ],
   "avg": 0.00002959,
   "last": 0.00004527,
   "dayTotal": 0.00017753,
   "prev7dAvg": 0.00000613,
   "prev7dCount": 42,
   "annualizedPct": 6.48
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-08-27",
   "prevDate": "2026-08-26",
   "close": 99.16,
   "prev": 99.17,
   "changePct": -0.01,
   "logRet": -0.00010078663593125741,
   "sigmaPct": 0.291,
   "samples": 29,
   "change5dPct": 0.263
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-08-27",
   "prevDate": "2026-08-26",
   "close": 4.672,
   "prev": 4.664,
   "changeBp": 0.8,
   "sigmaBp": 4.21,
   "samples": 29,
   "change5dBp": -2.4
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-08-18",
   "releasedOn": "2026-08-21",
   "managedMoneyLong": 154595,
   "managedMoneyShort": 12947,
   "managedMoneyNet": 141648,
   "managedMoneyNetChange": 3986,
   "openInterest": 406260,
   "netPctOfOi": 34.9,
   "ageDays": 9
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.02,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.41,
  "components": {
   "weightedZ": -0.013,
   "agreement": 0.237,
   "strength": 0.013,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.63,
    "z": -0.394,
    "contribution": -0.139
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -1.835,
    "z": -0.666,
    "contribution": -0.085
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 1.506,
    "z": 0.416,
    "contribution": 0.053
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 2.3375,
    "z": 1.456,
    "contribution": 0.233
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": -0.01,
    "z": 0.035,
    "contribution": 0.007
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 0.8,
    "z": -0.19,
    "contribution": -0.024
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -1.497,
    "z": 0.15,
    "contribution": 0.019
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9405,
    "z": -1.19,
    "contribution": -0.152
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00002346,
    "z": 0.586,
    "contribution": 0.038
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00002959,
    "z": 0.204,
    "contribution": 0.013
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.77,
    "z": -0.039,
    "contribution": -0.002
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 6.09,
    "z": 0.305,
    "contribution": 0.02
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-08-27",
   "trendScore": -0.02,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.41
  },
  "yesterday": {
   "date": "2026-08-26",
   "trendScore": 0.16,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.48
  },
  "delta": -0.18
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.02（置信度 41%），前一交易日为「中性偏多」（+0.16）。黄金（XAUUSDT 永续）收于 $4,597.10，日涨跌 -0.63%，日内振幅 1.68%；3 日 -1.83%，5 日 +1.51%。日线 EMA10/EMA20 处于金叉状态（间距 +2.34%，2026-08-05 金叉，距今 16 个交易日）。宏观方面，美元指数 99.16（-0.01%），美债 10 年期收益率 4.672%（+0.8bp）。合约方面，永续持仓量 -1.50%，资金费率日均 +0.0030%（前 7 日 +0.0006%），主动买卖比 0.941。主要偏多因子：日线 EMA 趋势、5 日（周）动量；主要偏空因子：主动买卖比、当日涨跌。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,597.10，UTC 2026-08-27 00:00 开盘 $4,626.26，较前一交易日（2026-08-26）收盘 $4,626.26 -0.63%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,645.00 / 低 $4,567.14，振幅 1.68%；30 日区间 $4,003.11 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -1.83%，5 日 +1.51%，30 日 +14.07%；30 个交易日日波动率 1.60%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,545.11 / EMA20 $4,437.65，间距 +2.34%（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 16 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.17 → 99.16（-0.01%），5 日 +0.26%",
     "highlight": "grey"
    },
    {
     "text": "美国 10 年期国债收益率 4.664% → 4.672%（+0.8bp），5 日 -2.4bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 38.5 万盎司（约 17.72 亿 USDT），近 5 个交易日成交量较前 5 日 +5.59%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 7.9 万 → 7.8 万盎司（-1.50%），名义价值约 3.59 亿美元",
     "highlight": "grey"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0030%，前 7 日均值 +0.0006%，年化约 +6.5%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 0.941（买 18.6 万 / 卖 19.8 万盎司），7/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 1.245 → 1.254（+0.77%）；大户账户多空比 1.126 → 1.195（+6.09%）",
     "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）：$4,626.26 → $4,610.71，-0.34%，区间 $4,604.27 – $4,645.00，成交 10.3 万盎司（占全日 26.8%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,610.71 → $4,601.42，-0.20%，区间 $4,572.21 – $4,614.97，成交 10.0 万盎司（占全日 25.9%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,601.41 → $4,609.05，+0.17%，区间 $4,567.14 – $4,618.87，成交 14.3 万盎司（占全日 37.3%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,609.06 → $4,597.10，-0.26%，区间 $4,596.52 – $4,620.49，成交 3.9 万盎司（占全日 10%）",
     "highlight": "red"
    }
   ]
  }
 ],
 "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)",
  "dxy": "https://query1.finance.yahoo.com",
  "us10y": "https://query1.finance.yahoo.com",
  "retailLongShort": "https://www.binance.com",
  "taker": "https://www.binance.com",
  "topPositionLongShort": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "topAccountLongShort": "https://www.binance.com",
  "funding": "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": []
 }
}