{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-08-28",
 "window": {
  "start": "2026-08-28T00:00:00Z",
  "end": "2026-08-29T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.347Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4597.11,
  "high": 4633.57,
  "low": 4451.5,
  "close": 4466.23,
  "prevClose": 4597.1,
  "prevDate": "2026-08-27",
  "gapPct": 0,
  "change1dPct": -2.847,
  "change3dPct": -4.114,
  "change5dPct": -3.24,
  "change30dPct": 9.145,
  "amplitudePct": 3.961,
  "volumeXau": 709444.61,
  "quoteVolumeUsdt": 3225126123,
  "volume5dChangePct": 10.03,
  "realizedVolDailyPct": 1.566,
  "realizedVolSamples": 30,
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  "logRet3d": -0.042011462876727336,
  "logRet5d": -0.032934048958844074,
  "high30d": 4700.63,
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  "tradingDays30d": 22,
  "indexClose": 4467.15,
  "basisPct": -0.021,
  "emaTrend": {
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   "ema20": 4440.37,
   "gapPct": 2.024,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 17,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4597.11,
   "high": 4605.36,
   "low": 4574.03,
   "close": 4575.68,
   "changePct": -0.466,
   "rangePct": 0.682,
   "volumeXau": 70325.66,
   "volumeSharePct": 9.9
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4575.68,
   "high": 4616.69,
   "low": 4574.86,
   "close": 4595.63,
   "changePct": 0.436,
   "rangePct": 0.914,
   "volumeXau": 82450.69,
   "volumeSharePct": 11.6
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4595.66,
   "high": 4633.57,
   "low": 4464.37,
   "close": 4474.35,
   "changePct": -2.64,
   "rangePct": 3.682,
   "volumeXau": 481831.71,
   "volumeSharePct": 67.9
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4474.35,
   "high": 4476.55,
   "low": 4451.5,
   "close": 4466.23,
   "changePct": -0.181,
   "rangePct": 0.56,
   "volumeXau": 74836.55,
   "volumeSharePct": 10.5
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 1.2543,
   "end": 2.3256,
   "changePct": 85.41,
   "longPctEnd": 69.93,
   "avg": 1.616,
   "startAt": "2026-08-28T00:00:00Z",
   "endAt": "2026-08-29T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0004,
   "buyVol": 354780.12,
   "sellVol": 354632.53,
   "hourlyMax": 1.8663,
   "hourlyMin": 0.793,
   "last": 1.5796,
   "hoursBuyDominant": 14,
   "hours": 24
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-08-28T04:00:00Z",
     "rate": 0.00003439
    },
    {
     "at": "2026-08-28T08:00:00Z",
     "rate": 0.00002471
    },
    {
     "at": "2026-08-28T12:00:00Z",
     "rate": 0.00000796
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    {
     "at": "2026-08-28T16:00:00Z",
     "rate": 0.00006242
    },
    {
     "at": "2026-08-28T20:00:00Z",
     "rate": 0.00022735
    },
    {
     "at": "2026-08-29T00:00:00Z",
     "rate": 0
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   ],
   "avg": 0.00005947,
   "last": 0,
   "dayTotal": 0.00035683,
   "prev7dAvg": 0.00001036,
   "prev7dCount": 42,
   "annualizedPct": 13.02
  },
  "topPositionLongShort": {
   "start": 1.8916,
   "end": 2.006,
   "changePct": 6.05,
   "longPctEnd": 66.73,
   "avg": 1.9321,
   "startAt": "2026-08-28T00:00:00Z",
   "endAt": "2026-08-29T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 78186.817,
   "end": 90284.879,
   "startUsd": 359428720,
   "endUsd": 403233035,
   "change": 12098.062,
   "changePct": 15.473,
   "high": 91360.837,
   "low": 77659.842,
   "startAt": "2026-08-28T00:00:00Z",
   "endAt": "2026-08-29T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 1.1949,
   "end": 2.2787,
   "changePct": 90.7,
   "longPctEnd": 69.5,
   "avg": 1.5485,
   "startAt": "2026-08-28T00:00:00Z",
   "endAt": "2026-08-29T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-08-28",
   "prevDate": "2026-08-27",
   "close": 99.7,
   "prev": 99.16,
   "changePct": 0.545,
   "logRet": 0.00543090226007997,
   "sigmaPct": 0.291,
   "samples": 29,
   "change5dPct": 0.911
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-08-28",
   "prevDate": "2026-08-27",
   "close": 4.72,
   "prev": 4.672,
   "changeBp": 4.8,
   "sigmaBp": 4.17,
   "samples": 29,
   "change5dBp": -1.8
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-08-25",
   "releasedOn": "2026-08-28",
   "managedMoneyLong": 159819,
   "managedMoneyShort": 15072,
   "managedMoneyNet": 144747,
   "managedMoneyNetChange": 3099,
   "openInterest": 427957,
   "netPctOfOi": 33.8,
   "ageDays": 3
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -1.39,
  "label": "lean_bear",
  "labelZh": "偏空",
  "confidence": 0.85,
  "components": {
   "weightedZ": -0.8695,
   "agreement": 0.699,
   "strength": 0.927,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -2.847,
    "z": -1.844,
    "contribution": -0.649
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -4.114,
    "z": -1.549,
    "contribution": -0.198
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -3.24,
    "z": -0.941,
    "contribution": -0.12
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 2.024,
    "z": 1.292,
    "contribution": 0.207
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.545,
    "z": -1.866,
    "contribution": -0.358
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 4.8,
    "z": -1.151,
    "contribution": -0.147
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 15.473,
    "z": -1.547,
    "contribution": -0.198
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0004,
    "z": 0.008,
    "contribution": 0.001
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00004911,
    "z": 1.228,
    "contribution": 0.079
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005947,
    "z": -0.095,
    "contribution": -0.006
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 85.41,
    "z": -3,
    "contribution": -0.192
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 90.7,
    "z": 3,
    "contribution": 0.192
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-08-28",
   "trendScore": -1.39,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.85
  },
  "yesterday": {
   "date": "2026-08-27",
   "trendScore": -0.02,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.41
  },
  "delta": -1.37
 },
 "dataSummary": "系统研判「偏空」，趋势分 -1.39（置信度 85%），前一交易日为「中性偏空」（-0.02）。黄金（XAUUSDT 永续）收于 $4,466.23，日涨跌 -2.85%，日内振幅 3.96%；3 日 -4.11%，5 日 -3.24%。日线 EMA10/EMA20 处于金叉状态（间距 +2.02%，2026-08-05 金叉，距今 17 个交易日）。宏观方面，美元指数 99.70（+0.55%），美债 10 年期收益率 4.720%（+4.8bp）。合约方面，永续持仓量 +15.47%，资金费率日均 +0.0059%（前 7 日 +0.0010%），主动买卖比 1.000。主要偏多因子：日线 EMA 趋势、大户多空比变化；主要偏空因子：当日涨跌、美元指数变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,466.23，UTC 2026-08-28 00:00 开盘 $4,597.11，较前一交易日（2026-08-27）收盘 $4,597.10 -2.85%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,633.57 / 低 $4,451.50，振幅 3.96%；30 日区间 $4,027.74 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -4.11%，5 日 -3.24%，30 日 +9.14%；30 个交易日日波动率 1.57%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,530.77 / EMA20 $4,440.37，间距 +2.02%（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 17 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.16 → 99.70（+0.55%），5 日 +0.91%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.672% → 4.720%（+4.8bp），5 日 -1.8bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 70.9 万盎司（约 32.25 亿 USDT），近 5 个交易日成交量较前 5 日 +10.03%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 7.8 万 → 9.0 万盎司（+15.47%），名义价值约 4.03 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0059%，前 7 日均值 +0.0010%，年化约 +13.0%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 1.000（买 35.5 万 / 卖 35.5 万盎司），14/24 小时买方占优",
     "highlight": "grey"
    },
    {
     "text": "全市场账户多空比 1.254 → 2.326（+85.41%）；大户账户多空比 1.195 → 2.279（+90.70%）",
     "highlight": "grey"
    },
    {
     "text": "CFTC 持仓报告（2026-08-25）：COMEX 黄金管理基金净多 144,747 手，周变化 +3,099 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）：$4,597.11 → $4,575.68，-0.47%，区间 $4,574.03 – $4,605.36，成交 7.0 万盎司（占全日 9.9%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,575.68 → $4,595.63，+0.44%，区间 $4,574.86 – $4,616.69，成交 8.2 万盎司（占全日 11.6%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,595.66 → $4,474.35，-2.64%，区间 $4,464.37 – $4,633.57，成交 48.2 万盎司（占全日 67.9%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,474.35 → $4,466.23，-0.18%，区间 $4,451.50 – $4,476.55，成交 7.5 万盎司（占全日 10.5%）",
     "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",
  "funding": "https://www.binance.com",
  "topPositionLongShort": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "topAccountLongShort": "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": []
 }
}