{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-08-31",
 "window": {
  "start": "2026-08-31T00:00:00Z",
  "end": "2026-09-01T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.350Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4462.03,
  "high": 4476.81,
  "low": 4401.5,
  "close": 4456.96,
  "prevClose": 4466.23,
  "prevDate": "2026-08-28",
  "gapPct": -0.094,
  "change1dPct": -0.208,
  "change3dPct": -3.66,
  "change5dPct": -4.827,
  "change30dPct": 9.918,
  "amplitudePct": 1.686,
  "volumeXau": 406140.81,
  "quoteVolumeUsdt": 1803947002,
  "volume5dChangePct": 1.04,
  "realizedVolDailyPct": 1.68,
  "realizedVolSamples": 30,
  "logRet1d": -0.002077733038265986,
  "logRet3d": -0.03728184701632134,
  "logRet5d": -0.0494784170532662,
  "high30d": 4700.63,
  "low30d": 4027.74,
  "tradingDays30d": 21,
  "indexClose": 4453.5,
  "basisPct": 0.078,
  "emaTrend": {
   "ema10": 4517.35,
   "ema20": 4441.95,
   "gapPct": 1.6916,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 18,
   "barsUsed": 115
  }
 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4462.03,
   "high": 4476.81,
   "low": 4401.5,
   "close": 4447.1,
   "changePct": -0.335,
   "rangePct": 1.688,
   "volumeXau": 160994.25,
   "volumeSharePct": 39.6
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4447.1,
   "high": 4468.13,
   "low": 4434.02,
   "close": 4459.58,
   "changePct": 0.281,
   "rangePct": 0.767,
   "volumeXau": 76896.46,
   "volumeSharePct": 18.9
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4459.56,
   "high": 4465.34,
   "low": 4421.07,
   "close": 4440.73,
   "changePct": -0.422,
   "rangePct": 0.993,
   "volumeXau": 128858.06,
   "volumeSharePct": 31.7
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4440.73,
   "high": 4460.43,
   "low": 4430.9,
   "close": 4456.96,
   "changePct": 0.365,
   "rangePct": 0.665,
   "volumeXau": 39392.04,
   "volumeSharePct": 9.7
  }
 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.6483,
   "end": 2.5791,
   "changePct": -2.61,
   "longPctEnd": 72.06,
   "avg": 2.5918,
   "startAt": "2026-08-31T00:00:00Z",
   "endAt": "2026-09-01T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0279,
   "buyVol": 205832,
   "sellVol": 200247.66,
   "hourlyMax": 1.4247,
   "hourlyMin": 0.5915,
   "last": 1.0356,
   "hoursBuyDominant": 13,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 2.0668,
   "end": 1.8538,
   "changePct": -10.31,
   "longPctEnd": 64.96,
   "avg": 1.8883,
   "startAt": "2026-08-31T00:00:00Z",
   "endAt": "2026-09-01T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-08-31T04:00:00Z",
     "rate": 0.00011967
    },
    {
     "at": "2026-08-31T08:00:00Z",
     "rate": 0.00013993
    },
    {
     "at": "2026-08-31T12:00:00Z",
     "rate": 0.00004809
    },
    {
     "at": "2026-08-31T16:00:00Z",
     "rate": 0.00007935
    },
    {
     "at": "2026-08-31T20:00:00Z",
     "rate": 0.00011336
    },
    {
     "at": "2026-09-01T00:00:00Z",
     "rate": 0.00002344
    }
   ],
   "avg": 0.00008731,
   "last": 0.00002344,
   "dayTotal": 0.00052384,
   "prev7dAvg": 0.00002091,
   "prev7dCount": 42,
   "annualizedPct": 19.12
  },
  "topAccountLongShort": {
   "start": 2.5753,
   "end": 2.6576,
   "changePct": 3.2,
   "longPctEnd": 72.66,
   "avg": 2.6193,
   "startAt": "2026-08-31T00:00:00Z",
   "endAt": "2026-09-01T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 92317.994,
   "end": 91772.063,
   "startUsd": 411932121,
   "endUsd": 408986529,
   "change": -545.931,
   "changePct": -0.591,
   "high": 98639.603,
   "low": 91739.159,
   "startAt": "2026-08-31T00:00:00Z",
   "endAt": "2026-09-01T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-08-31",
   "prevDate": "2026-08-28",
   "close": 99.43,
   "prev": 99.7,
   "changePct": -0.271,
   "logRet": -0.0027117642971511142,
   "sigmaPct": 0.307,
   "samples": 29,
   "change5dPct": 0.434
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-08-31",
   "prevDate": "2026-08-28",
   "close": 4.758,
   "prev": 4.72,
   "changeBp": 3.8,
   "sigmaBp": 4.13,
   "samples": 29,
   "change5dBp": 5.4
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-08-25",
   "releasedOn": "2026-08-28",
   "managedMoneyLong": 159819,
   "managedMoneyShort": 15072,
   "managedMoneyNet": 144747,
   "managedMoneyNetChange": 3099,
   "openInterest": 427957,
   "netPctOfOi": 33.8,
   "ageDays": 6
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": 0.02,
  "label": "neutral_lean_bull",
  "labelZh": "中性偏多",
  "confidence": 0.44,
  "components": {
   "weightedZ": 0.0104,
   "agreement": 0.307,
   "strength": 0.013,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.208,
    "z": -0.124,
    "contribution": -0.044
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -3.66,
    "z": -1.281,
    "contribution": -0.164
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -4.827,
    "z": -1.317,
    "contribution": -0.169
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 1.6916,
    "z": 1.007,
    "contribution": 0.161
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": -0.271,
    "z": 0.883,
    "contribution": 0.17
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 3.8,
    "z": -0.92,
    "contribution": -0.118
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -0.591,
    "z": 0.059,
    "contribution": 0.008
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0279,
    "z": 0.558,
    "contribution": 0.071
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.0000664,
    "z": 1.66,
    "contribution": 0.106
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00008731,
    "z": -0.373,
    "contribution": -0.024
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -2.61,
    "z": 0.131,
    "contribution": 0.008
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 3.2,
    "z": 0.16,
    "contribution": 0.01
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-08-31",
   "trendScore": 0.02,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.44
  },
  "yesterday": {
   "date": "2026-08-28",
   "trendScore": -1.39,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.85
  },
  "delta": 1.41
 },
 "dataSummary": "系统研判「中性偏多」，趋势分 +0.02（置信度 44%），前一交易日为「偏空」（-1.39）。黄金（XAUUSDT 永续）收于 $4,456.96，日涨跌 -0.21%，日内振幅 1.69%；3 日 -3.66%，5 日 -4.83%。日线 EMA10/EMA20 处于金叉状态（间距 +1.69%，2026-08-05 金叉，距今 18 个交易日）。宏观方面，美元指数 99.43（-0.27%），美债 10 年期收益率 4.758%（+3.8bp）。合约方面，永续持仓量 -0.59%，资金费率日均 +0.0087%（前 7 日 +0.0021%），主动买卖比 1.028。主要偏多因子：美元指数变化、日线 EMA 趋势；主要偏空因子：5 日（周）动量、3 日动量。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,456.96，UTC 2026-08-31 00:00 开盘 $4,462.03，较前一交易日（2026-08-28）收盘 $4,466.23 -0.21%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,476.81 / 低 $4,401.50，振幅 1.69%；30 日区间 $4,027.74 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -3.66%，5 日 -4.83%，30 日 +9.92%；30 个交易日日波动率 1.68%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,517.35 / EMA20 $4,441.95，间距 +1.69%（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 18 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.70 → 99.43（-0.27%），5 日 +0.43%",
     "highlight": "green"
    },
    {
     "text": "美国 10 年期国债收益率 4.720% → 4.758%（+3.8bp），5 日 +5.4bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 40.6 万盎司（约 18.04 亿 USDT），近 5 个交易日成交量较前 5 日 +1.04%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 9.2 万 → 9.2 万盎司（-0.59%），名义价值约 4.09 亿美元",
     "highlight": "grey"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0087%，前 7 日均值 +0.0021%，年化约 +19.1%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 1.028（买 20.6 万 / 卖 20.0 万盎司），13/24 小时买方占优",
     "highlight": "green"
    },
    {
     "text": "全市场账户多空比 2.648 → 2.579（-2.61%）；大户账户多空比 2.575 → 2.658（+3.20%）",
     "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）：$4,462.03 → $4,447.10，-0.34%，区间 $4,401.50 – $4,476.81，成交 16.1 万盎司（占全日 39.6%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,447.10 → $4,459.58，+0.28%，区间 $4,434.02 – $4,468.13，成交 7.7 万盎司（占全日 18.9%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,459.56 → $4,440.73，-0.42%，区间 $4,421.07 – $4,465.34，成交 12.9 万盎司（占全日 31.7%）",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,440.73 → $4,456.96，+0.36%，区间 $4,430.90 – $4,460.43，成交 3.9 万盎司（占全日 9.7%）",
     "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)",
  "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",
  "funding": "https://www.binance.com",
  "topAccountLongShort": "https://www.binance.com",
  "openInterest": "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": []
 }
}