{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-01",
 "window": {
  "start": "2026-09-01T00:00:00Z",
  "end": "2026-09-02T00:00:00Z",
  "timezone": "UTC"
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 "generatedAt": "2026-09-25T14:54:20.353Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4456.96,
  "high": 4465.89,
  "low": 4328,
  "close": 4330.83,
  "prevClose": 4456.96,
  "prevDate": "2026-08-31",
  "gapPct": 0,
  "change1dPct": -2.83,
  "change3dPct": -5.792,
  "change5dPct": -7.021,
  "change30dPct": 6.807,
  "amplitudePct": 3.094,
  "volumeXau": 628382.55,
  "quoteVolumeUsdt": 2751067004,
  "volume5dChangePct": -0.66,
  "realizedVolDailyPct": 1.681,
  "realizedVolSamples": 30,
  "logRet1d": -0.028707709720281548,
  "logRet3d": -0.05966646034763037,
  "logRet5d": -0.0727969056352748,
  "high30d": 4700.63,
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  "tradingDays30d": 22,
  "indexClose": 4327.07,
  "basisPct": 0.087,
  "emaTrend": {
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   "ema20": 4431.37,
   "gapPct": 1.2022,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 19,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4456.96,
   "high": 4465.89,
   "low": 4429.03,
   "close": 4444.49,
   "changePct": -0.28,
   "rangePct": 0.827,
   "volumeXau": 80944.88,
   "volumeSharePct": 12.9
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4444.51,
   "high": 4445.28,
   "low": 4370.02,
   "close": 4378.99,
   "changePct": -1.474,
   "rangePct": 1.693,
   "volumeXau": 185226.5,
   "volumeSharePct": 29.5
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4378.96,
   "high": 4382.37,
   "low": 4335,
   "close": 4347.9,
   "changePct": -0.709,
   "rangePct": 1.082,
   "volumeXau": 245230.09,
   "volumeSharePct": 39
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4347.91,
   "high": 4349.69,
   "low": 4328,
   "close": 4330.83,
   "changePct": -0.393,
   "rangePct": 0.499,
   "volumeXau": 116981.08,
   "volumeSharePct": 18.6
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.5791,
   "end": 5.0168,
   "changePct": 94.52,
   "longPctEnd": 83.38,
   "avg": 3.3065,
   "startAt": "2026-09-01T00:00:00Z",
   "endAt": "2026-09-02T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0121,
   "buyVol": 316035.73,
   "sellVol": 312264.16,
   "hourlyMax": 1.3932,
   "hourlyMin": 0.8371,
   "last": 1.2335,
   "hoursBuyDominant": 16,
   "hours": 24
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
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     "at": "2026-09-01T04:00:00Z",
     "rate": 0.00007403
    },
    {
     "at": "2026-09-01T08:00:00Z",
     "rate": 0.0001204
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    {
     "at": "2026-09-01T12:00:00Z",
     "rate": 0.00015216
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    {
     "at": "2026-09-01T16:00:00Z",
     "rate": 0.00014966
    },
    {
     "at": "2026-09-01T20:00:00Z",
     "rate": 0.00027112
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    {
     "at": "2026-09-02T00:00:00Z",
     "rate": 0.00036472
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   ],
   "avg": 0.00018868,
   "last": 0.00036472,
   "dayTotal": 0.00113209,
   "prev7dAvg": 0.00003196,
   "prev7dCount": 42,
   "annualizedPct": 41.32
  },
  "topAccountLongShort": {
   "start": 2.6576,
   "end": 5.6007,
   "changePct": 110.74,
   "longPctEnd": 84.85,
   "avg": 3.5645,
   "startAt": "2026-09-01T00:00:00Z",
   "endAt": "2026-09-02T00:00:00Z",
   "partial": false
  },
  "topPositionLongShort": {
   "start": 1.8538,
   "end": 1.8245,
   "changePct": -1.58,
   "longPctEnd": 64.6,
   "avg": 1.8419,
   "startAt": "2026-09-01T00:00:00Z",
   "endAt": "2026-09-02T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 91772.063,
   "end": 140089.388,
   "startUsd": 408986529,
   "endUsd": 606711730,
   "change": 48317.325,
   "changePct": 52.649,
   "high": 140089.388,
   "low": 91650.182,
   "startAt": "2026-09-01T00:00:00Z",
   "endAt": "2026-09-02T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-01",
   "prevDate": "2026-08-31",
   "close": 99.67,
   "prev": 99.43,
   "changePct": 0.241,
   "logRet": 0.0024108285469582724,
   "sigmaPct": 0.306,
   "samples": 29,
   "change5dPct": 0.758
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-01",
   "prevDate": "2026-08-31",
   "close": 4.796,
   "prev": 4.758,
   "changeBp": 3.8,
   "sigmaBp": 4.15,
   "samples": 29,
   "change5dBp": 15.7
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-08-25",
   "releasedOn": "2026-08-28",
   "managedMoneyLong": 159819,
   "managedMoneyShort": 15072,
   "managedMoneyNet": 144747,
   "managedMoneyNetChange": 3099,
   "openInterest": 427957,
   "netPctOfOi": 33.8,
   "ageDays": 7
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -1.52,
  "label": "bear",
  "labelZh": "看空",
  "confidence": 0.87,
  "components": {
   "weightedZ": -0.9471,
   "agreement": 0.708,
   "strength": 1,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -2.83,
    "z": -1.708,
    "contribution": -0.601
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -5.792,
    "z": -2.049,
    "contribution": -0.262
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -7.021,
    "z": -1.937,
    "contribution": -0.248
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 1.2022,
    "z": 0.715,
    "contribution": 0.114
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.241,
    "z": -0.788,
    "contribution": -0.151
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 3.8,
    "z": -0.916,
    "contribution": -0.117
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 52.649,
    "z": -3,
    "contribution": -0.384
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0121,
    "z": 0.242,
    "contribution": 0.031
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00015672,
    "z": 3,
    "contribution": 0.192
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00018868,
    "z": -1.387,
    "contribution": -0.089
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 94.52,
    "z": -3,
    "contribution": -0.192
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 110.74,
    "z": 3,
    "contribution": 0.192
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-01",
   "trendScore": -1.52,
   "label": "bear",
   "labelZh": "看空",
   "confidence": 0.87
  },
  "yesterday": {
   "date": "2026-08-31",
   "trendScore": 0.02,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.44
  },
  "delta": -1.54
 },
 "dataSummary": "系统研判「看空」，趋势分 -1.52（置信度 87%），前一交易日为「中性偏多」（+0.02）。黄金（XAUUSDT 永续）收于 $4,330.83，日涨跌 -2.83%，日内振幅 3.09%；3 日 -5.79%，5 日 -7.02%。日线 EMA10/EMA20 处于金叉状态（间距 +1.20%，2026-08-05 金叉，距今 19 个交易日）。宏观方面，美元指数 99.67（+0.24%），美债 10 年期收益率 4.796%（+3.8bp）。合约方面，永续持仓量 +52.65%，资金费率日均 +0.0189%（前 7 日 +0.0032%），主动买卖比 1.012。主要偏多因子：资金费率变化、大户多空比变化；主要偏空因子：当日涨跌、持仓量变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,330.83，UTC 2026-09-01 00:00 开盘 $4,456.96，较前一交易日（2026-08-31）收盘 $4,456.96 -2.83%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,465.89 / 低 $4,328.00，振幅 3.09%；30 日区间 $4,027.74 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -5.79%，5 日 -7.02%，30 日 +6.81%；30 个交易日日波动率 1.68%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,483.44 / EMA20 $4,431.37，间距 +1.20%（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 19 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.43 → 99.67（+0.24%），5 日 +0.76%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.758% → 4.796%（+3.8bp），5 日 +15.7bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 62.8 万盎司（约 27.51 亿 USDT），近 5 个交易日成交量较前 5 日 -0.66%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 9.2 万 → 14.0 万盎司（+52.65%），名义价值约 6.07 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0189%，前 7 日均值 +0.0032%，年化约 +41.3%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 1.012（买 31.6 万 / 卖 31.2 万盎司），16/24 小时买方占优",
     "highlight": "green"
    },
    {
     "text": "全市场账户多空比 2.579 → 5.017（+94.52%）；大户账户多空比 2.658 → 5.601（+110.74%）",
     "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）：$4,456.96 → $4,444.49，-0.28%，区间 $4,429.03 – $4,465.89，成交 8.1 万盎司（占全日 12.9%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,444.51 → $4,378.99，-1.47%，区间 $4,370.02 – $4,445.28，成交 18.5 万盎司（占全日 29.5%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,378.96 → $4,347.90，-0.71%，区间 $4,335.00 – $4,382.37，成交 24.5 万盎司（占全日 39%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,347.91 → $4,330.83，-0.39%，区间 $4,328.00 – $4,349.69，成交 11.7 万盎司（占全日 18.6%）",
     "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",
  "topAccountLongShort": "https://www.binance.com",
  "topPositionLongShort": "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": []
 }
}