{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-03",
 "window": {
  "start": "2026-09-03T00:00:00Z",
  "end": "2026-09-04T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.358Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4390.33,
  "high": 4514.81,
  "low": 4387.19,
  "close": 4483.87,
  "prevClose": 4390.4,
  "prevDate": "2026-09-02",
  "gapPct": -0.002,
  "change1dPct": 2.129,
  "change3dPct": 0.604,
  "change5dPct": -2.463,
  "change30dPct": 9.946,
  "amplitudePct": 2.907,
  "volumeXau": 594727.69,
  "quoteVolumeUsdt": 2651234896,
  "volume5dChangePct": 35.47,
  "realizedVolDailyPct": 1.762,
  "realizedVolSamples": 30,
  "logRet1d": 0.021066173708809907,
  "logRet3d": 0.006019593540660936,
  "logRet5d": -0.024939157086687928,
  "high30d": 4700.63,
  "low30d": 4076.02,
  "tradingDays30d": 22,
  "indexClose": 4480.67,
  "basisPct": 0.071,
  "emaTrend": {
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   "ema20": 4432.84,
   "gapPct": 0.8215,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 21,
   "barsUsed": 115
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 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4390.33,
   "high": 4444.44,
   "low": 4387.19,
   "close": 4435.62,
   "changePct": 1.032,
   "rangePct": 1.304,
   "volumeXau": 154224.27,
   "volumeSharePct": 25.9
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4435.61,
   "high": 4449.95,
   "low": 4423.06,
   "close": 4448.53,
   "changePct": 0.291,
   "rangePct": 0.606,
   "volumeXau": 117487.73,
   "volumeSharePct": 19.8
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4448.52,
   "high": 4514.81,
   "low": 4442.95,
   "close": 4491.19,
   "changePct": 0.959,
   "rangePct": 1.615,
   "volumeXau": 280396.48,
   "volumeSharePct": 47.1
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4491.19,
   "high": 4493.67,
   "low": 4474.5,
   "close": 4483.87,
   "changePct": -0.163,
   "rangePct": 0.427,
   "volumeXau": 42619.2,
   "volumeSharePct": 7.2
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.9588,
   "end": 2.0979,
   "changePct": -29.1,
   "longPctEnd": 67.72,
   "avg": 2.4007,
   "startAt": "2026-09-03T00:00:00Z",
   "endAt": "2026-09-04T00:00:00Z",
   "partial": false
  },
  "topPositionLongShort": {
   "start": 2.0858,
   "end": 1.9165,
   "changePct": -8.12,
   "longPctEnd": 65.71,
   "avg": 2.0084,
   "startAt": "2026-09-03T00:00:00Z",
   "endAt": "2026-09-04T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 110769.742,
   "end": 85896.143,
   "startUsd": 486315721,
   "endUsd": 385139834,
   "change": -24873.599,
   "changePct": -22.455,
   "high": 111233.783,
   "low": 85612.68,
   "startAt": "2026-09-03T00:00:00Z",
   "endAt": "2026-09-04T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 3.2052,
   "end": 2.1114,
   "changePct": -34.13,
   "longPctEnd": 67.86,
   "avg": 2.4732,
   "startAt": "2026-09-03T00:00:00Z",
   "endAt": "2026-09-04T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9743,
   "buyVol": 293422.04,
   "sellVol": 301160.94,
   "hourlyMax": 1.5472,
   "hourlyMin": 0.7374,
   "last": 1.2471,
   "hoursBuyDominant": 10,
   "hours": 24
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-03T04:00:00Z",
     "rate": 0.00002767
    },
    {
     "at": "2026-09-03T08:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-03T12:00:00Z",
     "rate": 0.00003392
    },
    {
     "at": "2026-09-03T16:00:00Z",
     "rate": 0.00007922
    },
    {
     "at": "2026-09-03T20:00:00Z",
     "rate": 0.00011587
    },
    {
     "at": "2026-09-04T00:00:00Z",
     "rate": 0.0000963
    }
   ],
   "avg": 0.00005883,
   "last": 0.0000963,
   "dayTotal": 0.00035298,
   "prev7dAvg": 0.00006752,
   "prev7dCount": 42,
   "annualizedPct": 12.88
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-03",
   "prevDate": "2026-09-02",
   "close": 99,
   "prev": 99.56,
   "changePct": -0.562,
   "logRet": -0.005640602842841889,
   "sigmaPct": 0.304,
   "samples": 29,
   "change5dPct": -0.161
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-03",
   "prevDate": "2026-09-02",
   "close": 4.762,
   "prev": 4.796,
   "changeBp": -3.4,
   "sigmaBp": 4.1,
   "samples": 29,
   "change5dBp": 9
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-08-25",
   "releasedOn": "2026-08-28",
   "managedMoneyLong": 159819,
   "managedMoneyShort": 15072,
   "managedMoneyNet": 144747,
   "managedMoneyNetChange": 3099,
   "openInterest": 427957,
   "netPctOfOi": 33.8,
   "ageDays": 9
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": 0.51,
  "label": "lean_bull",
  "labelZh": "偏多",
  "confidence": 0.61,
  "components": {
   "weightedZ": 0.3208,
   "agreement": 0.509,
   "strength": 0.34,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": 2.129,
    "z": 1.196,
    "contribution": 0.421
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.604,
    "z": 0.197,
    "contribution": 0.025
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.463,
    "z": -0.633,
    "contribution": -0.081
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 0.8215,
    "z": 0.466,
    "contribution": 0.075
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": -0.562,
    "z": 1.855,
    "contribution": 0.356
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": -3.4,
    "z": 0.829,
    "contribution": 0.106
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -22.455,
    "z": -2.245,
    "contribution": -0.287
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9743,
    "z": -0.514,
    "contribution": -0.066
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": -0.00000869,
    "z": -0.217,
    "contribution": -0.014
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005883,
    "z": -0.088,
    "contribution": -0.006
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -29.1,
    "z": 1.455,
    "contribution": 0.093
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -34.13,
    "z": -1.706,
    "contribution": -0.109
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-03",
   "trendScore": 0.51,
   "label": "lean_bull",
   "labelZh": "偏多",
   "confidence": 0.61
  },
  "yesterday": {
   "date": "2026-09-02",
   "trendScore": -0.31,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.51
  },
  "delta": 0.82
 },
 "dataSummary": "系统研判「偏多」，趋势分 +0.51（置信度 61%），前一交易日为「中性偏空」（-0.31）。黄金（XAUUSDT 永续）收于 $4,483.87，日涨跌 +2.13%，日内振幅 2.91%；3 日 +0.60%，5 日 -2.46%。日线 EMA10/EMA20 处于金叉状态（间距 +0.82%，2026-08-05 金叉，距今 21 个交易日）。宏观方面，美元指数 99.00（-0.56%），美债 10 年期收益率 4.762%（-3.4bp）。合约方面，永续持仓量 -22.45%，资金费率日均 +0.0059%（前 7 日 +0.0068%），主动买卖比 0.974。主要偏多因子：当日涨跌、美元指数变化；主要偏空因子：持仓量变化、大户多空比变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,483.87，UTC 2026-09-03 00:00 开盘 $4,390.33，较前一交易日（2026-09-02）收盘 $4,390.40 +2.13%",
     "highlight": "green"
    },
    {
     "text": "日内高 $4,514.81 / 低 $4,387.19，振幅 2.91%；30 日区间 $4,076.02 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +0.60%，5 日 -2.46%，30 日 +9.95%；30 个交易日日波动率 1.76%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,469.68 / EMA20 $4,432.84，间距 +0.82%（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 21 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.56 → 99.00（-0.56%），5 日 -0.16%",
     "highlight": "green"
    },
    {
     "text": "美国 10 年期国债收益率 4.796% → 4.762%（-3.4bp），5 日 +9.0bp",
     "highlight": "green"
    },
    {
     "text": "永续成交 59.5 万盎司（约 26.51 亿 USDT），近 5 个交易日成交量较前 5 日 +35.47%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 11.1 万 → 8.6 万盎司（-22.45%），名义价值约 3.85 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 +0.0068%，年化约 +12.9%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.974（买 29.3 万 / 卖 30.1 万盎司），10/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 2.959 → 2.098（-29.10%）；大户账户多空比 3.205 → 2.111（-34.13%）",
     "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）：$4,390.33 → $4,435.62，+1.03%，区间 $4,387.19 – $4,444.44，成交 15.4 万盎司（占全日 25.9%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,435.61 → $4,448.53，+0.29%，区间 $4,423.06 – $4,449.95，成交 11.7 万盎司（占全日 19.8%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,448.52 → $4,491.19，+0.96%，区间 $4,442.95 – $4,514.81，成交 28.0 万盎司（占全日 47.1%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,491.19 → $4,483.87，-0.16%，区间 $4,474.50 – $4,493.67，成交 4.3 万盎司（占全日 7.2%）",
     "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",
  "topPositionLongShort": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "topAccountLongShort": "https://www.binance.com",
  "taker": "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": []
 }
}