{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-04",
 "window": {
  "start": "2026-09-04T00:00:00Z",
  "end": "2026-09-05T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.360Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4483.86,
  "high": 4493.93,
  "low": 4370,
  "close": 4435.12,
  "prevClose": 4483.87,
  "prevDate": "2026-09-03",
  "gapPct": 0,
  "change1dPct": -1.087,
  "change3dPct": 2.408,
  "change5dPct": -0.697,
  "change30dPct": 3.555,
  "amplitudePct": 2.764,
  "volumeXau": 543875.26,
  "quoteVolumeUsdt": 2410819054,
  "volume5dChangePct": 16.56,
  "realizedVolDailyPct": 1.741,
  "realizedVolSamples": 30,
  "logRet1d": -0.010931839925507232,
  "logRet3d": 0.023795463335435196,
  "logRet5d": -0.0069899794231122435,
  "high30d": 4700.63,
  "low30d": 4229.18,
  "tradingDays30d": 22,
  "indexClose": 4435.31,
  "basisPct": -0.004,
  "emaTrend": {
   "ema10": 4463.39,
   "ema20": 4433.06,
   "gapPct": 0.6839,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 22,
   "barsUsed": 115
  }
 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4483.86,
   "high": 4490.29,
   "low": 4468.8,
   "close": 4475.53,
   "changePct": -0.186,
   "rangePct": 0.479,
   "volumeXau": 69151.22,
   "volumeSharePct": 12.7
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4475.53,
   "high": 4493.93,
   "low": 4463.6,
   "close": 4470.71,
   "changePct": -0.108,
   "rangePct": 0.678,
   "volumeXau": 73101.72,
   "volumeSharePct": 13.4
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4470.72,
   "high": 4482.23,
   "low": 4370,
   "close": 4420.38,
   "changePct": -1.126,
   "rangePct": 2.51,
   "volumeXau": 373873.18,
   "volumeSharePct": 68.7
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4420.31,
   "high": 4441.13,
   "low": 4415.24,
   "close": 4435.12,
   "changePct": 0.335,
   "rangePct": 0.586,
   "volumeXau": 27749.14,
   "volumeSharePct": 5.1
  }
 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.0979,
   "end": 2.1008,
   "changePct": 0.14,
   "longPctEnd": 67.75,
   "avg": 2.0918,
   "startAt": "2026-09-04T00:00:00Z",
   "endAt": "2026-09-05T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9561,
   "buyVol": 265824.01,
   "sellVol": 278036.81,
   "hourlyMax": 1.2876,
   "hourlyMin": 0.732,
   "last": 0.8989,
   "hoursBuyDominant": 9,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 1.9165,
   "end": 2.0506,
   "changePct": 7,
   "longPctEnd": 67.22,
   "avg": 1.9916,
   "startAt": "2026-09-04T00:00:00Z",
   "endAt": "2026-09-05T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 85896.143,
   "end": 77686.767,
   "startUsd": 385139834,
   "endUsd": 344549456,
   "change": -8209.376,
   "changePct": -9.557,
   "high": 86498.75,
   "low": 77686.767,
   "startAt": "2026-09-04T00:00:00Z",
   "endAt": "2026-09-05T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 2.1114,
   "end": 2.2573,
   "changePct": 6.91,
   "longPctEnd": 69.3,
   "avg": 2.2098,
   "startAt": "2026-09-04T00:00:00Z",
   "endAt": "2026-09-05T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-04T04:00:00Z",
     "rate": 0.00006615
    },
    {
     "at": "2026-09-04T08:00:00Z",
     "rate": 0.00006447
    },
    {
     "at": "2026-09-04T12:00:00Z",
     "rate": 0.00010694
    },
    {
     "at": "2026-09-04T16:00:00Z",
     "rate": 0.00004929
    },
    {
     "at": "2026-09-04T20:00:00Z",
     "rate": 0.00012418
    },
    {
     "at": "2026-09-05T00:00:00Z",
     "rate": 0
    }
   ],
   "avg": 0.00006851,
   "last": 0,
   "dayTotal": 0.00041103,
   "prev7dAvg": 0.0000717,
   "prev7dCount": 42,
   "annualizedPct": 15
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-04",
   "prevDate": "2026-09-03",
   "close": 99.16,
   "prev": 99,
   "changePct": 0.162,
   "logRet": 0.0016148939637159953,
   "sigmaPct": 0.318,
   "samples": 29,
   "change5dPct": -0.542
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-04",
   "prevDate": "2026-09-03",
   "close": 4.784,
   "prev": 4.762,
   "changeBp": 2.2,
   "sigmaBp": 4.13,
   "samples": 29,
   "change5dBp": 6.4
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-01",
   "releasedOn": "2026-09-04",
   "managedMoneyLong": 149721,
   "managedMoneyShort": 12950,
   "managedMoneyNet": 136771,
   "managedMoneyNetChange": -7976,
   "openInterest": 415196,
   "netPctOfOi": 32.9,
   "ageDays": 3
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.23,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.49,
  "components": {
   "weightedZ": -0.1445,
   "agreement": 0.337,
   "strength": 0.153,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -1.087,
    "z": -0.628,
    "contribution": -0.221
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 2.408,
    "z": 0.789,
    "contribution": 0.101
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -0.697,
    "z": -0.18,
    "contribution": -0.023
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 0.6839,
    "z": 0.393,
    "contribution": 0.063
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.162,
    "z": -0.508,
    "contribution": -0.098
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 2.2,
    "z": -0.533,
    "contribution": -0.068
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -9.557,
    "z": 0.956,
    "contribution": 0.122
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9561,
    "z": -0.878,
    "contribution": -0.112
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": -0.00000319,
    "z": -0.08,
    "contribution": -0.005
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00006851,
    "z": -0.185,
    "contribution": -0.012
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.14,
    "z": -0.007,
    "contribution": 0
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 6.91,
    "z": 0.346,
    "contribution": 0.022
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-04",
   "trendScore": -0.23,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.49
  },
  "yesterday": {
   "date": "2026-09-03",
   "trendScore": 0.51,
   "label": "lean_bull",
   "labelZh": "偏多",
   "confidence": 0.61
  },
  "delta": -0.74
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.23（置信度 49%），前一交易日为「偏多」（+0.51）。黄金（XAUUSDT 永续）收于 $4,435.12，日涨跌 -1.09%，日内振幅 2.76%；3 日 +2.41%，5 日 -0.70%。日线 EMA10/EMA20 处于金叉状态（间距 +0.68%，2026-08-05 金叉，距今 22 个交易日）。宏观方面，美元指数 99.16（+0.16%），美债 10 年期收益率 4.784%（+2.2bp）。合约方面，永续持仓量 -9.56%，资金费率日均 +0.0069%（前 7 日 +0.0072%），主动买卖比 0.956。主要偏多因子：持仓量变化、3 日动量；主要偏空因子：当日涨跌、主动买卖比。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,435.12，UTC 2026-09-04 00:00 开盘 $4,483.86，较前一交易日（2026-09-03）收盘 $4,483.87 -1.09%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,493.93 / 低 $4,370.00，振幅 2.76%；30 日区间 $4,229.18 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +2.41%，5 日 -0.70%，30 日 +3.56%；30 个交易日日波动率 1.74%",
     "highlight": "green"
    },
    {
     "text": "日线 EMA10 $4,463.39 / EMA20 $4,433.06，间距 +0.68%（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 22 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.00 → 99.16（+0.16%），5 日 -0.54%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.762% → 4.784%（+2.2bp），5 日 +6.4bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 54.4 万盎司（约 24.11 亿 USDT），近 5 个交易日成交量较前 5 日 +16.56%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 8.6 万 → 7.8 万盎司（-9.56%），名义价值约 3.45 亿美元",
     "highlight": "green"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0069%，前 7 日均值 +0.0072%，年化约 +15.0%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.956（买 26.6 万 / 卖 27.8 万盎司），9/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 2.098 → 2.101（+0.14%）；大户账户多空比 2.111 → 2.257（+6.91%）",
     "highlight": "green"
    },
    {
     "text": "CFTC 持仓报告（2026-09-01）：COMEX 黄金管理基金净多 136,771 手，周变化 -7,976 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）：$4,483.86 → $4,475.53，-0.19%，区间 $4,468.80 – $4,490.29，成交 6.9 万盎司（占全日 12.7%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,475.53 → $4,470.71，-0.11%，区间 $4,463.60 – $4,493.93，成交 7.3 万盎司（占全日 13.4%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,470.72 → $4,420.38，-1.13%，区间 $4,370.00 – $4,482.23，成交 37.4 万盎司（占全日 68.7%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,420.31 → $4,435.12，+0.34%，区间 $4,415.24 – $4,441.13，成交 2.8 万盎司（占全日 5.1%）",
     "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",
  "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": []
 }
}