{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-07",
 "window": {
  "start": "2026-09-07T00:00:00Z",
  "end": "2026-09-08T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.363Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4426.66,
  "high": 4432.49,
  "low": 4385.3,
  "close": 4427.19,
  "prevClose": 4435.12,
  "prevDate": "2026-09-04",
  "gapPct": -0.191,
  "change1dPct": -0.179,
  "change3dPct": 0.838,
  "change5dPct": -0.668,
  "change30dPct": 1.68,
  "amplitudePct": 1.064,
  "volumeXau": 284176.92,
  "quoteVolumeUsdt": 1252910355,
  "volume5dChangePct": 14.25,
  "realizedVolDailyPct": 1.761,
  "realizedVolSamples": 30,
  "logRet1d": -0.0017896016087078496,
  "logRet3d": 0.008344732174594605,
  "logRet5d": -0.006701847993554091,
  "high30d": 4700.63,
  "low30d": 4288,
  "tradingDays30d": 21,
  "indexClose": 4424.19,
  "basisPct": 0.068,
  "emaTrend": {
   "ema10": 4456.81,
   "ema20": 4432.5,
   "gapPct": 0.5491,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 23,
   "barsUsed": 115
  }
 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4426.66,
   "high": 4432.49,
   "low": 4393.77,
   "close": 4397.96,
   "changePct": -0.648,
   "rangePct": 0.875,
   "volumeXau": 86872.3,
   "volumeSharePct": 30.6
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4397.79,
   "high": 4426.89,
   "low": 4385.3,
   "close": 4388.88,
   "changePct": -0.203,
   "rangePct": 0.946,
   "volumeXau": 107092.67,
   "volumeSharePct": 37.7
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4388.89,
   "high": 4422.4,
   "low": 4388.89,
   "close": 4411.31,
   "changePct": 0.511,
   "rangePct": 0.764,
   "volumeXau": 62694.34,
   "volumeSharePct": 22.1
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4411.32,
   "high": 4431.71,
   "low": 4407.22,
   "close": 4427.19,
   "changePct": 0.36,
   "rangePct": 0.555,
   "volumeXau": 27517.62,
   "volumeSharePct": 9.7
  }
 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.268,
   "end": 2.3523,
   "changePct": 3.72,
   "longPctEnd": 70.17,
   "avg": 2.3354,
   "startAt": "2026-09-07T00:00:00Z",
   "endAt": "2026-09-08T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0371,
   "buyVol": 144623.39,
   "sellVol": 139451.22,
   "hourlyMax": 1.9175,
   "hourlyMin": 0.6806,
   "last": 1.2693,
   "hoursBuyDominant": 14,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 2.02,
   "end": 1.644,
   "changePct": -18.61,
   "longPctEnd": 62.18,
   "avg": 1.7192,
   "startAt": "2026-09-07T00:00:00Z",
   "endAt": "2026-09-08T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 2.375,
   "end": 2.5162,
   "changePct": 5.95,
   "longPctEnd": 71.56,
   "avg": 2.5017,
   "startAt": "2026-09-07T00:00:00Z",
   "endAt": "2026-09-08T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-07T04:00:00Z",
     "rate": 0.00004603
    },
    {
     "at": "2026-09-07T08:00:00Z",
     "rate": 0.00006102
    },
    {
     "at": "2026-09-07T12:00:00Z",
     "rate": 0.00008783
    },
    {
     "at": "2026-09-07T16:00:00Z",
     "rate": 0.00000762
    },
    {
     "at": "2026-09-07T20:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-08T00:00:00Z",
     "rate": 0.00000756
    }
   ],
   "avg": 0.00003501,
   "last": 0.00000756,
   "dayTotal": 0.00021006,
   "prev7dAvg": 0.00007078,
   "prev7dCount": 42,
   "annualizedPct": 7.67
  },
  "openInterest": {
   "start": 76516.081,
   "end": 79388.96,
   "startUsd": 338709910,
   "endUsd": 351476465,
   "change": 2872.879,
   "changePct": 3.755,
   "high": 83752.487,
   "low": 76494.431,
   "startAt": "2026-09-07T00:00:00Z",
   "endAt": "2026-09-08T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": null,
  "us10y": null
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-01",
   "releasedOn": "2026-09-04",
   "managedMoneyLong": 149721,
   "managedMoneyShort": 12950,
   "managedMoneyNet": 136771,
   "managedMoneyNetChange": -7976,
   "openInterest": 415196,
   "netPctOfOi": 32.9,
   "ageDays": 6
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": 0.04,
  "label": "neutral_lean_bull",
  "labelZh": "中性偏多",
  "confidence": 0.35,
  "components": {
   "weightedZ": 0.0264,
   "agreement": 0.163,
   "strength": 0.027,
   "coverage": 0.8
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.179,
    "z": -0.102,
    "contribution": -0.045
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.838,
    "z": 0.274,
    "contribution": 0.044
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -0.668,
    "z": -0.17,
    "contribution": -0.027
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 0.5491,
    "z": 0.312,
    "contribution": 0.062
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": false,
    "raw": null,
    "z": null,
    "contribution": null
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": false,
    "raw": null,
    "z": null,
    "contribution": null
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 3.755,
    "z": -0.375,
    "contribution": -0.06
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0371,
    "z": 0.742,
    "contribution": 0.119
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": -0.00003577,
    "z": -0.894,
    "contribution": -0.072
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00003501,
    "z": 0.15,
    "contribution": 0.012
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 3.72,
    "z": -0.186,
    "contribution": -0.015
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 5.95,
    "z": 0.297,
    "contribution": 0.024
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-07",
   "trendScore": 0.04,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.35
  },
  "yesterday": {
   "date": "2026-09-04",
   "trendScore": -0.23,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.49
  },
  "delta": 0.27
 },
 "dataSummary": "系统研判「中性偏多」，趋势分 +0.04（置信度 35%），前一交易日为「中性偏空」（-0.23）。黄金（XAUUSDT 永续）收于 $4,427.19，日涨跌 -0.18%，日内振幅 1.06%；3 日 +0.84%，5 日 -0.67%。日线 EMA10/EMA20 处于金叉状态（间距 +0.55%，2026-08-05 金叉，距今 23 个交易日）。合约方面，永续持仓量 +3.75%，资金费率日均 +0.0035%（前 7 日 +0.0071%），主动买卖比 1.037。主要偏多因子：主动买卖比、日线 EMA 趋势；主要偏空因子：资金费率变化、持仓量变化。当日部分数据缺失（dxy、us10y），相关因子未参与计算。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,427.19，UTC 2026-09-07 00:00 开盘 $4,426.66，较前一交易日（2026-09-04）收盘 $4,435.12 -0.18%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,432.49 / 低 $4,385.30，振幅 1.06%；30 日区间 $4,288.00 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +0.84%，5 日 -0.67%，30 日 +1.68%；30 个交易日日波动率 1.76%",
     "highlight": "grey"
    },
    {
     "text": "日线 EMA10 $4,456.81 / EMA20 $4,432.50，间距 +0.55%（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 23 个交易日",
     "highlight": "green"
    },
    {
     "text": "永续成交 28.4 万盎司（约 12.53 亿 USDT），近 5 个交易日成交量较前 5 日 +14.25%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 7.7 万 → 7.9 万盎司（+3.75%），名义价值约 3.51 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0035%，前 7 日均值 +0.0071%，年化约 +7.7%",
     "highlight": "red"
    },
    {
     "text": "主动买卖比 24h 汇总 1.037（买 14.5 万 / 卖 13.9 万盎司），14/24 小时买方占优",
     "highlight": "green"
    },
    {
     "text": "全市场账户多空比 2.268 → 2.352（+3.72%）；大户账户多空比 2.375 → 2.516（+5.95%）",
     "highlight": "grey"
    },
    {
     "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）：$4,426.66 → $4,397.96，-0.65%，区间 $4,393.77 – $4,432.49，成交 8.7 万盎司（占全日 30.6%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,397.79 → $4,388.88，-0.20%，区间 $4,385.30 – $4,426.89，成交 10.7 万盎司（占全日 37.7%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,388.89 → $4,411.31，+0.51%，区间 $4,388.89 – $4,422.40，成交 6.3 万盎司（占全日 22.1%）",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,411.32 → $4,427.19，+0.36%，区间 $4,407.22 – $4,431.71，成交 2.8 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",
  "topAccountLongShort": "https://www.binance.com",
  "funding": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "cot": "https://publicreporting.cftc.gov/resource/72hh-3qpy.json (088691)"
 },
 "dataQuality": {
  "missing": [
   "dxy",
   "us10y"
  ],
  "warnings": [
   "DX-Y.NYB: no daily bar for 2026-09-07 (market holiday / not published) — factor dropped",
   "^TNX: no daily bar for 2026-09-07 (market holiday / not published) — factor dropped"
  ]
 }
}