{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-08",
 "window": {
  "start": "2026-09-08T00:00:00Z",
  "end": "2026-09-09T00:00:00Z",
  "timezone": "UTC"
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 "generatedAt": "2026-09-25T14:54:20.366Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4427.2,
  "high": 4446.54,
  "low": 4351.12,
  "close": 4353.77,
  "prevClose": 4427.19,
  "prevDate": "2026-09-07",
  "gapPct": 0,
  "change1dPct": -1.658,
  "change3dPct": -2.902,
  "change5dPct": 0.53,
  "change30dPct": -0.006,
  "amplitudePct": 2.155,
  "volumeXau": 370369.93,
  "quoteVolumeUsdt": 1630544235,
  "volume5dChangePct": -0.41,
  "realizedVolDailyPct": 1.763,
  "realizedVolSamples": 30,
  "logRet1d": -0.016722934855418366,
  "logRet3d": -0.02944437638963346,
  "logRet5d": 0.005282926871309091,
  "high30d": 4700.63,
  "low30d": 4288,
  "tradingDays30d": 22,
  "indexClose": 4350.74,
  "basisPct": 0.07,
  "emaTrend": {
   "ema10": 4438.08,
   "ema20": 4425,
   "gapPct": 0.3002,
   "state": "golden",
   "lastCross": "golden",
   "lastCrossDate": "2026-08-05",
   "barsSinceCross": 24,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4427.2,
   "high": 4446.54,
   "low": 4418.93,
   "close": 4422.9,
   "changePct": -0.097,
   "rangePct": 0.624,
   "volumeXau": 83139.79,
   "volumeSharePct": 22.4
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  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4422.9,
   "high": 4423.91,
   "low": 4392.52,
   "close": 4410.55,
   "changePct": -0.279,
   "rangePct": 0.71,
   "volumeXau": 92246.18,
   "volumeSharePct": 24.9
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  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4410.54,
   "high": 4417.26,
   "low": 4385.89,
   "close": 4394.23,
   "changePct": -0.37,
   "rangePct": 0.711,
   "volumeXau": 119281.6,
   "volumeSharePct": 32.2
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4394.23,
   "high": 4394.58,
   "low": 4351.12,
   "close": 4353.77,
   "changePct": -0.921,
   "rangePct": 0.989,
   "volumeXau": 75702.36,
   "volumeSharePct": 20.4
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 ],
 "derivatives": {
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   "start": 2.3523,
   "end": 3.0209,
   "changePct": 28.42,
   "longPctEnd": 75.13,
   "avg": 2.6224,
   "startAt": "2026-09-08T00:00:00Z",
   "endAt": "2026-09-09T00:00:00Z",
   "partial": false
  },
  "topPositionLongShort": {
   "start": 1.644,
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   "changePct": 2.46,
   "longPctEnd": 62.75,
   "avg": 1.6371,
   "startAt": "2026-09-08T00:00:00Z",
   "endAt": "2026-09-09T00:00:00Z",
   "partial": false
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  "funding": {
   "intervalHours": 4,
   "settlements": [
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     "at": "2026-09-08T04:00:00Z",
     "rate": 0.00001177
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    {
     "at": "2026-09-08T08:00:00Z",
     "rate": 0.00002856
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    {
     "at": "2026-09-08T12:00:00Z",
     "rate": 0.00005443
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    {
     "at": "2026-09-08T16:00:00Z",
     "rate": 0.00005799
    },
    {
     "at": "2026-09-08T20:00:00Z",
     "rate": 0.00012079
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    {
     "at": "2026-09-09T00:00:00Z",
     "rate": 0.00013532
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   ],
   "avg": 0.00006814,
   "last": 0.00013532,
   "dayTotal": 0.00040886,
   "prev7dAvg": 0.00006331,
   "prev7dCount": 42,
   "annualizedPct": 14.92
  },
  "taker": {
   "ratio": 0.9856,
   "buyVol": 183808.5,
   "sellVol": 186498.55,
   "hourlyMax": 2.0058,
   "hourlyMin": 0.8434,
   "last": 1.2297,
   "hoursBuyDominant": 10,
   "hours": 24
  },
  "openInterest": {
   "start": 79388.96,
   "end": 88257.998,
   "startUsd": 351476465,
   "endUsd": 384258554,
   "change": 8869.038,
   "changePct": 11.172,
   "high": 88257.998,
   "low": 79388.96,
   "startAt": "2026-09-08T00:00:00Z",
   "endAt": "2026-09-09T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 2.5162,
   "end": 3.268,
   "changePct": 29.88,
   "longPctEnd": 76.57,
   "avg": 2.7727,
   "startAt": "2026-09-08T00:00:00Z",
   "endAt": "2026-09-09T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-08",
   "prevDate": "2026-09-04",
   "close": 98.84,
   "prev": 99.16,
   "changePct": -0.323,
   "logRet": -0.0032324000287812923,
   "sigmaPct": 0.32,
   "samples": 29,
   "change5dPct": -0.593
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-08",
   "prevDate": "2026-09-04",
   "close": 4.806,
   "prev": 4.784,
   "changeBp": 2.2,
   "sigmaBp": 4.06,
   "samples": 29,
   "change5dBp": 4.8
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-01",
   "releasedOn": "2026-09-04",
   "managedMoneyLong": 149721,
   "managedMoneyShort": 12950,
   "managedMoneyNet": 136771,
   "managedMoneyNetChange": -7976,
   "openInterest": 415196,
   "netPctOfOi": 32.9,
   "ageDays": 7
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 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.47,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.59,
  "components": {
   "weightedZ": -0.2922,
   "agreement": 0.48,
   "strength": 0.313,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -1.658,
    "z": -0.949,
    "contribution": -0.334
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.902,
    "z": -0.964,
    "contribution": -0.123
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.53,
    "z": 0.134,
    "contribution": 0.017
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": 0.3002,
    "z": 0.17,
    "contribution": 0.027
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": -0.323,
    "z": 1.01,
    "contribution": 0.194
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 2.2,
    "z": -0.542,
    "contribution": -0.069
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 11.172,
    "z": -1.117,
    "contribution": -0.143
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9856,
    "z": -0.288,
    "contribution": -0.037
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00000483,
    "z": 0.121,
    "contribution": 0.008
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00006814,
    "z": -0.181,
    "contribution": -0.012
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 28.42,
    "z": -1.421,
    "contribution": -0.091
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 29.88,
    "z": 1.494,
    "contribution": 0.096
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  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-08",
   "trendScore": -0.47,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.59
  },
  "yesterday": {
   "date": "2026-09-07",
   "trendScore": 0.04,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.35
  },
  "delta": -0.51
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.47（置信度 59%），前一交易日为「中性偏多」（+0.04）。黄金（XAUUSDT 永续）收于 $4,353.77，日涨跌 -1.66%，日内振幅 2.15%；3 日 -2.90%，5 日 +0.53%。日线 EMA10/EMA20 处于金叉状态（间距 +0.30%，2026-08-05 金叉，距今 24 个交易日）。宏观方面，美元指数 98.84（-0.32%），美债 10 年期收益率 4.806%（+2.2bp）。合约方面，永续持仓量 +11.17%，资金费率日均 +0.0068%（前 7 日 +0.0063%），主动买卖比 0.986。主要偏多因子：美元指数变化、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 $4,353.77，UTC 2026-09-08 00:00 开盘 $4,427.20，较前一交易日（2026-09-07）收盘 $4,427.19 -1.66%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,446.54 / 低 $4,351.12，振幅 2.15%；30 日区间 $4,288.00 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -2.90%，5 日 +0.53%，30 日 -0.01%；30 个交易日日波动率 1.76%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,438.08 / EMA20 $4,425.00，间距 +0.30%（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 24 个交易日",
     "highlight": "green"
    },
    {
     "text": "美元指数 99.16 → 98.84（-0.32%），5 日 -0.59%",
     "highlight": "green"
    },
    {
     "text": "美国 10 年期国债收益率 4.784% → 4.806%（+2.2bp），5 日 +4.8bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 37.0 万盎司（约 16.31 亿 USDT），近 5 个交易日成交量较前 5 日 -0.41%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 7.9 万 → 8.8 万盎司（+11.17%），名义价值约 3.84 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0068%，前 7 日均值 +0.0063%，年化约 +14.9%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.986（买 18.4 万 / 卖 18.6 万盎司），10/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 2.352 → 3.021（+28.42%）；大户账户多空比 2.516 → 3.268（+29.88%）",
     "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）：$4,427.20 → $4,422.90，-0.10%，区间 $4,418.93 – $4,446.54，成交 8.3 万盎司（占全日 22.4%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,422.90 → $4,410.55，-0.28%，区间 $4,392.52 – $4,423.91，成交 9.2 万盎司（占全日 24.9%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,410.54 → $4,394.23，-0.37%，区间 $4,385.89 – $4,417.26，成交 11.9 万盎司（占全日 32.2%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,394.23 → $4,353.77，-0.92%，区间 $4,351.12 – $4,394.58，成交 7.6 万盎司（占全日 20.4%）",
     "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",
  "funding": "https://www.binance.com",
  "taker": "https://www.binance.com",
  "openInterest": "https://www.binance.com",
  "topAccountLongShort": "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": []
 }
}