{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-10",
 "window": {
  "start": "2026-09-10T00:00:00Z",
  "end": "2026-09-11T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.371Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4397.72,
  "high": 4438.79,
  "low": 4315.55,
  "close": 4319.26,
  "prevClose": 4397.7,
  "prevDate": "2026-09-09",
  "gapPct": 0,
  "change1dPct": -1.784,
  "change3dPct": -2.438,
  "change5dPct": -3.671,
  "change30dPct": -1.302,
  "amplitudePct": 2.802,
  "volumeXau": 475379.96,
  "quoteVolumeUsdt": 2079612015,
  "volume5dChangePct": -32.28,
  "realizedVolDailyPct": 1.769,
  "realizedVolSamples": 30,
  "logRet1d": -0.017997585695121443,
  "logRet3d": -0.02468097999713251,
  "logRet5d": -0.03740242153134757,
  "high30d": 4700.63,
  "low30d": 4288,
  "tradingDays30d": 22,
  "indexClose": 4317.05,
  "basisPct": 0.051,
  "emaTrend": {
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   "ema20": 4412.58,
   "gapPct": -0.049,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 0,
   "barsUsed": 115
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 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4397.72,
   "high": 4435.24,
   "low": 4393.48,
   "close": 4435.23,
   "changePct": 0.853,
   "rangePct": 0.95,
   "volumeXau": 68305.45,
   "volumeSharePct": 14.4
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4435.24,
   "high": 4438.79,
   "low": 4378.34,
   "close": 4379.66,
   "changePct": -1.253,
   "rangePct": 1.363,
   "volumeXau": 110753.75,
   "volumeSharePct": 23.3
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4379.66,
   "high": 4382.86,
   "low": 4328.91,
   "close": 4357.71,
   "changePct": -0.501,
   "rangePct": 1.232,
   "volumeXau": 223706.37,
   "volumeSharePct": 47.1
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4357.7,
   "high": 4360.82,
   "low": 4315.55,
   "close": 4319.26,
   "changePct": -0.882,
   "rangePct": 1.039,
   "volumeXau": 72614.39,
   "volumeSharePct": 15.3
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.5224,
   "end": 3.3516,
   "changePct": 32.87,
   "longPctEnd": 77.02,
   "avg": 2.8562,
   "startAt": "2026-09-10T00:00:00Z",
   "endAt": "2026-09-11T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9855,
   "buyVol": 235920.32,
   "sellVol": 239393.09,
   "hourlyMax": 1.2223,
   "hourlyMin": 0.8281,
   "last": 0.8363,
   "hoursBuyDominant": 13,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 1.7339,
   "end": 2.0577,
   "changePct": 18.67,
   "longPctEnd": 67.3,
   "avg": 1.8596,
   "startAt": "2026-09-10T00:00:00Z",
   "endAt": "2026-09-11T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 80375.356,
   "end": 93108.151,
   "startUsd": 353461881,
   "endUsd": 402134175,
   "change": 12732.795,
   "changePct": 15.842,
   "high": 93108.151,
   "low": 79142.59,
   "startAt": "2026-09-10T00:00:00Z",
   "endAt": "2026-09-11T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 2.592,
   "end": 3.6339,
   "changePct": 40.2,
   "longPctEnd": 78.42,
   "avg": 2.9815,
   "startAt": "2026-09-10T00:00:00Z",
   "endAt": "2026-09-11T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-10T04:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-10T08:00:00Z",
     "rate": 0.00002462
    },
    {
     "at": "2026-09-10T12:00:00Z",
     "rate": 0.00006771
    },
    {
     "at": "2026-09-10T16:00:00Z",
     "rate": 0.00002843
    },
    {
     "at": "2026-09-10T20:00:00Z",
     "rate": 0.00010402
    },
    {
     "at": "2026-09-11T00:00:00Z",
     "rate": 0.00008803
    }
   ],
   "avg": 0.00005214,
   "last": 0.00008803,
   "dayTotal": 0.00031281,
   "prev7dAvg": 0.00003931,
   "prev7dCount": 42,
   "annualizedPct": 11.42
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-10",
   "prevDate": "2026-09-09",
   "close": 99.09,
   "prev": 98.77,
   "changePct": 0.324,
   "logRet": 0.003234610180746546,
   "sigmaPct": 0.309,
   "samples": 29,
   "change5dPct": -0.472
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-10",
   "prevDate": "2026-09-09",
   "close": 4.944,
   "prev": 4.837,
   "changeBp": 10.7,
   "sigmaBp": 4.01,
   "samples": 29,
   "change5dBp": 14.8
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-01",
   "releasedOn": "2026-09-04",
   "managedMoneyLong": 149721,
   "managedMoneyShort": 12950,
   "managedMoneyNet": 136771,
   "managedMoneyNetChange": -7976,
   "openInterest": 415196,
   "netPctOfOi": 32.9,
   "ageDays": 9
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -1.33,
  "label": "lean_bear",
  "labelZh": "偏空",
  "confidence": 0.84,
  "components": {
   "weightedZ": -0.8291,
   "agreement": 0.707,
   "strength": 0.887,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -1.784,
    "z": -1.017,
    "contribution": -0.358
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.438,
    "z": -0.806,
    "contribution": -0.103
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -3.671,
    "z": -0.946,
    "contribution": -0.121
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.049,
    "z": -0.028,
    "contribution": -0.004
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.324,
    "z": -1.047,
    "contribution": -0.201
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 10.7,
    "z": -2.668,
    "contribution": -0.342
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 15.842,
    "z": -1.584,
    "contribution": -0.203
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9855,
    "z": -0.29,
    "contribution": -0.037
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00001283,
    "z": 0.321,
    "contribution": 0.021
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005214,
    "z": -0.021,
    "contribution": -0.001
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 32.87,
    "z": -1.644,
    "contribution": -0.105
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 40.2,
    "z": 2.01,
    "contribution": 0.129
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-10",
   "trendScore": -1.33,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.84
  },
  "yesterday": {
   "date": "2026-09-09",
   "trendScore": -0.13,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.45
  },
  "delta": -1.2
 },
 "dataSummary": "系统研判「偏空」，趋势分 -1.33（置信度 84%），前一交易日为「中性偏空」（-0.13）。黄金（XAUUSDT 永续）收于 $4,319.26，日涨跌 -1.78%，日内振幅 2.80%；3 日 -2.44%，5 日 -3.67%。日线 EMA10/EMA20 处于死叉状态（间距 -0.05%，2026-09-10 当日死叉）。宏观方面，美元指数 99.09（+0.32%），美债 10 年期收益率 4.944%（+10.7bp）。合约方面，永续持仓量 +15.84%，资金费率日均 +0.0052%（前 7 日 +0.0039%），主动买卖比 0.986。主要偏多因子：大户多空比变化；主要偏空因子：当日涨跌、美债收益率变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,319.26，UTC 2026-09-10 00:00 开盘 $4,397.72，较前一交易日（2026-09-09）收盘 $4,397.70 -1.78%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,438.79 / 低 $4,315.55，振幅 2.80%；30 日区间 $4,288.00 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -2.44%，5 日 -3.67%，30 日 -1.30%；30 个交易日日波动率 1.77%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,410.47 / EMA20 $4,412.58，间距 -0.05%（占收盘价），死叉状态（EMA10 在 EMA20 下方）；最近一次交叉：2026-09-10 当日死叉",
     "highlight": "grey"
    },
    {
     "text": "美元指数 98.77 → 99.09（+0.32%），5 日 -0.47%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.837% → 4.944%（+10.7bp），5 日 +14.8bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 47.5 万盎司（约 20.80 亿 USDT），近 5 个交易日成交量较前 5 日 -32.28%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 8.0 万 → 9.3 万盎司（+15.84%），名义价值约 4.02 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0052%，前 7 日均值 +0.0039%，年化约 +11.4%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.986（买 23.6 万 / 卖 23.9 万盎司），13/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 2.522 → 3.352（+32.87%）；大户账户多空比 2.592 → 3.634（+40.20%）",
     "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）：$4,397.72 → $4,435.23，+0.85%，区间 $4,393.48 – $4,435.24，成交 6.8 万盎司（占全日 14.4%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,435.24 → $4,379.66，-1.25%，区间 $4,378.34 – $4,438.79，成交 11.1 万盎司（占全日 23.3%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,379.66 → $4,357.71，-0.50%，区间 $4,328.91 – $4,382.86，成交 22.4 万盎司（占全日 47.1%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,357.70 → $4,319.26，-0.88%，区间 $4,315.55 – $4,360.82，成交 7.3 万盎司（占全日 15.3%）",
     "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",
  "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": []
 }
}