{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-11",
 "window": {
  "start": "2026-09-11T00:00:00Z",
  "end": "2026-09-12T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.373Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4319.25,
  "high": 4406.88,
  "low": 4295,
  "close": 4357.18,
  "prevClose": 4319.26,
  "prevDate": "2026-09-10",
  "gapPct": 0,
  "change1dPct": 0.878,
  "change3dPct": 0.078,
  "change5dPct": -1.757,
  "change30dPct": -1.389,
  "amplitudePct": 2.59,
  "volumeXau": 558555.02,
  "quoteVolumeUsdt": 2432592379,
  "volume5dChangePct": -27.92,
  "realizedVolDailyPct": 1.807,
  "realizedVolSamples": 30,
  "logRet1d": 0.008740967825046027,
  "logRet3d": 0.0007829226833319019,
  "logRet5d": -0.017729613780794292,
  "high30d": 4700.63,
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  "tradingDays30d": 22,
  "indexClose": 4356.56,
  "basisPct": 0.014,
  "emaTrend": {
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   "ema20": 4407.31,
   "gapPct": -0.1498,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 1,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4319.25,
   "high": 4355.81,
   "low": 4306.02,
   "close": 4350.36,
   "changePct": 0.72,
   "rangePct": 1.153,
   "volumeXau": 121985.54,
   "volumeSharePct": 21.8
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  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4350.35,
   "high": 4365.3,
   "low": 4335.38,
   "close": 4338.21,
   "changePct": -0.279,
   "rangePct": 0.688,
   "volumeXau": 90499.59,
   "volumeSharePct": 16.2
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  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4338.22,
   "high": 4406.88,
   "low": 4295,
   "close": 4363.15,
   "changePct": 0.575,
   "rangePct": 2.579,
   "volumeXau": 313526.77,
   "volumeSharePct": 56.1
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4363.16,
   "high": 4364.37,
   "low": 4347.95,
   "close": 4357.18,
   "changePct": -0.137,
   "rangePct": 0.376,
   "volumeXau": 32543.12,
   "volumeSharePct": 5.8
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 3.3516,
   "end": 3.1051,
   "changePct": -7.35,
   "longPctEnd": 75.64,
   "avg": 3.135,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.972,
   "buyVol": 275309.08,
   "sellVol": 283243.24,
   "hourlyMax": 1.4747,
   "hourlyMin": 0.762,
   "last": 1.4313,
   "hoursBuyDominant": 8,
   "hours": 24
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  "topPositionLongShort": {
   "start": 2.0577,
   "end": 2.1264,
   "changePct": 3.34,
   "longPctEnd": 68.01,
   "avg": 2.0577,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 93108.151,
   "end": 87209.183,
   "startUsd": 402134175,
   "endUsd": 379985935,
   "change": -5898.968,
   "changePct": -6.336,
   "high": 97772.217,
   "low": 86919.006,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 3.6339,
   "end": 3.1841,
   "changePct": -12.38,
   "longPctEnd": 76.1,
   "avg": 3.2497,
   "startAt": "2026-09-11T00:00:00Z",
   "endAt": "2026-09-12T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-11T04:00:00Z",
     "rate": 0.00007385
    },
    {
     "at": "2026-09-11T08:00:00Z",
     "rate": 0.00002758
    },
    {
     "at": "2026-09-11T12:00:00Z",
     "rate": 0.00008497
    },
    {
     "at": "2026-09-11T16:00:00Z",
     "rate": 0.00011108
    },
    {
     "at": "2026-09-11T20:00:00Z",
     "rate": 0.00017083
    },
    {
     "at": "2026-09-12T00:00:00Z",
     "rate": 0
    }
   ],
   "avg": 0.00007805,
   "last": 0,
   "dayTotal": 0.00046831,
   "prev7dAvg": 0.00003835,
   "prev7dCount": 42,
   "annualizedPct": 17.09
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-11",
   "prevDate": "2026-09-10",
   "close": 99.12,
   "prev": 99.09,
   "changePct": 0.03,
   "logRet": 0.00030277391715087846,
   "sigmaPct": 0.285,
   "samples": 29,
   "change5dPct": 0.121
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-11",
   "prevDate": "2026-09-10",
   "close": 4.975,
   "prev": 4.944,
   "changeBp": 3.1,
   "sigmaBp": 4.38,
   "samples": 29,
   "change5dBp": 21.3
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-08",
   "releasedOn": "2026-09-11",
   "managedMoneyLong": 145804,
   "managedMoneyShort": 10832,
   "managedMoneyNet": 134972,
   "managedMoneyNetChange": -1799,
   "openInterest": 411227,
   "netPctOfOi": 32.8,
   "ageDays": 3
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.13,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.43,
  "components": {
   "weightedZ": -0.0814,
   "agreement": 0.244,
   "strength": 0.087,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": 0.878,
    "z": 0.484,
    "contribution": 0.17
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.078,
    "z": 0.025,
    "contribution": 0.003
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -1.757,
    "z": -0.439,
    "contribution": -0.056
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.1498,
    "z": -0.083,
    "contribution": -0.013
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.03,
    "z": -0.106,
    "contribution": -0.02
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 3.1,
    "z": -0.708,
    "contribution": -0.091
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -6.336,
    "z": -0.634,
    "contribution": -0.081
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.972,
    "z": -0.56,
    "contribution": -0.072
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.0000397,
    "z": 0.992,
    "contribution": 0.063
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00007805,
    "z": -0.28,
    "contribution": -0.018
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -7.35,
    "z": 0.368,
    "contribution": 0.024
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -12.38,
    "z": -0.619,
    "contribution": -0.04
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-11",
   "trendScore": -0.13,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.43
  },
  "yesterday": {
   "date": "2026-09-10",
   "trendScore": -1.33,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.84
  },
  "delta": 1.2
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.13（置信度 43%），前一交易日为「偏空」（-1.33）。黄金（XAUUSDT 永续）收于 $4,357.18，日涨跌 +0.88%，日内振幅 2.59%；3 日 +0.08%，5 日 -1.76%。日线 EMA10/EMA20 处于死叉状态（间距 -0.15%，2026-09-10 死叉，距今 1 个交易日）。宏观方面，美元指数 99.12（+0.03%），美债 10 年期收益率 4.975%（+3.1bp）。合约方面，永续持仓量 -6.34%，资金费率日均 +0.0078%（前 7 日 +0.0038%），主动买卖比 0.972。主要偏多因子：当日涨跌、资金费率变化；主要偏空因子：美债收益率变化、持仓量变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,357.18，UTC 2026-09-11 00:00 开盘 $4,319.25，较前一交易日（2026-09-10）收盘 $4,319.26 +0.88%",
     "highlight": "green"
    },
    {
     "text": "日内高 $4,406.88 / 低 $4,295.00，振幅 2.59%；30 日区间 $4,288.00 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +0.08%，5 日 -1.76%，30 日 -1.39%；30 个交易日日波动率 1.81%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,400.78 / EMA20 $4,407.31，间距 -0.15%（占收盘价），死叉状态（EMA10 在 EMA20 下方）；最近一次交叉：2026-09-10 死叉，距今 1 个交易日",
     "highlight": "grey"
    },
    {
     "text": "美元指数 99.09 → 99.12（+0.03%），5 日 +0.12%",
     "highlight": "grey"
    },
    {
     "text": "美国 10 年期国债收益率 4.944% → 4.975%（+3.1bp），5 日 +21.3bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 55.9 万盎司（约 24.33 亿 USDT），近 5 个交易日成交量较前 5 日 -27.92%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 9.3 万 → 8.7 万盎司（-6.34%），名义价值约 3.80 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0078%，前 7 日均值 +0.0038%，年化约 +17.1%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 0.972（买 27.5 万 / 卖 28.3 万盎司），8/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 3.352 → 3.105（-7.35%）；大户账户多空比 3.634 → 3.184（-12.38%）",
     "highlight": "grey"
    },
    {
     "text": "CFTC 持仓报告（2026-09-08）：COMEX 黄金管理基金净多 134,972 手，周变化 -1,799 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）：$4,319.25 → $4,350.36，+0.72%，区间 $4,306.02 – $4,355.81，成交 12.2 万盎司（占全日 21.8%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,350.35 → $4,338.21，-0.28%，区间 $4,335.38 – $4,365.30，成交 9.0 万盎司（占全日 16.2%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,338.22 → $4,363.15，+0.57%，区间 $4,295.00 – $4,406.88，成交 31.4 万盎司（占全日 56.1%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,363.16 → $4,357.18，-0.14%，区间 $4,347.95 – $4,364.37，成交 3.3 万盎司（占全日 5.8%）",
     "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": []
 }
}