{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-14",
 "window": {
  "start": "2026-09-14T00:00:00Z",
  "end": "2026-09-15T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.375Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4337.38,
  "high": 4359.96,
  "low": 4259.58,
  "close": 4292.79,
  "prevClose": 4357.18,
  "prevDate": "2026-09-11",
  "gapPct": -0.454,
  "change1dPct": -1.478,
  "change3dPct": -2.386,
  "change5dPct": -3.036,
  "change30dPct": -2.181,
  "amplitudePct": 2.304,
  "volumeXau": 498247.75,
  "quoteVolumeUsdt": 2145544183,
  "volume5dChangePct": -17.09,
  "realizedVolDailyPct": 1.787,
  "realizedVolSamples": 30,
  "logRet1d": -0.01488818790729641,
  "logRet3d": -0.02414480577737186,
  "logRet5d": -0.030828200079382844,
  "high30d": 4700.63,
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  "tradingDays30d": 21,
  "indexClose": 4289.32,
  "basisPct": 0.081,
  "emaTrend": {
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   "ema20": 4396.4,
   "gapPct": -0.3554,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 2,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4337.38,
   "high": 4359.96,
   "low": 4326.85,
   "close": 4342.13,
   "changePct": 0.11,
   "rangePct": 0.763,
   "volumeXau": 97379.9,
   "volumeSharePct": 19.5
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  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4342.13,
   "high": 4343.74,
   "low": 4284.27,
   "close": 4292.04,
   "changePct": -1.154,
   "rangePct": 1.37,
   "volumeXau": 137860.85,
   "volumeSharePct": 27.7
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  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4292.19,
   "high": 4322.87,
   "low": 4259.58,
   "close": 4316.17,
   "changePct": 0.559,
   "rangePct": 1.475,
   "volumeXau": 197662.7,
   "volumeSharePct": 39.7
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4316.17,
   "high": 4320.42,
   "low": 4287.62,
   "close": 4292.79,
   "changePct": -0.542,
   "rangePct": 0.76,
   "volumeXau": 65344.3,
   "volumeSharePct": 13.1
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 ],
 "derivatives": {
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   "end": 3.9702,
   "changePct": 20.67,
   "longPctEnd": 79.88,
   "avg": 3.7529,
   "startAt": "2026-09-14T00:00:00Z",
   "endAt": "2026-09-15T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9699,
   "buyVol": 245276.18,
   "sellVol": 252893.87,
   "hourlyMax": 1.2723,
   "hourlyMin": 0.6999,
   "last": 1.041,
   "hoursBuyDominant": 11,
   "hours": 24
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  "topPositionLongShort": {
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   "end": 2.0416,
   "changePct": -6.58,
   "longPctEnd": 67.12,
   "avg": 1.9603,
   "startAt": "2026-09-14T00:00:00Z",
   "endAt": "2026-09-15T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
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     "at": "2026-09-14T04:00:00Z",
     "rate": 0.00005191
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    {
     "at": "2026-09-14T08:00:00Z",
     "rate": 0.00006866
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    {
     "at": "2026-09-14T12:00:00Z",
     "rate": 0.00016148
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    {
     "at": "2026-09-14T16:00:00Z",
     "rate": 0.00016984
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    {
     "at": "2026-09-14T20:00:00Z",
     "rate": 0.00015738
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    {
     "at": "2026-09-15T00:00:00Z",
     "rate": 0.00010681
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   ],
   "avg": 0.00011935,
   "last": 0.00010681,
   "dayTotal": 0.00071608,
   "prev7dAvg": 0.00003955,
   "prev7dCount": 42,
   "annualizedPct": 26.14
  },
  "openInterest": {
   "start": 87520.673,
   "end": 102412.16,
   "startUsd": 379587428,
   "endUsd": 439608740,
   "change": 14891.487,
   "changePct": 17.015,
   "high": 107835.267,
   "low": 87520.673,
   "startAt": "2026-09-14T00:00:00Z",
   "endAt": "2026-09-15T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 3.4903,
   "end": 4.5096,
   "changePct": 29.2,
   "longPctEnd": 81.85,
   "avg": 4.118,
   "startAt": "2026-09-14T00:00:00Z",
   "endAt": "2026-09-15T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-14",
   "prevDate": "2026-09-11",
   "close": 99.46,
   "prev": 99.12,
   "changePct": 0.343,
   "logRet": 0.003424279051060143,
   "sigmaPct": 0.283,
   "samples": 29,
   "change5dPct": 0.303
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-14",
   "prevDate": "2026-09-11",
   "close": 4.961,
   "prev": 4.975,
   "changeBp": -1.4,
   "sigmaBp": 4.18,
   "samples": 29,
   "change5dBp": 17.7
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-08",
   "releasedOn": "2026-09-11",
   "managedMoneyLong": 145804,
   "managedMoneyShort": 10832,
   "managedMoneyNet": 134972,
   "managedMoneyNetChange": -1799,
   "openInterest": 411227,
   "netPctOfOi": 32.8,
   "ageDays": 6
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.9,
  "label": "lean_bear",
  "labelZh": "偏空",
  "confidence": 0.74,
  "components": {
   "weightedZ": -0.5608,
   "agreement": 0.643,
   "strength": 0.6,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -1.478,
    "z": -0.833,
    "contribution": -0.293
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.386,
    "z": -0.78,
    "contribution": -0.1
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -3.036,
    "z": -0.772,
    "contribution": -0.099
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.3554,
    "z": -0.199,
    "contribution": -0.032
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.343,
    "z": -1.21,
    "contribution": -0.232
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": -1.4,
    "z": 0.335,
    "contribution": 0.043
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 17.015,
    "z": -1.701,
    "contribution": -0.218
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9699,
    "z": -0.602,
    "contribution": -0.077
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.0000798,
    "z": 1.995,
    "contribution": 0.128
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00011935,
    "z": -0.693,
    "contribution": -0.044
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 20.67,
    "z": -1.034,
    "contribution": -0.066
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 29.2,
    "z": 1.46,
    "contribution": 0.093
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-14",
   "trendScore": -0.9,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.74
  },
  "yesterday": {
   "date": "2026-09-11",
   "trendScore": -0.13,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.43
  },
  "delta": -0.77
 },
 "dataSummary": "系统研判「偏空」，趋势分 -0.90（置信度 74%），前一交易日为「中性偏空」（-0.13）。黄金（XAUUSDT 永续）收于 $4,292.79，日涨跌 -1.48%，日内振幅 2.30%；3 日 -2.39%，5 日 -3.04%。日线 EMA10/EMA20 处于死叉状态（间距 -0.36%，2026-09-10 死叉，距今 2 个交易日）。宏观方面，美元指数 99.46（+0.34%），美债 10 年期收益率 4.961%（-1.4bp）。合约方面，永续持仓量 +17.02%，资金费率日均 +0.0119%（前 7 日 +0.0040%），主动买卖比 0.970。主要偏多因子：资金费率变化、大户多空比变化；主要偏空因子：当日涨跌、美元指数变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,292.79，UTC 2026-09-14 00:00 开盘 $4,337.38，较前一交易日（2026-09-11）收盘 $4,357.18 -1.48%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,359.96 / 低 $4,259.58，振幅 2.30%；30 日区间 $4,259.58 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -2.39%，5 日 -3.04%，30 日 -2.18%；30 个交易日日波动率 1.79%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,381.14 / EMA20 $4,396.40，间距 -0.36%（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 2 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 99.12 → 99.46（+0.34%），5 日 +0.30%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.975% → 4.961%（-1.4bp），5 日 +17.7bp",
     "highlight": "green"
    },
    {
     "text": "永续成交 49.8 万盎司（约 21.46 亿 USDT），近 5 个交易日成交量较前 5 日 -17.09%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 8.8 万 → 10.2 万盎司（+17.02%），名义价值约 4.40 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0119%，前 7 日均值 +0.0040%，年化约 +26.1%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 0.970（买 24.5 万 / 卖 25.3 万盎司），11/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 3.290 → 3.970（+20.67%）；大户账户多空比 3.490 → 4.510（+29.20%）",
     "highlight": "green"
    },
    {
     "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）：$4,337.38 → $4,342.13，+0.11%，区间 $4,326.85 – $4,359.96，成交 9.7 万盎司（占全日 19.5%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,342.13 → $4,292.04，-1.15%，区间 $4,284.27 – $4,343.74，成交 13.8 万盎司（占全日 27.7%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,292.19 → $4,316.17，+0.56%，区间 $4,259.58 – $4,322.87，成交 19.8 万盎司（占全日 39.7%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,316.17 → $4,292.79，-0.54%，区间 $4,287.62 – $4,320.42，成交 6.5 万盎司（占全日 13.1%）",
     "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",
  "funding": "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": []
 }
}