{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-15",
 "window": {
  "start": "2026-09-15T00:00:00Z",
  "end": "2026-09-16T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.377Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4292.79,
  "high": 4321.22,
  "low": 4266.68,
  "close": 4288.95,
  "prevClose": 4292.79,
  "prevDate": "2026-09-14",
  "gapPct": 0,
  "change1dPct": -0.089,
  "change3dPct": -0.702,
  "change5dPct": -1.489,
  "change30dPct": -2.268,
  "amplitudePct": 1.271,
  "volumeXau": 348088.76,
  "quoteVolumeUsdt": 1494711340,
  "volume5dChangePct": -9.52,
  "realizedVolDailyPct": 1.815,
  "realizedVolSamples": 30,
  "logRet1d": -0.0008949234668690211,
  "logRet3d": -0.007042143549119364,
  "logRet5d": -0.015000188690833543,
  "high30d": 4700.63,
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  "tradingDays30d": 22,
  "indexClose": 4286.5,
  "basisPct": 0.057,
  "emaTrend": {
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   "ema20": 4386.17,
   "gapPct": -0.508,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 3,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4292.79,
   "high": 4321.22,
   "low": 4288.21,
   "close": 4295.75,
   "changePct": 0.069,
   "rangePct": 0.769,
   "volumeXau": 71590.47,
   "volumeSharePct": 20.6
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4295.74,
   "high": 4299.78,
   "low": 4266.68,
   "close": 4289.41,
   "changePct": -0.147,
   "rangePct": 0.771,
   "volumeXau": 100231.89,
   "volumeSharePct": 28.8
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4289.4,
   "high": 4305.25,
   "low": 4276.18,
   "close": 4300.02,
   "changePct": 0.248,
   "rangePct": 0.678,
   "volumeXau": 121657.37,
   "volumeSharePct": 35
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4300.04,
   "high": 4316.2,
   "low": 4286.98,
   "close": 4288.95,
   "changePct": -0.258,
   "rangePct": 0.68,
   "volumeXau": 54609.03,
   "volumeSharePct": 15.7
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 3.9702,
   "end": 3.5413,
   "changePct": -10.8,
   "longPctEnd": 77.98,
   "avg": 3.7684,
   "startAt": "2026-09-15T00:00:00Z",
   "endAt": "2026-09-16T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9878,
   "buyVol": 172966.49,
   "sellVol": 175106.29,
   "hourlyMax": 1.4974,
   "hourlyMin": 0.6424,
   "last": 1.4974,
   "hoursBuyDominant": 13,
   "hours": 24
  },
  "openInterest": {
   "start": 102412.16,
   "end": 104237.297,
   "startUsd": 439608740,
   "endUsd": 447042001,
   "change": 1825.137,
   "changePct": 1.782,
   "high": 108481.135,
   "low": 101578.762,
   "startAt": "2026-09-15T00:00:00Z",
   "endAt": "2026-09-16T00:00:00Z",
   "partial": false
  },
  "topPositionLongShort": {
   "start": 2.0416,
   "end": 1.852,
   "changePct": -9.29,
   "longPctEnd": 64.94,
   "avg": 1.9535,
   "startAt": "2026-09-15T00:00:00Z",
   "endAt": "2026-09-16T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-15T04:00:00Z",
     "rate": 0.00008258
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    {
     "at": "2026-09-15T08:00:00Z",
     "rate": 0.00007851
    },
    {
     "at": "2026-09-15T12:00:00Z",
     "rate": 0.00008062
    },
    {
     "at": "2026-09-15T16:00:00Z",
     "rate": 0.00004571
    },
    {
     "at": "2026-09-15T20:00:00Z",
     "rate": 0.00002638
    },
    {
     "at": "2026-09-16T00:00:00Z",
     "rate": 0.00000885
    }
   ],
   "avg": 0.00005378,
   "last": 0.00000885,
   "dayTotal": 0.00032265,
   "prev7dAvg": 0.0000516,
   "prev7dCount": 42,
   "annualizedPct": 11.78
  },
  "topAccountLongShort": {
   "start": 4.5096,
   "end": 4.0352,
   "changePct": -10.52,
   "longPctEnd": 80.14,
   "avg": 4.2635,
   "startAt": "2026-09-15T00:00:00Z",
   "endAt": "2026-09-16T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-15",
   "prevDate": "2026-09-14",
   "close": 99.65,
   "prev": 99.46,
   "changePct": 0.191,
   "logRet": 0.0019085178895739117,
   "sigmaPct": 0.289,
   "samples": 29,
   "change5dPct": 0.82
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-15",
   "prevDate": "2026-09-14",
   "close": 4.996,
   "prev": 4.961,
   "changeBp": 3.5,
   "sigmaBp": 4,
   "samples": 29,
   "change5dBp": 19
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-08",
   "releasedOn": "2026-09-11",
   "managedMoneyLong": 145804,
   "managedMoneyShort": 10832,
   "managedMoneyNet": 134972,
   "managedMoneyNetChange": -1799,
   "openInterest": 411227,
   "netPctOfOi": 32.8,
   "ageDays": 7
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.43,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.5,
  "components": {
   "weightedZ": -0.2681,
   "agreement": 0.292,
   "strength": 0.287,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.089,
    "z": -0.049,
    "contribution": -0.017
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -0.702,
    "z": -0.224,
    "contribution": -0.029
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -1.489,
    "z": -0.37,
    "contribution": -0.047
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.508,
    "z": -0.28,
    "contribution": -0.045
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.191,
    "z": -0.66,
    "contribution": -0.127
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 3.5,
    "z": -0.875,
    "contribution": -0.112
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 1.782,
    "z": -0.178,
    "contribution": -0.023
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9878,
    "z": -0.244,
    "contribution": -0.031
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00000218,
    "z": 0.054,
    "contribution": 0.003
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005378,
    "z": -0.038,
    "contribution": -0.002
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -10.8,
    "z": 0.54,
    "contribution": 0.035
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": -10.52,
    "z": -0.526,
    "contribution": -0.034
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-15",
   "trendScore": -0.43,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.5
  },
  "yesterday": {
   "date": "2026-09-14",
   "trendScore": -0.9,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.74
  },
  "delta": 0.47
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.43（置信度 50%），前一交易日为「偏空」（-0.90）。黄金（XAUUSDT 永续）收于 $4,288.95，日涨跌 -0.09%，日内振幅 1.27%；3 日 -0.70%，5 日 -1.49%。日线 EMA10/EMA20 处于死叉状态（间距 -0.51%，2026-09-10 死叉，距今 3 个交易日）。宏观方面，美元指数 99.65（+0.19%），美债 10 年期收益率 4.996%（+3.5bp）。合约方面，永续持仓量 +1.78%，资金费率日均 +0.0054%（前 7 日 +0.0052%），主动买卖比 0.988。主要偏空因子：美元指数变化、美债收益率变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,288.95，UTC 2026-09-15 00:00 开盘 $4,292.79，较前一交易日（2026-09-14）收盘 $4,292.79 -0.09%",
     "highlight": "grey"
    },
    {
     "text": "日内高 $4,321.22 / 低 $4,266.68，振幅 1.27%；30 日区间 $4,259.58 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -0.70%，5 日 -1.49%，30 日 -2.27%；30 个交易日日波动率 1.81%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,364.38 / EMA20 $4,386.17，间距 -0.51%（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 3 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 99.46 → 99.65（+0.19%），5 日 +0.82%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.961% → 4.996%（+3.5bp），5 日 +19.0bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 34.8 万盎司（约 14.95 亿 USDT），近 5 个交易日成交量较前 5 日 -9.52%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 10.2 万 → 10.4 万盎司（+1.78%），名义价值约 4.47 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0054%，前 7 日均值 +0.0052%，年化约 +11.8%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.988（买 17.3 万 / 卖 17.5 万盎司），13/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 3.970 → 3.541（-10.80%）；大户账户多空比 4.510 → 4.035（-10.52%）",
     "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）：$4,292.79 → $4,295.75，+0.07%，区间 $4,288.21 – $4,321.22，成交 7.2 万盎司（占全日 20.6%）",
     "highlight": "grey"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,295.74 → $4,289.41，-0.15%，区间 $4,266.68 – $4,299.78，成交 10.0 万盎司（占全日 28.8%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,289.40 → $4,300.02，+0.25%，区间 $4,276.18 – $4,305.25，成交 12.2 万盎司（占全日 35%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,300.04 → $4,288.95，-0.26%，区间 $4,286.98 – $4,316.20，成交 5.5 万盎司（占全日 15.7%）",
     "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",
  "openInterest": "https://www.binance.com",
  "topPositionLongShort": "https://www.binance.com",
  "funding": "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": []
 }
}