{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-16",
 "window": {
  "start": "2026-09-16T00:00:00Z",
  "end": "2026-09-17T00:00:00Z",
  "timezone": "UTC"
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 "generatedAt": "2026-09-25T14:54:20.379Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4288.95,
  "high": 4380,
  "low": 4243.81,
  "close": 4277.72,
  "prevClose": 4288.95,
  "prevDate": "2026-09-15",
  "gapPct": 0,
  "change1dPct": -0.262,
  "change3dPct": -1.824,
  "change5dPct": -2.728,
  "change30dPct": -3.44,
  "amplitudePct": 3.175,
  "volumeXau": 809051.49,
  "quoteVolumeUsdt": 3490129840,
  "volume5dChangePct": 22.09,
  "realizedVolDailyPct": 1.815,
  "realizedVolSamples": 30,
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  "logRet3d": -0.018404901739083327,
  "logRet5d": -0.02766151960915884,
  "high30d": 4700.63,
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  "tradingDays30d": 22,
  "indexClose": 4275.12,
  "basisPct": 0.061,
  "emaTrend": {
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   "ema20": 4375.84,
   "gapPct": -0.6362,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 4,
   "barsUsed": 115
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 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4288.95,
   "high": 4346.46,
   "low": 4281.35,
   "close": 4332.31,
   "changePct": 1.011,
   "rangePct": 1.518,
   "volumeXau": 98960.08,
   "volumeSharePct": 12.2
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  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4332.31,
   "high": 4358.82,
   "low": 4327.93,
   "close": 4347.38,
   "changePct": 0.348,
   "rangePct": 0.713,
   "volumeXau": 115524.24,
   "volumeSharePct": 14.3
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  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4347.37,
   "high": 4380,
   "low": 4330.53,
   "close": 4367.07,
   "changePct": 0.453,
   "rangePct": 1.138,
   "volumeXau": 141761.69,
   "volumeSharePct": 17.5
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  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4367.05,
   "high": 4376.72,
   "low": 4243.81,
   "close": 4277.72,
   "changePct": -2.046,
   "rangePct": 3.043,
   "volumeXau": 452805.48,
   "volumeSharePct": 56
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 ],
 "derivatives": {
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   "start": 3.5413,
   "end": 3.7847,
   "changePct": 6.87,
   "longPctEnd": 79.1,
   "avg": 3.0951,
   "startAt": "2026-09-16T00:00:00Z",
   "endAt": "2026-09-17T00:00:00Z",
   "partial": false
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  "topPositionLongShort": {
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   "end": 1.8283,
   "changePct": -1.28,
   "longPctEnd": 64.64,
   "avg": 1.7664,
   "startAt": "2026-09-16T00:00:00Z",
   "endAt": "2026-09-17T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0047,
   "buyVol": 405455.69,
   "sellVol": 403573.64,
   "hourlyMax": 1.3857,
   "hourlyMin": 0.733,
   "last": 1.3615,
   "hoursBuyDominant": 15,
   "hours": 24
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  "openInterest": {
   "start": 104237.297,
   "end": 116958.896,
   "startUsd": 447042001,
   "endUsd": 500270664,
   "change": 12721.599,
   "changePct": 12.204,
   "high": 116958.896,
   "low": 89455.338,
   "startAt": "2026-09-16T00:00:00Z",
   "endAt": "2026-09-17T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
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     "at": "2026-09-16T04:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-16T08:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-16T12:00:00Z",
     "rate": 0
    },
    {
     "at": "2026-09-16T16:00:00Z",
     "rate": 0.00004559
    },
    {
     "at": "2026-09-16T20:00:00Z",
     "rate": 0.00016507
    },
    {
     "at": "2026-09-17T00:00:00Z",
     "rate": 0.00011777
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   ],
   "avg": 0.00005474,
   "last": 0.00011777,
   "dayTotal": 0.00032843,
   "prev7dAvg": 0.00004955,
   "prev7dCount": 42,
   "annualizedPct": 11.99
  },
  "topAccountLongShort": {
   "start": 4.0352,
   "end": 4.2411,
   "changePct": 5.1,
   "longPctEnd": 80.92,
   "avg": 3.3181,
   "startAt": "2026-09-16T00:00:00Z",
   "endAt": "2026-09-17T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-16",
   "prevDate": "2026-09-15",
   "close": 100.31,
   "prev": 99.65,
   "changePct": 0.662,
   "logRet": 0.006601304585594668,
   "sigmaPct": 0.292,
   "samples": 29,
   "change5dPct": 1.559
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-16",
   "prevDate": "2026-09-15",
   "close": 5.006,
   "prev": 4.996,
   "changeBp": 1,
   "sigmaBp": 3.8,
   "samples": 29,
   "change5dBp": 16.9
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-08",
   "releasedOn": "2026-09-11",
   "managedMoneyLong": 145804,
   "managedMoneyShort": 10832,
   "managedMoneyNet": 134972,
   "managedMoneyNetChange": -1799,
   "openInterest": 411227,
   "netPctOfOi": 32.8,
   "ageDays": 8
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.88,
  "label": "lean_bear",
  "labelZh": "偏空",
  "confidence": 0.63,
  "components": {
   "weightedZ": -0.5508,
   "agreement": 0.405,
   "strength": 0.587,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.262,
    "z": -0.144,
    "contribution": -0.051
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -1.824,
    "z": -0.585,
    "contribution": -0.075
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.728,
    "z": -0.682,
    "contribution": -0.087
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.6362,
    "z": -0.351,
    "contribution": -0.056
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.662,
    "z": -2.261,
    "contribution": -0.434
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 1,
    "z": -0.263,
    "contribution": -0.034
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 12.204,
    "z": -1.22,
    "contribution": -0.156
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0047,
    "z": 0.094,
    "contribution": 0.012
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00000519,
    "z": 0.13,
    "contribution": 0.008
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005474,
    "z": -0.047,
    "contribution": -0.003
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 6.87,
    "z": -0.344,
    "contribution": -0.022
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 5.1,
    "z": 0.255,
    "contribution": 0.016
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-16",
   "trendScore": -0.88,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.63
  },
  "yesterday": {
   "date": "2026-09-15",
   "trendScore": -0.43,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.5
  },
  "delta": -0.45
 },
 "dataSummary": "系统研判「偏空」，趋势分 -0.88（置信度 63%），前一交易日为「中性偏空」（-0.43）。黄金（XAUUSDT 永续）收于 $4,277.72，日涨跌 -0.26%，日内振幅 3.17%；3 日 -1.82%，5 日 -2.73%。日线 EMA10/EMA20 处于死叉状态（间距 -0.64%，2026-09-10 死叉，距今 4 个交易日）。宏观方面，美元指数 100.31（+0.66%），美债 10 年期收益率 5.006%（+1.0bp）。合约方面，永续持仓量 +12.20%，资金费率日均 +0.0055%（前 7 日 +0.0050%），主动买卖比 1.005。主要偏空因子：美元指数变化、持仓量变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,277.72，UTC 2026-09-16 00:00 开盘 $4,288.95，较前一交易日（2026-09-15）收盘 $4,288.95 -0.26%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,380.00 / 低 $4,243.81，振幅 3.17%；30 日区间 $4,243.81 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -1.82%，5 日 -2.73%，30 日 -3.44%；30 个交易日日波动率 1.81%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,348.62 / EMA20 $4,375.84，间距 -0.64%（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 4 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 99.65 → 100.31（+0.66%），5 日 +1.56%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.996% → 5.006%（+1.0bp），5 日 +16.9bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 80.9 万盎司（约 34.90 亿 USDT），近 5 个交易日成交量较前 5 日 +22.09%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 10.4 万 → 11.7 万盎司（+12.20%），名义价值约 5.00 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0055%，前 7 日均值 +0.0050%，年化约 +12.0%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 1.005（买 40.5 万 / 卖 40.4 万盎司），15/24 小时买方占优",
     "highlight": "grey"
    },
    {
     "text": "全市场账户多空比 3.541 → 3.785（+6.87%）；大户账户多空比 4.035 → 4.241（+5.10%）",
     "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）：$4,288.95 → $4,332.31，+1.01%，区间 $4,281.35 – $4,346.46，成交 9.9 万盎司（占全日 12.2%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,332.31 → $4,347.38，+0.35%，区间 $4,327.93 – $4,358.82，成交 11.6 万盎司（占全日 14.3%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,347.37 → $4,367.07，+0.45%，区间 $4,330.53 – $4,380.00，成交 14.2 万盎司（占全日 17.5%）",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,367.05 → $4,277.72，-2.05%，区间 $4,243.81 – $4,376.72，成交 45.3 万盎司（占全日 56%），全日放量时段",
     "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",
  "taker": "https://www.binance.com",
  "openInterest": "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": []
 }
}