{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-18",
 "window": {
  "start": "2026-09-18T00:00:00Z",
  "end": "2026-09-19T00:00:00Z",
  "timezone": "UTC"
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 "generatedAt": "2026-09-25T14:54:20.384Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4352.36,
  "high": 4405.75,
  "low": 4341,
  "close": 4383.64,
  "prevClose": 4352.37,
  "prevDate": "2026-09-17",
  "gapPct": 0,
  "change1dPct": 0.718,
  "change3dPct": 2.208,
  "change5dPct": 0.607,
  "change30dPct": -2.888,
  "amplitudePct": 1.488,
  "volumeXau": 498084.75,
  "quoteVolumeUsdt": 2180366034,
  "volume5dChangePct": 30.77,
  "realizedVolDailyPct": 1.608,
  "realizedVolSamples": 30,
  "logRet1d": 0.007158905163488634,
  "logRet3d": 0.02183748174790806,
  "logRet5d": 0.0060543703737428135,
  "high30d": 4700.63,
  "low30d": 4243.81,
  "tradingDays30d": 22,
  "indexClose": 4385.16,
  "basisPct": -0.035,
  "emaTrend": {
   "ema10": 4355.55,
   "ema20": 4374.56,
   "gapPct": -0.4337,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 6,
   "barsUsed": 115
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 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4352.36,
   "high": 4384.12,
   "low": 4341,
   "close": 4383.45,
   "changePct": 0.714,
   "rangePct": 0.991,
   "volumeXau": 98134.86,
   "volumeSharePct": 19.7
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4383.44,
   "high": 4405.75,
   "low": 4379.54,
   "close": 4388.28,
   "changePct": 0.11,
   "rangePct": 0.598,
   "volumeXau": 135693.98,
   "volumeSharePct": 27.2
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4388.29,
   "high": 4401.59,
   "low": 4350.16,
   "close": 4398.26,
   "changePct": 0.227,
   "rangePct": 1.172,
   "volumeXau": 218056.03,
   "volumeSharePct": 43.8
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4398.26,
   "high": 4398.87,
   "low": 4379.5,
   "close": 4383.64,
   "changePct": -0.332,
   "rangePct": 0.44,
   "volumeXau": 46199.88,
   "volumeSharePct": 9.3
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.4941,
   "end": 2.5894,
   "changePct": 3.82,
   "longPctEnd": 72.14,
   "avg": 2.4779,
   "startAt": "2026-09-18T00:00:00Z",
   "endAt": "2026-09-19T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9543,
   "buyVol": 243193.1,
   "sellVol": 254833.02,
   "hourlyMax": 2.0987,
   "hourlyMin": 0.596,
   "last": 0.596,
   "hoursBuyDominant": 11,
   "hours": 24
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
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     "at": "2026-09-18T04:00:00Z",
     "rate": 0.00004655
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    {
     "at": "2026-09-18T08:00:00Z",
     "rate": 0.00002123
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    {
     "at": "2026-09-18T12:00:00Z",
     "rate": 0.0000716
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    {
     "at": "2026-09-18T16:00:00Z",
     "rate": 0.00021889
    },
    {
     "at": "2026-09-18T20:00:00Z",
     "rate": 0.00012333
    },
    {
     "at": "2026-09-19T00:00:00Z",
     "rate": 0
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   ],
   "avg": 0.00008027,
   "last": 0,
   "dayTotal": 0.0004816,
   "prev7dAvg": 0.00004912,
   "prev7dCount": 42,
   "annualizedPct": 17.58
  },
  "topPositionLongShort": {
   "start": 1.96,
   "end": 2.3507,
   "changePct": 19.93,
   "longPctEnd": 70.16,
   "avg": 2.0886,
   "startAt": "2026-09-18T00:00:00Z",
   "endAt": "2026-09-19T00:00:00Z",
   "partial": false
  },
  "openInterest": {
   "start": 107684.828,
   "end": 100078.751,
   "startUsd": 468684215,
   "endUsd": 438710217,
   "change": -7606.077,
   "changePct": -7.063,
   "high": 109158.021,
   "low": 99973.611,
   "startAt": "2026-09-18T00:00:00Z",
   "endAt": "2026-09-19T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 2.5562,
   "end": 2.6311,
   "changePct": 2.93,
   "longPctEnd": 72.46,
   "avg": 2.4899,
   "startAt": "2026-09-18T00:00:00Z",
   "endAt": "2026-09-19T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-18",
   "prevDate": "2026-09-17",
   "close": 100.22,
   "prev": 100.22,
   "changePct": 0,
   "logRet": 0,
   "sigmaPct": 0.311,
   "samples": 29,
   "change5dPct": 1.11
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-18",
   "prevDate": "2026-09-17",
   "close": 4.998,
   "prev": 4.947,
   "changeBp": 5.1,
   "sigmaBp": 3.93,
   "samples": 29,
   "change5dBp": 2.3
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-15",
   "releasedOn": "2026-09-18",
   "managedMoneyLong": 142394,
   "managedMoneyShort": 9278,
   "managedMoneyNet": 133116,
   "managedMoneyNetChange": -1856,
   "openInterest": 409899,
   "netPctOfOi": 32.5,
   "ageDays": 3
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.11,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.43,
  "components": {
   "weightedZ": -0.0691,
   "agreement": 0.256,
   "strength": 0.073,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": 0.718,
    "z": 0.445,
    "contribution": 0.157
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 2.208,
    "z": 0.784,
    "contribution": 0.1
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.607,
    "z": 0.168,
    "contribution": 0.022
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.4337,
    "z": -0.27,
    "contribution": -0.043
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0,
    "z": 0,
    "contribution": 0
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 5.1,
    "z": -1.298,
    "contribution": -0.166
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -7.063,
    "z": -0.706,
    "contribution": -0.09
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9543,
    "z": -0.914,
    "contribution": -0.117
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00003115,
    "z": 0.779,
    "contribution": 0.05
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00008027,
    "z": -0.303,
    "contribution": -0.019
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 3.82,
    "z": -0.191,
    "contribution": -0.012
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 2.93,
    "z": 0.147,
    "contribution": 0.009
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-18",
   "trendScore": -0.11,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.43
  },
  "yesterday": {
   "date": "2026-09-17",
   "trendScore": 0.37,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.56
  },
  "delta": -0.48
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.11（置信度 43%），前一交易日为「中性偏多」（+0.37）。黄金（XAUUSDT 永续）收于 $4,383.64，日涨跌 +0.72%，日内振幅 1.49%；3 日 +2.21%，5 日 +0.61%。日线 EMA10/EMA20 处于死叉状态（间距 -0.43%，2026-09-10 死叉，距今 6 个交易日）。宏观方面，美元指数 100.22（0.00%），美债 10 年期收益率 4.998%（+5.1bp）。合约方面，永续持仓量 -7.06%，资金费率日均 +0.0080%（前 7 日 +0.0049%），主动买卖比 0.954。主要偏多因子：当日涨跌、3 日动量；主要偏空因子：美债收益率变化、主动买卖比。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,383.64，UTC 2026-09-18 00:00 开盘 $4,352.36，较前一交易日（2026-09-17）收盘 $4,352.37 +0.72%",
     "highlight": "green"
    },
    {
     "text": "日内高 $4,405.75 / 低 $4,341.00，振幅 1.49%；30 日区间 $4,243.81 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +2.21%，5 日 +0.61%，30 日 -2.89%；30 个交易日日波动率 1.61%",
     "highlight": "green"
    },
    {
     "text": "日线 EMA10 $4,355.55 / EMA20 $4,374.56，间距 -0.43%（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 6 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 100.22 → 100.22（0.00%），5 日 +1.11%",
     "highlight": "grey"
    },
    {
     "text": "美国 10 年期国债收益率 4.947% → 4.998%（+5.1bp），5 日 +2.3bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 49.8 万盎司（约 21.80 亿 USDT），近 5 个交易日成交量较前 5 日 +30.77%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 10.8 万 → 10.0 万盎司（-7.06%），名义价值约 4.39 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0080%，前 7 日均值 +0.0049%，年化约 +17.6%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 0.954（买 24.3 万 / 卖 25.5 万盎司），11/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 2.494 → 2.589（+3.82%）；大户账户多空比 2.556 → 2.631（+2.93%）",
     "highlight": "grey"
    },
    {
     "text": "CFTC 持仓报告（2026-09-15）：COMEX 黄金管理基金净多 133,116 手，周变化 -1,856 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）：$4,352.36 → $4,383.45，+0.71%，区间 $4,341.00 – $4,384.12，成交 9.8 万盎司（占全日 19.7%）",
     "highlight": "green"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,383.44 → $4,388.28，+0.11%，区间 $4,379.54 – $4,405.75，成交 13.6 万盎司（占全日 27.2%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,388.29 → $4,398.26，+0.23%，区间 $4,350.16 – $4,401.59，成交 21.8 万盎司（占全日 43.8%），全日放量时段",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,398.26 → $4,383.64，-0.33%，区间 $4,379.50 – $4,398.87，成交 4.6 万盎司（占全日 9.3%）",
     "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",
  "funding": "https://www.binance.com",
  "topPositionLongShort": "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": []
 }
}