{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-21",
 "window": {
  "start": "2026-09-21T00:00:00Z",
  "end": "2026-09-22T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.386Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4376.99,
  "high": 4388.25,
  "low": 4327.11,
  "close": 4372.76,
  "prevClose": 4383.64,
  "prevDate": "2026-09-18",
  "gapPct": -0.152,
  "change1dPct": -0.248,
  "change3dPct": 2.222,
  "change5dPct": 1.863,
  "change30dPct": -5.265,
  "amplitudePct": 1.395,
  "volumeXau": 491032.5,
  "quoteVolumeUsdt": 2139625884,
  "volume5dChangePct": 18.35,
  "realizedVolDailyPct": 1.562,
  "realizedVolSamples": 30,
  "logRet1d": -0.0024850407928039015,
  "logRet3d": 0.02197423132002209,
  "logRet5d": 0.01845751748823519,
  "high30d": 4700.63,
  "low30d": 4243.81,
  "tradingDays30d": 21,
  "indexClose": 4370.36,
  "basisPct": 0.055,
  "emaTrend": {
   "ema10": 4358.68,
   "ema20": 4374.39,
   "gapPct": -0.3593,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 7,
   "barsUsed": 115
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 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4376.99,
   "high": 4388.25,
   "low": 4353.28,
   "close": 4355.25,
   "changePct": -0.497,
   "rangePct": 0.799,
   "volumeXau": 117149.9,
   "volumeSharePct": 23.9
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4355.25,
   "high": 4374.77,
   "low": 4345,
   "close": 4372.9,
   "changePct": 0.405,
   "rangePct": 0.684,
   "volumeXau": 119487.8,
   "volumeSharePct": 24.3
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4372.89,
   "high": 4378.68,
   "low": 4327.11,
   "close": 4347.66,
   "changePct": -0.577,
   "rangePct": 1.179,
   "volumeXau": 196181.87,
   "volumeSharePct": 40
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4347.67,
   "high": 4374.87,
   "low": 4330.89,
   "close": 4372.76,
   "changePct": 0.577,
   "rangePct": 1.012,
   "volumeXau": 58212.93,
   "volumeSharePct": 11.9
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 ],
 "derivatives": {
  "retailLongShort": {
   "start": 2.8715,
   "end": 3.4563,
   "changePct": 20.37,
   "longPctEnd": 77.56,
   "avg": 3.1643,
   "startAt": "2026-09-21T00:00:00Z",
   "endAt": "2026-09-22T00:00:00Z",
   "partial": false
  },
  "topPositionLongShort": {
   "start": 2.3765,
   "end": 2.5326,
   "changePct": 6.57,
   "longPctEnd": 71.69,
   "avg": 2.3915,
   "startAt": "2026-09-21T00:00:00Z",
   "endAt": "2026-09-22T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0209,
   "buyVol": 248047.05,
   "sellVol": 242971.95,
   "hourlyMax": 1.2725,
   "hourlyMin": 0.8378,
   "last": 1.2725,
   "hoursBuyDominant": 15,
   "hours": 24
  },
  "openInterest": {
   "start": 100845.97,
   "end": 93867.049,
   "startUsd": 441379942,
   "endUsd": 410458077,
   "change": -6978.921,
   "changePct": -6.92,
   "high": 105964.597,
   "low": 93809.013,
   "startAt": "2026-09-21T00:00:00Z",
   "endAt": "2026-09-22T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 2.9904,
   "end": 3.9334,
   "changePct": 31.53,
   "longPctEnd": 79.73,
   "avg": 3.4871,
   "startAt": "2026-09-21T00:00:00Z",
   "endAt": "2026-09-22T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-21T04:00:00Z",
     "rate": 0.00011954
    },
    {
     "at": "2026-09-21T08:00:00Z",
     "rate": 0.00010762
    },
    {
     "at": "2026-09-21T12:00:00Z",
     "rate": 0.00006305
    },
    {
     "at": "2026-09-21T16:00:00Z",
     "rate": 0.00007029
    },
    {
     "at": "2026-09-21T20:00:00Z",
     "rate": 0.00006643
    },
    {
     "at": "2026-09-22T00:00:00Z",
     "rate": 0
    }
   ],
   "avg": 0.00007116,
   "last": 0,
   "dayTotal": 0.00042693,
   "prev7dAvg": 0.000051,
   "prev7dCount": 42,
   "annualizedPct": 15.58
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-21",
   "prevDate": "2026-09-18",
   "close": 100.43,
   "prev": 100.22,
   "changePct": 0.21,
   "logRet": 0.0020931887321258727,
   "sigmaPct": 0.302,
   "samples": 29,
   "change5dPct": 0.975
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-21",
   "prevDate": "2026-09-18",
   "close": 4.963,
   "prev": 4.998,
   "changeBp": -3.5,
   "sigmaBp": 3.98,
   "samples": 29,
   "change5dBp": 0.2
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-15",
   "releasedOn": "2026-09-18",
   "managedMoneyLong": 142394,
   "managedMoneyShort": 9278,
   "managedMoneyNet": 133116,
   "managedMoneyNetChange": -1856,
   "openInterest": 409899,
   "netPctOfOi": 32.5,
   "ageDays": 6
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": 0.25,
  "label": "neutral_lean_bull",
  "labelZh": "中性偏多",
  "confidence": 0.49,
  "components": {
   "weightedZ": 0.1592,
   "agreement": 0.326,
   "strength": 0.167,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.248,
    "z": -0.159,
    "contribution": -0.056
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 2.222,
    "z": 0.812,
    "contribution": 0.104
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 1.863,
    "z": 0.528,
    "contribution": 0.068
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.3593,
    "z": -0.23,
    "contribution": -0.037
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.21,
    "z": -0.693,
    "contribution": -0.133
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": -3.5,
    "z": 0.879,
    "contribution": 0.113
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": -6.92,
    "z": 0.692,
    "contribution": 0.089
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0209,
    "z": 0.418,
    "contribution": 0.054
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00002016,
    "z": 0.504,
    "contribution": 0.032
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00007116,
    "z": -0.212,
    "contribution": -0.014
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 20.37,
    "z": -1.018,
    "contribution": -0.065
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 31.53,
    "z": 1.577,
    "contribution": 0.101
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-21",
   "trendScore": 0.25,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.49
  },
  "yesterday": {
   "date": "2026-09-18",
   "trendScore": -0.11,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.43
  },
  "delta": 0.36
 },
 "dataSummary": "系统研判「中性偏多」，趋势分 +0.25（置信度 49%），前一交易日为「中性偏空」（-0.11）。黄金（XAUUSDT 永续）收于 $4,372.76，日涨跌 -0.25%，日内振幅 1.40%；3 日 +2.22%，5 日 +1.86%。日线 EMA10/EMA20 处于死叉状态（间距 -0.36%，2026-09-10 死叉，距今 7 个交易日）。宏观方面，美元指数 100.43（+0.21%），美债 10 年期收益率 4.963%（-3.5bp）。合约方面，永续持仓量 -6.92%，资金费率日均 +0.0071%（前 7 日 +0.0051%），主动买卖比 1.021。主要偏多因子：美债收益率变化、3 日动量；主要偏空因子：美元指数变化、散户多空比变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,372.76，UTC 2026-09-21 00:00 开盘 $4,376.99，较前一交易日（2026-09-18）收盘 $4,383.64 -0.25%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,388.25 / 低 $4,327.11，振幅 1.40%；30 日区间 $4,243.81 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +2.22%，5 日 +1.86%，30 日 -5.26%；30 个交易日日波动率 1.56%",
     "highlight": "green"
    },
    {
     "text": "日线 EMA10 $4,358.68 / EMA20 $4,374.39，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 7 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 100.22 → 100.43（+0.21%），5 日 +0.97%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.998% → 4.963%（-3.5bp），5 日 +0.2bp",
     "highlight": "green"
    },
    {
     "text": "永续成交 49.1 万盎司（约 21.40 亿 USDT），近 5 个交易日成交量较前 5 日 +18.35%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 10.1 万 → 9.4 万盎司（-6.92%），名义价值约 4.10 亿美元",
     "highlight": "green"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0071%，前 7 日均值 +0.0051%，年化约 +15.6%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 1.021（买 24.8 万 / 卖 24.3 万盎司），15/24 小时买方占优",
     "highlight": "green"
    },
    {
     "text": "全市场账户多空比 2.872 → 3.456（+20.37%）；大户账户多空比 2.990 → 3.933（+31.53%）",
     "highlight": "green"
    },
    {
     "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）：$4,376.99 → $4,355.25，-0.50%，区间 $4,353.28 – $4,388.25，成交 11.7 万盎司（占全日 23.9%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,355.25 → $4,372.90，+0.41%，区间 $4,345.00 – $4,374.77，成交 11.9 万盎司（占全日 24.3%）",
     "highlight": "green"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,372.89 → $4,347.66，-0.58%，区间 $4,327.11 – $4,378.68，成交 19.6 万盎司（占全日 40%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,347.67 → $4,372.76，+0.58%，区间 $4,330.89 – $4,374.87，成交 5.8 万盎司（占全日 11.9%）",
     "highlight": "green"
    }
   ]
  }
 ],
 "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",
  "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": []
 }
}