{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-22",
 "window": {
  "start": "2026-09-22T00:00:00Z",
  "end": "2026-09-23T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.388Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4372.76,
  "high": 4379.53,
  "low": 4295.56,
  "close": 4367.28,
  "prevClose": 4372.76,
  "prevDate": "2026-09-21",
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  "change1dPct": -0.125,
  "change3dPct": 0.343,
  "change5dPct": 1.826,
  "change30dPct": -5.384,
  "amplitudePct": 1.92,
  "volumeXau": 540761.77,
  "quoteVolumeUsdt": 2345510586,
  "volume5dChangePct": 27.91,
  "realizedVolDailyPct": 1.546,
  "realizedVolSamples": 30,
  "logRet1d": -0.0012539990018614988,
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  "logRet5d": 0.01809844195324273,
  "high30d": 4700.63,
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  "tradingDays30d": 22,
  "indexClose": 4365.38,
  "basisPct": 0.044,
  "emaTrend": {
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   "ema20": 4373.71,
   "gapPct": -0.3084,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 8,
   "barsUsed": 115
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 },
 "phases": [
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   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4372.76,
   "high": 4379.53,
   "low": 4320.44,
   "close": 4327.76,
   "changePct": -1.029,
   "rangePct": 1.351,
   "volumeXau": 113545.64,
   "volumeSharePct": 21
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  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4327.76,
   "high": 4341.92,
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   "close": 4327.02,
   "changePct": -0.017,
   "rangePct": 1.071,
   "volumeXau": 190532.65,
   "volumeSharePct": 35.2
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  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4327.01,
   "high": 4356.6,
   "low": 4319.44,
   "close": 4354.67,
   "changePct": 0.639,
   "rangePct": 0.859,
   "volumeXau": 164945.26,
   "volumeSharePct": 30.5
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4354.67,
   "high": 4373.53,
   "low": 4351.52,
   "close": 4367.28,
   "changePct": 0.29,
   "rangePct": 0.505,
   "volumeXau": 71738.22,
   "volumeSharePct": 13.3
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 ],
 "derivatives": {
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   "start": 3.4563,
   "end": 3.5537,
   "changePct": 2.82,
   "longPctEnd": 78.04,
   "avg": 3.6936,
   "startAt": "2026-09-22T00:00:00Z",
   "endAt": "2026-09-23T00:00:00Z",
   "partial": false
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  "topPositionLongShort": {
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   "changePct": 0.94,
   "longPctEnd": 71.88,
   "avg": 2.4907,
   "startAt": "2026-09-22T00:00:00Z",
   "endAt": "2026-09-23T00:00:00Z",
   "partial": false
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  "taker": {
   "ratio": 0.9603,
   "buyVol": 264879.54,
   "sellVol": 275829.06,
   "hourlyMax": 1.2501,
   "hourlyMin": 0.6238,
   "last": 0.9734,
   "hoursBuyDominant": 10,
   "hours": 24
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  "funding": {
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   "settlements": [
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     "at": "2026-09-22T04:00:00Z",
     "rate": 0.00004762
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    {
     "at": "2026-09-22T08:00:00Z",
     "rate": 0.00005727
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    {
     "at": "2026-09-22T12:00:00Z",
     "rate": 0.00004122
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    {
     "at": "2026-09-22T16:00:00Z",
     "rate": 0.00007506
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    {
     "at": "2026-09-22T20:00:00Z",
     "rate": 0.00008584
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    {
     "at": "2026-09-23T00:00:00Z",
     "rate": 0.00004629
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   ],
   "avg": 0.00005888,
   "last": 0.00004629,
   "dayTotal": 0.0003533,
   "prev7dAvg": 0.00004412,
   "prev7dCount": 42,
   "annualizedPct": 12.9
  },
  "openInterest": {
   "start": 93867.049,
   "end": 96953.284,
   "startUsd": 410458077,
   "endUsd": 423398869,
   "change": 3086.235,
   "changePct": 3.288,
   "high": 103186.541,
   "low": 93867.049,
   "startAt": "2026-09-22T00:00:00Z",
   "endAt": "2026-09-23T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 3.9334,
   "end": 4.2138,
   "changePct": 7.13,
   "longPctEnd": 80.82,
   "avg": 4.3429,
   "startAt": "2026-09-22T00:00:00Z",
   "endAt": "2026-09-23T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-22",
   "prevDate": "2026-09-21",
   "close": 100.6,
   "prev": 100.43,
   "changePct": 0.169,
   "logRet": 0.001691272053917379,
   "sigmaPct": 0.302,
   "samples": 29,
   "change5dPct": 0.953
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-22",
   "prevDate": "2026-09-21",
   "close": 4.968,
   "prev": 4.963,
   "changeBp": 0.5,
   "sigmaBp": 4.04,
   "samples": 29,
   "change5dBp": -2.8
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-15",
   "releasedOn": "2026-09-18",
   "managedMoneyLong": 142394,
   "managedMoneyShort": 9278,
   "managedMoneyNet": 133116,
   "managedMoneyNetChange": -1856,
   "openInterest": 409899,
   "netPctOfOi": 32.5,
   "ageDays": 7
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 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.21,
  "label": "neutral_lean_bear",
  "labelZh": "中性偏空",
  "confidence": 0.43,
  "components": {
   "weightedZ": -0.1327,
   "agreement": 0.214,
   "strength": 0.14,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.125,
    "z": -0.081,
    "contribution": -0.029
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.343,
    "z": 0.128,
    "contribution": 0.016
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 1.826,
    "z": 0.524,
    "contribution": 0.067
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.3084,
    "z": -0.199,
    "contribution": -0.032
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.169,
    "z": -0.56,
    "contribution": -0.108
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 0.5,
    "z": -0.124,
    "contribution": -0.016
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 3.288,
    "z": -0.329,
    "contribution": -0.042
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9603,
    "z": -0.794,
    "contribution": -0.102
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00001476,
    "z": 0.369,
    "contribution": 0.024
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005888,
    "z": -0.089,
    "contribution": -0.006
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 2.82,
    "z": -0.141,
    "contribution": -0.009
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 7.13,
    "z": 0.356,
    "contribution": 0.023
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  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-22",
   "trendScore": -0.21,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.43
  },
  "yesterday": {
   "date": "2026-09-21",
   "trendScore": 0.25,
   "label": "neutral_lean_bull",
   "labelZh": "中性偏多",
   "confidence": 0.49
  },
  "delta": -0.46
 },
 "dataSummary": "系统研判「中性偏空」，趋势分 -0.21（置信度 43%），前一交易日为「中性偏多」（+0.25）。黄金（XAUUSDT 永续）收于 $4,367.28，日涨跌 -0.13%，日内振幅 1.92%；3 日 +0.34%，5 日 +1.83%。日线 EMA10/EMA20 处于死叉状态（间距 -0.31%，2026-09-10 死叉，距今 8 个交易日）。宏观方面，美元指数 100.60（+0.17%），美债 10 年期收益率 4.968%（+0.5bp）。合约方面，永续持仓量 +3.29%，资金费率日均 +0.0059%（前 7 日 +0.0044%），主动买卖比 0.960。主要偏多因子：5 日（周）动量；主要偏空因子：美元指数变化、主动买卖比。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,367.28，UTC 2026-09-22 00:00 开盘 $4,372.76，较前一交易日（2026-09-21）收盘 $4,372.76 -0.13%",
     "highlight": "grey"
    },
    {
     "text": "日内高 $4,379.53 / 低 $4,295.56，振幅 1.92%；30 日区间 $4,243.81 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 +0.34%，5 日 +1.83%，30 日 -5.38%；30 个交易日日波动率 1.55%",
     "highlight": "green"
    },
    {
     "text": "日线 EMA10 $4,360.24 / EMA20 $4,373.71，间距 -0.31%（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 8 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 100.43 → 100.60（+0.17%），5 日 +0.95%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.963% → 4.968%（+0.5bp），5 日 -2.8bp",
     "highlight": "grey"
    },
    {
     "text": "永续成交 54.1 万盎司（约 23.46 亿 USDT），近 5 个交易日成交量较前 5 日 +27.91%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 9.4 万 → 9.7 万盎司（+3.29%），名义价值约 4.23 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0059%，前 7 日均值 +0.0044%，年化约 +12.9%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.960（买 26.5 万 / 卖 27.6 万盎司），10/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 3.456 → 3.554（+2.82%）；大户账户多空比 3.933 → 4.214（+7.13%）",
     "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）：$4,372.76 → $4,327.76，-1.03%，区间 $4,320.44 – $4,379.53，成交 11.4 万盎司（占全日 21%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,327.76 → $4,327.02，-0.02%，区间 $4,295.56 – $4,341.92，成交 19.1 万盎司（占全日 35.2%），全日放量时段",
     "highlight": "grey"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,327.01 → $4,354.67，+0.64%，区间 $4,319.44 – $4,356.60，成交 16.5 万盎司（占全日 30.5%）",
     "highlight": "green"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,354.67 → $4,367.28，+0.29%，区间 $4,351.52 – $4,373.53，成交 7.2 万盎司（占全日 13.3%）",
     "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",
  "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": []
 }
}