{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-23",
 "window": {
  "start": "2026-09-23T00:00:00Z",
  "end": "2026-09-24T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:20.390Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4367.27,
  "high": 4372.54,
  "low": 4279.32,
  "close": 4292.3,
  "prevClose": 4367.28,
  "prevDate": "2026-09-22",
  "gapPct": 0,
  "change1dPct": -1.717,
  "change3dPct": -2.084,
  "change5dPct": 0.341,
  "change30dPct": -8.344,
  "amplitudePct": 2.135,
  "volumeXau": 432098.19,
  "quoteVolumeUsdt": 1862250551,
  "volume5dChangePct": -5.1,
  "realizedVolDailyPct": 1.541,
  "realizedVolSamples": 30,
  "logRet1d": -0.017317669881532508,
  "logRet3d": -0.021056709676197917,
  "logRet5d": 0.003402562436628115,
  "high30d": 4700.63,
  "low30d": 4243.81,
  "tradingDays30d": 22,
  "indexClose": 4289.98,
  "basisPct": 0.054,
  "emaTrend": {
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   "ema20": 4365.96,
   "gapPct": -0.4209,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 9,
   "barsUsed": 115
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 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4367.27,
   "high": 4372.54,
   "low": 4332.24,
   "close": 4338.37,
   "changePct": -0.662,
   "rangePct": 0.923,
   "volumeXau": 76057.88,
   "volumeSharePct": 17.6
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4338.37,
   "high": 4340.28,
   "low": 4298.97,
   "close": 4313.52,
   "changePct": -0.573,
   "rangePct": 0.952,
   "volumeXau": 97818.67,
   "volumeSharePct": 22.6
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4313.51,
   "high": 4322.44,
   "low": 4279.32,
   "close": 4297.14,
   "changePct": -0.38,
   "rangePct": 1,
   "volumeXau": 198317.64,
   "volumeSharePct": 45.9
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4297.14,
   "high": 4298.96,
   "low": 4283.02,
   "close": 4292.3,
   "changePct": -0.113,
   "rangePct": 0.371,
   "volumeXau": 59904,
   "volumeSharePct": 13.9
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 ],
 "derivatives": {
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   "start": 3.5537,
   "end": 4.7571,
   "changePct": 33.86,
   "longPctEnd": 82.63,
   "avg": 4.1251,
   "startAt": "2026-09-23T00:00:00Z",
   "endAt": "2026-09-24T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 1.0356,
   "buyVol": 219809.41,
   "sellVol": 212253.48,
   "hourlyMax": 1.4968,
   "hourlyMin": 0.7399,
   "last": 0.9805,
   "hoursBuyDominant": 15,
   "hours": 24
  },
  "topPositionLongShort": {
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   "end": 2.7817,
   "changePct": 8.81,
   "longPctEnd": 73.56,
   "avg": 2.5058,
   "startAt": "2026-09-23T00:00:00Z",
   "endAt": "2026-09-24T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-23T04:00:00Z",
     "rate": 0.0000408
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    {
     "at": "2026-09-23T08:00:00Z",
     "rate": 0.00006574
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    {
     "at": "2026-09-23T12:00:00Z",
     "rate": 0.00009505
    },
    {
     "at": "2026-09-23T16:00:00Z",
     "rate": 0.00013121
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    {
     "at": "2026-09-23T20:00:00Z",
     "rate": 0.00012226
    },
    {
     "at": "2026-09-24T00:00:00Z",
     "rate": 0.00007281
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   ],
   "avg": 0.00008798,
   "last": 0.00007281,
   "dayTotal": 0.00052787,
   "prev7dAvg": 0.00004485,
   "prev7dCount": 42,
   "annualizedPct": 19.27
  },
  "openInterest": {
   "start": 96953.284,
   "end": 115410.032,
   "startUsd": 423398869,
   "endUsd": 495388330,
   "change": 18456.748,
   "changePct": 19.037,
   "high": 115410.032,
   "low": 96953.284,
   "startAt": "2026-09-23T00:00:00Z",
   "endAt": "2026-09-24T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 4.2138,
   "end": 5.7114,
   "changePct": 35.54,
   "longPctEnd": 85.1,
   "avg": 4.9427,
   "startAt": "2026-09-23T00:00:00Z",
   "endAt": "2026-09-24T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-23",
   "prevDate": "2026-09-22",
   "close": 101.1,
   "prev": 100.6,
   "changePct": 0.497,
   "logRet": 0.004957868435800662,
   "sigmaPct": 0.304,
   "samples": 29,
   "change5dPct": 0.788
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-23",
   "prevDate": "2026-09-22",
   "close": 5.114,
   "prev": 4.968,
   "changeBp": 14.6,
   "sigmaBp": 4.01,
   "samples": 29,
   "change5dBp": 10.8
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-15",
   "releasedOn": "2026-09-18",
   "managedMoneyLong": 142394,
   "managedMoneyShort": 9278,
   "managedMoneyNet": 133116,
   "managedMoneyNetChange": -1856,
   "openInterest": 409899,
   "netPctOfOi": 32.5,
   "ageDays": 8
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -1.33,
  "label": "lean_bear",
  "labelZh": "偏空",
  "confidence": 0.81,
  "components": {
   "weightedZ": -0.8296,
   "agreement": 0.646,
   "strength": 0.887,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -1.717,
    "z": -1.124,
    "contribution": -0.396
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.084,
    "z": -0.789,
    "contribution": -0.101
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": 0.341,
    "z": 0.099,
    "contribution": 0.013
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.4209,
    "z": -0.273,
    "contribution": -0.044
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.497,
    "z": -1.631,
    "contribution": -0.313
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 14.6,
    "z": -3,
    "contribution": -0.384
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 19.037,
    "z": -1.904,
    "contribution": -0.244
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 1.0356,
    "z": 0.712,
    "contribution": 0.091
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00004313,
    "z": 1.078,
    "contribution": 0.069
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00008798,
    "z": -0.38,
    "contribution": -0.024
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 33.86,
    "z": -1.693,
    "contribution": -0.108
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 35.54,
    "z": 1.777,
    "contribution": 0.114
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-23",
   "trendScore": -1.33,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.81
  },
  "yesterday": {
   "date": "2026-09-22",
   "trendScore": -0.21,
   "label": "neutral_lean_bear",
   "labelZh": "中性偏空",
   "confidence": 0.43
  },
  "delta": -1.12
 },
 "dataSummary": "系统研判「偏空」，趋势分 -1.33（置信度 81%），前一交易日为「中性偏空」（-0.21）。黄金（XAUUSDT 永续）收于 $4,292.30，日涨跌 -1.72%，日内振幅 2.13%；3 日 -2.08%，5 日 +0.34%。日线 EMA10/EMA20 处于死叉状态（间距 -0.42%，2026-09-10 死叉，距今 9 个交易日）。宏观方面，美元指数 101.10（+0.50%），美债 10 年期收益率 5.114%（+14.6bp）。合约方面，永续持仓量 +19.04%，资金费率日均 +0.0088%（前 7 日 +0.0045%），主动买卖比 1.036。主要偏多因子：大户多空比变化、主动买卖比；主要偏空因子：当日涨跌、美债收益率变化。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,292.30，UTC 2026-09-23 00:00 开盘 $4,367.27，较前一交易日（2026-09-22）收盘 $4,367.28 -1.72%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,372.54 / 低 $4,279.32，振幅 2.13%；30 日区间 $4,243.81 – $4,700.63",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -2.08%，5 日 +0.34%，30 日 -8.34%；30 个交易日日波动率 1.54%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,347.89 / EMA20 $4,365.96，间距 -0.42%（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 9 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 100.60 → 101.10（+0.50%），5 日 +0.79%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 4.968% → 5.114%（+14.6bp），5 日 +10.8bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 43.2 万盎司（约 18.62 亿 USDT），近 5 个交易日成交量较前 5 日 -5.10%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 9.7 万 → 11.5 万盎司（+19.04%），名义价值约 4.95 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0088%，前 7 日均值 +0.0045%，年化约 +19.3%",
     "highlight": "green"
    },
    {
     "text": "主动买卖比 24h 汇总 1.036（买 22.0 万 / 卖 21.2 万盎司），15/24 小时买方占优",
     "highlight": "green"
    },
    {
     "text": "全市场账户多空比 3.554 → 4.757（+33.86%）；大户账户多空比 4.214 → 5.711（+35.54%）",
     "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）：$4,367.27 → $4,338.37，-0.66%，区间 $4,332.24 – $4,372.54，成交 7.6 万盎司（占全日 17.6%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,338.37 → $4,313.52，-0.57%，区间 $4,298.97 – $4,340.28，成交 9.8 万盎司（占全日 22.6%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,313.51 → $4,297.14，-0.38%，区间 $4,279.32 – $4,322.44，成交 19.8 万盎司（占全日 45.9%），全日放量时段",
     "highlight": "red"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,297.14 → $4,292.30，-0.11%，区间 $4,283.02 – $4,298.96，成交 6.0 万盎司（占全日 13.9%）",
     "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",
  "topPositionLongShort": "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": []
 }
}