{
 "schemaVersion": 1,
 "symbol": "XAU",
 "tradingDate": "2026-09-24",
 "window": {
  "start": "2026-09-24T00:00:00Z",
  "end": "2026-09-25T00:00:00Z",
  "timezone": "UTC"
 },
 "generatedAt": "2026-09-25T14:54:34.606Z",
 "market": {
  "venue": "Binance XAUUSDT 永续",
  "open": 4292.3,
  "high": 4306.87,
  "low": 4249.11,
  "close": 4269.28,
  "prevClose": 4292.3,
  "prevDate": "2026-09-23",
  "gapPct": 0,
  "change1dPct": -0.536,
  "change3dPct": -2.366,
  "change5dPct": -1.909,
  "change30dPct": -8.342,
  "amplitudePct": 1.346,
  "volumeXau": 493223.71,
  "quoteVolumeUsdt": 2108971149,
  "volume5dChangePct": -12.44,
  "realizedVolDailyPct": 1.561,
  "realizedVolSamples": 30,
  "logRet1d": -0.0053775250535313774,
  "logRet3d": -0.023949193936925437,
  "logRet5d": -0.019275329566240652,
  "high30d": 4673.5,
  "low30d": 4243.81,
  "tradingDays30d": 22,
  "indexClose": 4266.45,
  "basisPct": 0.066,
  "emaTrend": {
   "ema10": 4333.6,
   "ema20": 4356.75,
   "gapPct": -0.5423,
   "state": "death",
   "lastCross": "death",
   "lastCrossDate": "2026-09-10",
   "barsSinceCross": 10,
   "barsUsed": 115
  }
 },
 "phases": [
  {
   "key": "asia",
   "nameZh": "亚洲时段",
   "hours": "00:00–06:00",
   "open": 4292.3,
   "high": 4306.87,
   "low": 4277.1,
   "close": 4282.92,
   "changePct": -0.219,
   "rangePct": 0.694,
   "volumeXau": 98442.23,
   "volumeSharePct": 20
  },
  {
   "key": "europe",
   "nameZh": "欧洲时段",
   "hours": "06:00–12:00",
   "open": 4283.04,
   "high": 4291.22,
   "low": 4249.11,
   "close": 4269.91,
   "changePct": -0.307,
   "rangePct": 0.983,
   "volumeXau": 145055.6,
   "volumeSharePct": 29.4
  },
  {
   "key": "us",
   "nameZh": "美洲时段",
   "hours": "12:00–18:00",
   "open": 4269.92,
   "high": 4291.96,
   "low": 4250,
   "close": 4268.78,
   "changePct": -0.027,
   "rangePct": 0.983,
   "volumeXau": 188479.82,
   "volumeSharePct": 38.2
  },
  {
   "key": "late",
   "nameZh": "美盘尾段",
   "hours": "18:00–24:00",
   "open": 4268.78,
   "high": 4285.38,
   "low": 4260.74,
   "close": 4269.28,
   "changePct": 0.012,
   "rangePct": 0.577,
   "volumeXau": 61246.06,
   "volumeSharePct": 12.4
  }
 ],
 "derivatives": {
  "retailLongShort": {
   "start": 4.7571,
   "end": 5.0423,
   "changePct": 6,
   "longPctEnd": 83.45,
   "avg": 4.9258,
   "startAt": "2026-09-24T00:00:00Z",
   "endAt": "2026-09-25T00:00:00Z",
   "partial": false
  },
  "taker": {
   "ratio": 0.9611,
   "buyVol": 241703.42,
   "sellVol": 251498,
   "hourlyMax": 1.3871,
   "hourlyMin": 0.6017,
   "last": 1.1534,
   "hoursBuyDominant": 9,
   "hours": 24
  },
  "topPositionLongShort": {
   "start": 2.7817,
   "end": 2.9262,
   "changePct": 5.19,
   "longPctEnd": 74.53,
   "avg": 2.7869,
   "startAt": "2026-09-24T00:00:00Z",
   "endAt": "2026-09-25T00:00:00Z",
   "partial": false
  },
  "funding": {
   "intervalHours": 4,
   "settlements": [
    {
     "at": "2026-09-24T04:00:00Z",
     "rate": 0.00005294
    },
    {
     "at": "2026-09-24T08:00:00Z",
     "rate": 0.00004507
    },
    {
     "at": "2026-09-24T12:00:00Z",
     "rate": 0.00005416
    },
    {
     "at": "2026-09-24T16:00:00Z",
     "rate": 0.00007881
    },
    {
     "at": "2026-09-24T20:00:00Z",
     "rate": 0.00005788
    },
    {
     "at": "2026-09-25T00:00:00Z",
     "rate": 0.00003722
    }
   ],
   "avg": 0.00005435,
   "last": 0.00003722,
   "dayTotal": 0.00032608,
   "prev7dAvg": 0.0000496,
   "prev7dCount": 42,
   "annualizedPct": 11.9
  },
  "openInterest": {
   "start": 115410.032,
   "end": 120327.043,
   "startUsd": 495388330,
   "endUsd": 513701678,
   "change": 4917.011,
   "changePct": 4.26,
   "high": 125861.527,
   "low": 115410.032,
   "startAt": "2026-09-24T00:00:00Z",
   "endAt": "2026-09-25T00:00:00Z",
   "partial": false
  },
  "topAccountLongShort": {
   "start": 5.7114,
   "end": 6.1633,
   "changePct": 7.91,
   "longPctEnd": 86.04,
   "avg": 5.9978,
   "startAt": "2026-09-24T00:00:00Z",
   "endAt": "2026-09-25T00:00:00Z",
   "partial": false
  }
 },
 "macro": {
  "dxy": {
   "symbol": "DX-Y.NYB",
   "date": "2026-09-24",
   "prevDate": "2026-09-23",
   "close": 101.29,
   "prev": 101.1,
   "changePct": 0.188,
   "logRet": 0.0018775878037232978,
   "sigmaPct": 0.315,
   "samples": 29,
   "change5dPct": 1.068
  },
  "us10y": {
   "symbol": "^TNX",
   "date": "2026-09-24",
   "prevDate": "2026-09-23",
   "close": 5.162,
   "prev": 5.114,
   "changeBp": 4.8,
   "sigmaBp": 4.73,
   "samples": 29,
   "change5dBp": 21.5
  }
 },
 "positioning": {
  "cot": {
   "reportDate": "2026-09-15",
   "releasedOn": "2026-09-18",
   "managedMoneyLong": 142394,
   "managedMoneyShort": 9278,
   "managedMoneyNet": 133116,
   "managedMoneyNetChange": -1856,
   "openInterest": 409899,
   "netPctOfOi": 32.5,
   "ageDays": 9
  }
 },
 "score": {
  "configVersion": "2026-09-25.gold.2",
  "trendScore": -0.75,
  "label": "lean_bear",
  "labelZh": "偏空",
  "confidence": 0.64,
  "components": {
   "weightedZ": -0.4676,
   "agreement": 0.487,
   "strength": 0.5,
   "coverage": 1
  },
  "factors": [
   {
    "key": "ret1d",
    "group": "price",
    "nameZh": "当日涨跌",
    "weight": 0.22,
    "available": true,
    "raw": -0.536,
    "z": -0.344,
    "contribution": -0.121
   },
   {
    "key": "mom3d",
    "group": "price",
    "nameZh": "3 日动量",
    "weight": 0.08,
    "available": true,
    "raw": -2.366,
    "z": -0.886,
    "contribution": -0.113
   },
   {
    "key": "mom5d",
    "group": "price",
    "nameZh": "5 日（周）动量",
    "weight": 0.08,
    "available": true,
    "raw": -1.909,
    "z": -0.552,
    "contribution": -0.071
   },
   {
    "key": "emaTrend",
    "group": "price",
    "nameZh": "日线 EMA 趋势",
    "weight": 0.1,
    "available": true,
    "raw": -0.5423,
    "z": -0.347,
    "contribution": -0.056
   },
   {
    "key": "dxy",
    "group": "macro",
    "nameZh": "美元指数变化",
    "weight": 0.12,
    "available": true,
    "raw": 0.188,
    "z": -0.596,
    "contribution": -0.114
   },
   {
    "key": "us10y",
    "group": "macro",
    "nameZh": "美债收益率变化",
    "weight": 0.08,
    "available": true,
    "raw": 4.8,
    "z": -1.015,
    "contribution": -0.13
   },
   {
    "key": "oiChange",
    "group": "positioning",
    "nameZh": "持仓量变化",
    "weight": 0.08,
    "available": true,
    "raw": 4.26,
    "z": -0.426,
    "contribution": -0.055
   },
   {
    "key": "taker",
    "group": "positioning",
    "nameZh": "主动买卖比",
    "weight": 0.08,
    "available": true,
    "raw": 0.9611,
    "z": -0.778,
    "contribution": -0.1
   },
   {
    "key": "fundingChange",
    "group": "positioning",
    "nameZh": "资金费率变化",
    "weight": 0.04,
    "available": true,
    "raw": 0.00000475,
    "z": 0.119,
    "contribution": 0.008
   },
   {
    "key": "fundingLevel",
    "group": "positioning",
    "nameZh": "资金费率拥挤度",
    "weight": 0.04,
    "available": true,
    "raw": 0.00005435,
    "z": -0.043,
    "contribution": -0.003
   },
   {
    "key": "retailLs",
    "group": "positioning",
    "nameZh": "散户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 6,
    "z": -0.3,
    "contribution": -0.019
   },
   {
    "key": "topLs",
    "group": "positioning",
    "nameZh": "大户多空比变化",
    "weight": 0.04,
    "available": true,
    "raw": 7.91,
    "z": 0.396,
    "contribution": 0.025
   }
  ]
 },
 "trendComparison": {
  "today": {
   "date": "2026-09-24",
   "trendScore": -0.75,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.64
  },
  "yesterday": {
   "date": "2026-09-23",
   "trendScore": -1.33,
   "label": "lean_bear",
   "labelZh": "偏空",
   "confidence": 0.81
  },
  "delta": 0.58
 },
 "dataSummary": "系统研判「偏空」，趋势分 -0.75（置信度 64%），前一交易日为「偏空」（-1.33）。黄金（XAUUSDT 永续）收于 $4,269.28，日涨跌 -0.54%，日内振幅 1.35%；3 日 -2.37%，5 日 -1.91%。日线 EMA10/EMA20 处于死叉状态（间距 -0.54%，2026-09-10 死叉，距今 10 个交易日）。宏观方面，美元指数 101.29（+0.19%），美债 10 年期收益率 5.162%（+4.8bp）。合约方面，永续持仓量 +4.26%，资金费率日均 +0.0054%（前 7 日 +0.0050%），主动买卖比 0.961。主要偏空因子：美债收益率变化、当日涨跌。",
 "dataBlocks": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "收盘 $4,269.28，UTC 2026-09-24 00:00 开盘 $4,292.30，较前一交易日（2026-09-23）收盘 $4,292.30 -0.54%",
     "highlight": "red"
    },
    {
     "text": "日内高 $4,306.87 / 低 $4,249.11，振幅 1.35%；30 日区间 $4,243.81 – $4,673.50",
     "highlight": "grey"
    },
    {
     "text": "动量：3 日 -2.37%，5 日 -1.91%，30 日 -8.34%；30 个交易日日波动率 1.56%",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 $4,333.60 / EMA20 $4,356.75，间距 -0.54%（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 10 个交易日",
     "highlight": "red"
    },
    {
     "text": "美元指数 101.10 → 101.29（+0.19%），5 日 +1.07%",
     "highlight": "red"
    },
    {
     "text": "美国 10 年期国债收益率 5.114% → 5.162%（+4.8bp），5 日 +21.5bp",
     "highlight": "red"
    },
    {
     "text": "永续成交 49.3 万盎司（约 21.09 亿 USDT），近 5 个交易日成交量较前 5 日 -12.44%",
     "highlight": "grey"
    },
    {
     "text": "永续持仓量 11.5 万 → 12.0 万盎司（+4.26%），名义价值约 5.14 亿美元",
     "highlight": "red"
    },
    {
     "text": "资金费率（每 4 小时结算）日均 +0.0054%，前 7 日均值 +0.0050%，年化约 +11.9%",
     "highlight": "grey"
    },
    {
     "text": "主动买卖比 24h 汇总 0.961（买 24.2 万 / 卖 25.1 万盎司），9/24 小时买方占优",
     "highlight": "red"
    },
    {
     "text": "全市场账户多空比 4.757 → 5.042（+6.00%）；大户账户多空比 5.711 → 6.163（+7.91%）",
     "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）：$4,292.30 → $4,282.92，-0.22%，区间 $4,277.10 – $4,306.87，成交 9.8 万盎司（占全日 20%）",
     "highlight": "red"
    },
    {
     "text": "欧洲时段（UTC 06:00–12:00）：$4,283.04 → $4,269.91，-0.31%，区间 $4,249.11 – $4,291.22，成交 14.5 万盎司（占全日 29.4%）",
     "highlight": "red"
    },
    {
     "text": "美洲时段（UTC 12:00–18:00）：$4,269.92 → $4,268.78，-0.03%，区间 $4,250.00 – $4,291.96，成交 18.8 万盎司（占全日 38.2%），全日放量时段",
     "highlight": "grey"
    },
    {
     "text": "美盘尾段（UTC 18:00–24:00）：$4,268.78 → $4,269.28，+0.01%，区间 $4,260.74 – $4,285.38，成交 6.1 万盎司（占全日 12.4%）",
     "highlight": "grey"
    }
   ]
  }
 ],
 "aiStatus": "ok",
 "outlook": "系统研判为「偏空」，趋势分 -0.75，置信度 0.64；前一交易日趋势分 -1.33、同为「偏空」，空头评分有所收敛但方向未变。Binance XAUUSDT 永续合约收于 $4,269.28，下跌 0.54%，3 日变动 -2.37%、5 日变动 -1.91%，30 日变动 -8.34%。美元指数收于 101.29，上涨 0.19%；10 年期美债收益率收于 5.162%，上行 4.8bp。美元与美债收益率通常与金价呈反向关系，当日二者同步走强，形成宏观压力，但不据此断言涨跌的具体原因。永续合约持仓由 11.5 万盎司增至 12.0 万盎司，资金费率日均 +0.0054%，主动买卖比 0.961。下一交易日可观察日内高点 $4,306.87、低点 $4,249.11，以及 30 日区间 $4,243.81 – $4,673.50 的下沿是否被重新测试。",
 "analysis": [
  {
   "title": "关键数据",
   "items": [
    {
     "text": "永续合约开 $4,292.30、高 $4,306.87、低 $4,249.11、收 $4,269.28，下跌 0.54%，振幅 1.35%，收盘贴近日内低位。",
     "highlight": "red"
    },
    {
     "text": "日线 EMA10 为 $4,333.60、EMA20 为 $4,356.75，价差占收盘 -0.54%，处于死叉状态；上次死叉为 2026-09-10，已过 10 个交易日。",
     "highlight": "red"
    },
    {
     "text": "美元指数收于 101.29，前值 101.10，上涨 0.19%，5 日变动 +1.07%；美元走强通常对金价形成压力。",
     "highlight": "red"
    },
    {
     "text": "10 年期美债收益率收于 5.162%，前值 5.114%，上行 4.8bp，5 日变动 +21.5bp；收益率上行通常抬升持有黄金的机会成本。",
     "highlight": "red"
    },
    {
     "text": "成交 49.3 万盎司、名义成交 21.09 亿 USDT，近 5 日成交较前 5 日变动 -12.44%；持仓由 11.5 万盎司增至 12.0 万盎司（+4.26%），名义价值 5.14 亿美元。",
     "highlight": "grey"
    },
    {
     "text": "CFTC 管理基金净多 133,116 手（报告日 2026-09-15），周变动 -1,856 手，占持仓 32.5%；该周度数据不计入趋势分。",
     "highlight": "grey"
    }
   ]
  },
  {
   "title": "24H 行情复盘",
   "items": [
    {
     "text": "亚洲时段开 $4,292.30、收 $4,282.92，高 $4,306.87、低 $4,277.10，下跌 0.22%；成交 9.8 万盎司，占全日 20%，冲高后回落。",
     "highlight": "red"
    },
    {
     "text": "欧洲时段开 $4,283.04、收 $4,269.91，高 $4,291.22、低 $4,249.11，下跌 0.31%；成交 14.5 万盎司，占 29.4%，打出全日低点。",
     "highlight": "red"
    },
    {
     "text": "美洲时段开 $4,269.92、收 $4,268.78，高 $4,291.96、低 $4,250.00，下跌 0.03%；成交 18.8 万盎司，占 38.2%，为四个时段最大，价格近乎持平。",
     "highlight": "grey"
    },
    {
     "text": "美盘尾段开 $4,268.78、收 $4,269.28，高 $4,285.38、低 $4,260.74，上涨 0.01%；成交 6.1 万盎司，占 12.4%，量能最弱、窄幅收平。",
     "highlight": "grey"
    }
   ]
  },
  {
   "title": "多空博弈",
   "items": [
    {
     "text": "空方：收盘下跌 0.54%，3 日与 5 日动量为负，日线仍处死叉；美元上涨 0.19%、收益率上行 4.8bp，主动卖出 25.1 万盎司多于买入 24.2 万盎司。",
     "highlight": "red"
    },
    {
     "text": "多方：永续合约持仓增加 4.26%，大户多空比由 5.711 升至 6.163（+7.91%），散户多空比升至 5.042，多头账户占比 83.45%，资金费率日均仍为 +0.0054%。",
     "highlight": "green"
    },
    {
     "text": "综合：趋势分 -0.75。因子贡献中，美债收益率变化 -0.13、当日涨跌 -0.121、美元指数变化 -0.114、3 日动量 -0.113 为主要拖累；资金费率变化 +0.008、大户多空比变化 +0.025 仅小幅对冲。",
     "highlight": "red"
    },
    {
     "text": "价格下跌而持仓上升，主动买卖比 0.961、买盘占优小时仅 9/24，显示增量仓位更偏向卖出一侧，多头账户占比偏高但未能扭转当日跌势。",
     "highlight": "red"
    }
   ]
  },
  {
   "title": "风险提示",
   "items": [
    {
     "text": "美元指数与美债收益率同日走强，且 5 日分别变动 +1.07%、+21.5bp，宏观压力仍在，但数据本身不能说明当日金价下跌的具体原因。",
     "highlight": "red"
    },
    {
     "text": "收盘 $4,269.28 距 30 日区间下沿 $4,243.81 较近，30 日已实现波动 1.56%；若再测欧洲时段低点 $4,249.11，波动可能放大，此为观察点而非操作指令。",
     "highlight": "grey"
    },
    {
     "text": "散户与大户多空比同日上升，多头账户占比 83.45%，而价格与主动买卖比偏弱，存在仓位拥挤与价格背离；CFTC 为周度背景，不计入趋势分。",
     "highlight": "red"
    }
   ]
  }
 ],
 "ai": {
  "model": "grok-4.7",
  "reasoningEffort": "low",
  "generatedAt": "2026-09-25T14:55:15.448Z",
  "latencyMs": 40826,
  "attempts": 1,
  "usage": {
   "prompt_tokens": 4446,
   "completion_tokens": 1504,
   "total_tokens": 7702,
   "prompt_tokens_details": {
    "text_tokens": 4446,
    "audio_tokens": 0,
    "image_tokens": 0,
    "cached_tokens": 1152
   },
   "completion_tokens_details": {
    "reasoning_tokens": 1752,
    "audio_tokens": 0,
    "accepted_prediction_tokens": 0,
    "rejected_prediction_tokens": 0
   },
   "num_sources_used": 0,
   "cost_in_usd_ticks": 267000000
  },
  "usageTotal": {
   "prompt_tokens": 4446,
   "completion_tokens": 1504,
   "reasoning_tokens": 1752,
   "cached_tokens": 1152,
   "cost_usd": 0.0267,
   "calls": 1
  },
  "ungroundedNumbers": [],
  "styleIssues": [],
  "error": null
 },
 "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": []
 }
}