{
  "record": {
    "id": "gold-2026-08-26",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-08-26",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-08-26 日度研判归档",
    "kind": "日度研判",
    "status": "data",
    "statusLabel": "数据与评分 · AI文字未生成",
    "summary": "系统研判「中性偏多」，趋势分 +0.16（置信度 48%）。黄金（XAUUSDT 永续）收于 $4,626.26，日涨跌 -0.68%，日内振幅 1.87%；3 日 +0.23%，5 日 +2.49%。日线 EMA10/EMA20 处于金叉状态（间距 +2.44%，2026-08-05 金叉，距今 15 个交易日）。宏观方面，美元指数 99.17（+0.25%），美债 10 年期收益率 4.664%（+2.5bp）。合约方面，永续持仓量 -3.28%，资金费率日均 +0.0031%（前 7 日 +0.0002%），主动买卖比 1.047。主要偏多因子：日线 EMA 趋势、主动买卖比；主要偏空因子：美元指数变化、当日涨跌。",
    "label": "中性偏多",
    "score": 0.16,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-08-26/",
    "sourceHref": "/data/gold-ai/2026-08-26.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.329Z"
  },
  "sourceSha256": "86d3408a8424f5f9e2af6d563cdf09fe849426f24382b71406506b106a39fdea",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-08-26",
    "window": {
      "start": "2026-08-26T00:00:00Z",
      "end": "2026-08-27T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.329Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4657.84,
      "high": 4673.5,
      "low": 4586.44,
      "close": 4626.26,
      "prevClose": 4657.86,
      "prevDate": "2026-08-25",
      "gapPct": 0,
      "change1dPct": -0.678,
      "change3dPct": 0.227,
      "change5dPct": 2.487,
      "change30dPct": 13.473,
      "amplitudePct": 1.869,
      "volumeXau": 412513.99,
      "quoteVolumeUsdt": 1907193247,
      "volume5dChangePct": 6.57,
      "realizedVolDailyPct": 1.592,
      "realizedVolSamples": 30,
      "logRet1d": -0.006807348898672024,
      "logRet3d": 0.00227006501921143,
      "logRet5d": 0.024565087898500558,
      "high30d": 4700.63,
      "low30d": 4003.11,
      "tradingDays30d": 22,
      "indexClose": 4623.84,
      "basisPct": 0.052,
      "emaTrend": {
        "ema10": 4533.56,
        "ema20": 4420.87,
        "gapPct": 2.4359,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 15,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4657.84,
        "high": 4673.5,
        "low": 4633.59,
        "close": 4643.33,
        "changePct": -0.312,
        "rangePct": 0.857,
        "volumeXau": 86840.97,
        "volumeSharePct": 21.1
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4643.35,
        "high": 4645.59,
        "low": 4617.68,
        "close": 4628.71,
        "changePct": -0.315,
        "rangePct": 0.601,
        "volumeXau": 72800.37,
        "volumeSharePct": 17.6
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4628.7,
        "high": 4636.99,
        "low": 4586.44,
        "close": 4601.33,
        "changePct": -0.591,
        "rangePct": 1.092,
        "volumeXau": 198560.65,
        "volumeSharePct": 48.1
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4601.33,
        "high": 4627.32,
        "low": 4588.66,
        "close": 4626.26,
        "changePct": 0.542,
        "rangePct": 0.84,
        "volumeXau": 54312,
        "volumeSharePct": 13.2
      }
    ],
    "derivatives": {
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-08-26T04:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-08-26T08:00:00Z",
            "rate": 0.00001699
          },
          {
            "at": "2026-08-26T12:00:00Z",
            "rate": 0.00002915
          },
          {
            "at": "2026-08-26T16:00:00Z",
            "rate": 0.00004458
          },
          {
            "at": "2026-08-26T20:00:00Z",
            "rate": 0.00006241
          },
          {
            "at": "2026-08-27T00:00:00Z",
            "rate": 0.00003138
          }
        ],
        "avg": 0.00003075,
        "last": 0.00003138,
        "dayTotal": 0.00018451,
        "prev7dAvg": 0.00000185,
        "prev7dCount": 42,
        "annualizedPct": 6.73
      },
      "taker": {
        "ratio": 1.0474,
        "buyVol": 210972.76,
        "sellVol": 201427.25,
        "hourlyMax": 1.8107,
        "hourlyMin": 0.7223,
        "last": 0.946,
        "hoursBuyDominant": 15,
        "hours": 24
      },
      "openInterest": {
        "start": 82069.335,
        "end": 79375.143,
        "startUsd": 382290751,
        "endUsd": 367207188,
        "change": -2694.192,
        "changePct": -3.283,
        "high": 82069.335,
        "low": 78268.771,
        "startAt": "2026-08-26T00:00:00Z",
        "endAt": "2026-08-27T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 1.374,
        "end": 1.5991,
        "changePct": 16.38,
        "longPctEnd": 61.53,
        "avg": 1.4418,
        "startAt": "2026-08-26T00:00:00Z",
        "endAt": "2026-08-27T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 0.919,
        "end": 1.1263,
        "changePct": 22.56,
        "longPctEnd": 52.97,
        "avg": 1.0131,
        "startAt": "2026-08-26T00:00:00Z",
        "endAt": "2026-08-27T00:00:00Z",
        "partial": false
      },
      "retailLongShort": {
        "start": 0.9739,
        "end": 1.2447,
        "changePct": 27.81,
        "longPctEnd": 55.45,
        "avg": 1.1065,
        "startAt": "2026-08-26T00:00:00Z",
        "endAt": "2026-08-27T00:00:00Z",
        "partial": false
      }
    },
    "macro": {
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-08-26",
        "prevDate": "2026-08-25",
        "close": 4.664,
        "prev": 4.639,
        "changeBp": 2.5,
        "sigmaBp": 4.21,
        "samples": 29,
        "change5dBp": 1.1
      },
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-08-26",
        "prevDate": "2026-08-25",
        "close": 99.17,
        "prev": 98.92,
        "changePct": 0.253,
        "logRet": 0.002524106591481653,
        "sigmaPct": 0.29,
        "samples": 29,
        "change5dPct": 0.344
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-08-18",
        "releasedOn": "2026-08-21",
        "managedMoneyLong": 154595,
        "managedMoneyShort": 12947,
        "managedMoneyNet": 141648,
        "managedMoneyNetChange": 3986,
        "openInterest": 406260,
        "netPctOfOi": 34.9,
        "ageDays": 8
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": 0.16,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.48,
      "components": {
        "weightedZ": 0.0969,
        "agreement": 0.34,
        "strength": 0.107,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": -0.678,
          "z": -0.428,
          "contribution": -0.151
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": 0.227,
          "z": 0.082,
          "contribution": 0.01
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": 2.487,
          "z": 0.69,
          "contribution": 0.088
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.4359,
          "z": 1.53,
          "contribution": 0.245
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": 0.253,
          "z": -0.87,
          "contribution": -0.167
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": 2.5,
          "z": -0.594,
          "contribution": -0.076
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": -3.283,
          "z": 0.328,
          "contribution": 0.042
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 1.0474,
          "z": 0.948,
          "contribution": 0.121
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.0000289,
          "z": 0.722,
          "contribution": 0.046
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00003075,
          "z": 0.193,
          "contribution": 0.012
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 27.81,
          "z": -1.39,
          "contribution": -0.089
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 22.56,
          "z": 1.128,
          "contribution": 0.072
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-08-26",
        "trendScore": 0.16,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.48
      },
      "yesterday": null,
      "delta": null
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.16（置信度 48%）。黄金（XAUUSDT 永续）收于 $4,626.26，日涨跌 -0.68%，日内振幅 1.87%；3 日 +0.23%，5 日 +2.49%。日线 EMA10/EMA20 处于金叉状态（间距 +2.44%，2026-08-05 金叉，距今 15 个交易日）。宏观方面，美元指数 99.17（+0.25%），美债 10 年期收益率 4.664%（+2.5bp）。合约方面，永续持仓量 -3.28%，资金费率日均 +0.0031%（前 7 日 +0.0002%），主动买卖比 1.047。主要偏多因子：日线 EMA 趋势、主动买卖比；主要偏空因子：美元指数变化、当日涨跌。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,626.26，UTC 2026-08-26 00:00 开盘 $4,657.84，较前一交易日（2026-08-25）收盘 $4,657.86 -0.68%",
            "highlight": "red"
          },
          {
            "text": "日内高 $4,673.50 / 低 $4,586.44，振幅 1.87%；30 日区间 $4,003.11 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +0.23%，5 日 +2.49%，30 日 +13.47%；30 个交易日日波动率 1.59%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $4,533.56 / EMA20 $4,420.87，间距 +2.44%（占收盘价），金叉状态（EMA10 在 EMA20 上方）；最近一次交叉：2026-08-05 金叉，距今 15 个交易日",
            "highlight": "green"
          },
          {
            "text": "美元指数 98.92 → 99.17（+0.25%），5 日 +0.34%",
            "highlight": "red"
          },
          {
            "text": "美国 10 年期国债收益率 4.639% → 4.664%（+2.5bp），5 日 +1.1bp",
            "highlight": "red"
          },
          {
            "text": "永续成交 41.3 万盎司（约 19.07 亿 USDT），近 5 个交易日成交量较前 5 日 +6.57%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 8.2 万 → 7.9 万盎司（-3.28%），名义价值约 3.67 亿美元",
            "highlight": "green"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0031%，前 7 日均值 +0.0002%，年化约 +6.7%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 1.047（买 21.1 万 / 卖 20.1 万盎司），15/24 小时买方占优",
            "highlight": "green"
          },
          {
            "text": "全市场账户多空比 0.974 → 1.245（+27.81%）；大户账户多空比 0.919 → 1.126（+22.56%）",
            "highlight": "grey"
          },
          {
            "text": "CFTC 持仓报告（2026-08-18）：COMEX 黄金管理基金净多 141,648 手，周变化 +3,986 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）：$4,657.84 → $4,643.33，-0.31%，区间 $4,633.59 – $4,673.50，成交 8.7 万盎司（占全日 21.1%）",
            "highlight": "red"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,643.35 → $4,628.71，-0.32%，区间 $4,617.68 – $4,645.59，成交 7.3 万盎司（占全日 17.6%）",
            "highlight": "red"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,628.70 → $4,601.33，-0.59%，区间 $4,586.44 – $4,636.99，成交 19.9 万盎司（占全日 48.1%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,601.33 → $4,626.26，+0.54%，区间 $4,588.66 – $4,627.32，成交 5.4 万盎司（占全日 13.2%）",
            "highlight": "green"
          }
        ]
      }
    ],
    "aiStatus": "pending",
    "outlook": null,
    "analysis": 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)",
      "us10y": "https://query1.finance.yahoo.com",
      "dxy": "https://query1.finance.yahoo.com",
      "funding": "https://www.binance.com",
      "taker": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "topPositionLongShort": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "retailLongShort": "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": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}