{
  "record": {
    "id": "gold-2026-08-27",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-08-27",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-08-27 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「中性偏空」，趋势分 -0.02（置信度 41%），前一交易日为「中性偏多」（+0.16）。黄金（XAUUSDT 永续）收于 $4,597.10，日涨跌 -0.63%，日内振幅 1.68%；3 日 -1.83%，5 日 +1.51%。日线 EMA10/EMA20 处于金叉状态（间距 +2.34%，2026-08-05 金叉，距今 16 个交易日）。宏观方面，美元指数 99.16（-0.01%），美债 10 年期收益率 4.672%（+0.8bp）。合约方面，永续持仓量 -1.50%，资金费率日均 +0.0030%（前 7 日 +0.0006%），主动买卖比 0.941。主要偏多因子：日线 EMA 趋势、5 日（周）动量；主要偏空因子：主动买卖比、当日涨跌。",
    "label": "中性偏空",
    "score": -0.02,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-08-27/",
    "sourceHref": "/data/gold-ai/2026-08-27.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.345Z"
  },
  "sourceSha256": "eba1079f98da311cde21c499fb4e3863ea0f469b4f5131ad0e88c4c9effbfa10",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-08-27",
    "window": {
      "start": "2026-08-27T00:00:00Z",
      "end": "2026-08-28T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.345Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4626.26,
      "high": 4645,
      "low": 4567.14,
      "close": 4597.1,
      "prevClose": 4626.26,
      "prevDate": "2026-08-26",
      "gapPct": 0,
      "change1dPct": -0.63,
      "change3dPct": -1.835,
      "change5dPct": 1.506,
      "change30dPct": 14.071,
      "amplitudePct": 1.683,
      "volumeXau": 384789.53,
      "quoteVolumeUsdt": 1771745123,
      "volume5dChangePct": 5.59,
      "realizedVolDailyPct": 1.605,
      "realizedVolSamples": 30,
      "logRet1d": -0.006323096388972459,
      "logRet3d": -0.018519666425917295,
      "logRet5d": 0.014944377464654612,
      "high30d": 4700.63,
      "low30d": 4003.11,
      "tradingDays30d": 22,
      "indexClose": 4594.08,
      "basisPct": 0.066,
      "emaTrend": {
        "ema10": 4545.11,
        "ema20": 4437.65,
        "gapPct": 2.3375,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 16,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4626.26,
        "high": 4645,
        "low": 4604.27,
        "close": 4610.71,
        "changePct": -0.336,
        "rangePct": 0.88,
        "volumeXau": 103023.81,
        "volumeSharePct": 26.8
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4610.71,
        "high": 4614.97,
        "low": 4572.21,
        "close": 4601.42,
        "changePct": -0.201,
        "rangePct": 0.927,
        "volumeXau": 99698.36,
        "volumeSharePct": 25.9
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4601.41,
        "high": 4618.87,
        "low": 4567.14,
        "close": 4609.05,
        "changePct": 0.166,
        "rangePct": 1.124,
        "volumeXau": 143401.59,
        "volumeSharePct": 37.3
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4609.06,
        "high": 4620.49,
        "low": 4596.52,
        "close": 4597.1,
        "changePct": -0.259,
        "rangePct": 0.52,
        "volumeXau": 38665.77,
        "volumeSharePct": 10
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 1.2447,
        "end": 1.2543,
        "changePct": 0.77,
        "longPctEnd": 55.64,
        "avg": 1.2799,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9405,
        "buyVol": 186488.8,
        "sellVol": 198282.49,
        "hourlyMax": 1.2663,
        "hourlyMin": 0.6497,
        "last": 0.6497,
        "hoursBuyDominant": 7,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 1.5991,
        "end": 1.8916,
        "changePct": 18.29,
        "longPctEnd": 65.42,
        "avg": 1.7285,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 79375.143,
        "end": 78186.817,
        "startUsd": 367207188,
        "endUsd": 359428720,
        "change": -1188.326,
        "changePct": -1.497,
        "high": 79818.664,
        "low": 76887.51,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 1.1263,
        "end": 1.1949,
        "changePct": 6.09,
        "longPctEnd": 54.44,
        "avg": 1.1913,
        "startAt": "2026-08-27T00:00:00Z",
        "endAt": "2026-08-28T00:00:00Z",
        "partial": false
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-08-27T04:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-08-27T08:00:00Z",
            "rate": 0.00001465
          },
          {
            "at": "2026-08-27T12:00:00Z",
            "rate": 0.00002641
          },
          {
            "at": "2026-08-27T16:00:00Z",
            "rate": 0.00005245
          },
          {
            "at": "2026-08-27T20:00:00Z",
            "rate": 0.00003875
          },
          {
            "at": "2026-08-28T00:00:00Z",
            "rate": 0.00004527
          }
        ],
        "avg": 0.00002959,
        "last": 0.00004527,
        "dayTotal": 0.00017753,
        "prev7dAvg": 0.00000613,
        "prev7dCount": 42,
        "annualizedPct": 6.48
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-08-27",
        "prevDate": "2026-08-26",
        "close": 99.16,
        "prev": 99.17,
        "changePct": -0.01,
        "logRet": -0.00010078663593125741,
        "sigmaPct": 0.291,
        "samples": 29,
        "change5dPct": 0.263
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-08-27",
        "prevDate": "2026-08-26",
        "close": 4.672,
        "prev": 4.664,
        "changeBp": 0.8,
        "sigmaBp": 4.21,
        "samples": 29,
        "change5dBp": -2.4
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-08-18",
        "releasedOn": "2026-08-21",
        "managedMoneyLong": 154595,
        "managedMoneyShort": 12947,
        "managedMoneyNet": 141648,
        "managedMoneyNetChange": 3986,
        "openInterest": 406260,
        "netPctOfOi": 34.9,
        "ageDays": 9
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": -0.02,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.41,
      "components": {
        "weightedZ": -0.013,
        "agreement": 0.237,
        "strength": 0.013,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": -0.63,
          "z": -0.394,
          "contribution": -0.139
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": -1.835,
          "z": -0.666,
          "contribution": -0.085
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": 1.506,
          "z": 0.416,
          "contribution": 0.053
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 2.3375,
          "z": 1.456,
          "contribution": 0.233
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": -0.01,
          "z": 0.035,
          "contribution": 0.007
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": 0.8,
          "z": -0.19,
          "contribution": -0.024
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": -1.497,
          "z": 0.15,
          "contribution": 0.019
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 0.9405,
          "z": -1.19,
          "contribution": -0.152
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.00002346,
          "z": 0.586,
          "contribution": 0.038
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00002959,
          "z": 0.204,
          "contribution": 0.013
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.77,
          "z": -0.039,
          "contribution": -0.002
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 6.09,
          "z": 0.305,
          "contribution": 0.02
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-08-27",
        "trendScore": -0.02,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.41
      },
      "yesterday": {
        "date": "2026-08-26",
        "trendScore": 0.16,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.48
      },
      "delta": -0.18
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.02（置信度 41%），前一交易日为「中性偏多」（+0.16）。黄金（XAUUSDT 永续）收于 $4,597.10，日涨跌 -0.63%，日内振幅 1.68%；3 日 -1.83%，5 日 +1.51%。日线 EMA10/EMA20 处于金叉状态（间距 +2.34%，2026-08-05 金叉，距今 16 个交易日）。宏观方面，美元指数 99.16（-0.01%），美债 10 年期收益率 4.672%（+0.8bp）。合约方面，永续持仓量 -1.50%，资金费率日均 +0.0030%（前 7 日 +0.0006%），主动买卖比 0.941。主要偏多因子：日线 EMA 趋势、5 日（周）动量；主要偏空因子：主动买卖比、当日涨跌。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,597.10，UTC 2026-08-27 00:00 开盘 $4,626.26，较前一交易日（2026-08-26）收盘 $4,626.26 -0.63%",
            "highlight": "red"
          },
          {
            "text": "日内高 $4,645.00 / 低 $4,567.14，振幅 1.68%；30 日区间 $4,003.11 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -1.83%，5 日 +1.51%，30 日 +14.07%；30 个交易日日波动率 1.60%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $4,545.11 / EMA20 $4,437.65，间距 +2.34%（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 16 个交易日",
            "highlight": "green"
          },
          {
            "text": "美元指数 99.17 → 99.16（-0.01%），5 日 +0.26%",
            "highlight": "grey"
          },
          {
            "text": "美国 10 年期国债收益率 4.664% → 4.672%（+0.8bp），5 日 -2.4bp",
            "highlight": "red"
          },
          {
            "text": "永续成交 38.5 万盎司（约 17.72 亿 USDT），近 5 个交易日成交量较前 5 日 +5.59%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 7.9 万 → 7.8 万盎司（-1.50%），名义价值约 3.59 亿美元",
            "highlight": "grey"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0030%，前 7 日均值 +0.0006%，年化约 +6.5%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.941（买 18.6 万 / 卖 19.8 万盎司），7/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 1.245 → 1.254（+0.77%）；大户账户多空比 1.126 → 1.195（+6.09%）",
            "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）：$4,626.26 → $4,610.71，-0.34%，区间 $4,604.27 – $4,645.00，成交 10.3 万盎司（占全日 26.8%）",
            "highlight": "red"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,610.71 → $4,601.42，-0.20%，区间 $4,572.21 – $4,614.97，成交 10.0 万盎司（占全日 25.9%）",
            "highlight": "red"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,601.41 → $4,609.05，+0.17%，区间 $4,567.14 – $4,618.87，成交 14.3 万盎司（占全日 37.3%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,609.06 → $4,597.10，-0.26%，区间 $4,596.52 – $4,620.49，成交 3.9 万盎司（占全日 10%）",
            "highlight": "red"
          }
        ]
      }
    ],
    "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)",
      "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",
      "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": []
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}