{
  "record": {
    "id": "gold-2026-08-31",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-08-31",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-08-31 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 +0.02（置信度 44%），前一交易日为「偏空」（-1.39）。黄金（XAUUSDT 永续）收于 $4,456.96，日涨跌 -0.21%，日内振幅 1.69%；3 日 -3.66%，5 日 -4.83%。日线 EMA10/EMA20 处于金叉状态（间距 +1.69%，2026-08-05 金叉，距今 18 个交易日）。宏观方面，美元指数 99.43（-0.27%），美债 10 年期收益率 4.758%（+3.8bp）。合约方面，永续持仓量 -0.59%，资金费率日均 +0.0087%（前 7 日 +0.0021%），主动买卖比 1.028。主要偏多因子：美元指数变化、日线 EMA 趋势；主要偏空因子：5 日（周）动量、3 日动量。",
    "label": "中性偏多",
    "score": 0.02,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-08-31/",
    "sourceHref": "/data/gold-ai/2026-08-31.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.350Z"
  },
  "sourceSha256": "080ab852fc7e90bd44c8e63567f7d7b2017fb342f31769cab3cceffa6894acee",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-08-31",
    "window": {
      "start": "2026-08-31T00:00:00Z",
      "end": "2026-09-01T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.350Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4462.03,
      "high": 4476.81,
      "low": 4401.5,
      "close": 4456.96,
      "prevClose": 4466.23,
      "prevDate": "2026-08-28",
      "gapPct": -0.094,
      "change1dPct": -0.208,
      "change3dPct": -3.66,
      "change5dPct": -4.827,
      "change30dPct": 9.918,
      "amplitudePct": 1.686,
      "volumeXau": 406140.81,
      "quoteVolumeUsdt": 1803947002,
      "volume5dChangePct": 1.04,
      "realizedVolDailyPct": 1.68,
      "realizedVolSamples": 30,
      "logRet1d": -0.002077733038265986,
      "logRet3d": -0.03728184701632134,
      "logRet5d": -0.0494784170532662,
      "high30d": 4700.63,
      "low30d": 4027.74,
      "tradingDays30d": 21,
      "indexClose": 4453.5,
      "basisPct": 0.078,
      "emaTrend": {
        "ema10": 4517.35,
        "ema20": 4441.95,
        "gapPct": 1.6916,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 18,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4462.03,
        "high": 4476.81,
        "low": 4401.5,
        "close": 4447.1,
        "changePct": -0.335,
        "rangePct": 1.688,
        "volumeXau": 160994.25,
        "volumeSharePct": 39.6
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4447.1,
        "high": 4468.13,
        "low": 4434.02,
        "close": 4459.58,
        "changePct": 0.281,
        "rangePct": 0.767,
        "volumeXau": 76896.46,
        "volumeSharePct": 18.9
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4459.56,
        "high": 4465.34,
        "low": 4421.07,
        "close": 4440.73,
        "changePct": -0.422,
        "rangePct": 0.993,
        "volumeXau": 128858.06,
        "volumeSharePct": 31.7
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4440.73,
        "high": 4460.43,
        "low": 4430.9,
        "close": 4456.96,
        "changePct": 0.365,
        "rangePct": 0.665,
        "volumeXau": 39392.04,
        "volumeSharePct": 9.7
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 2.6483,
        "end": 2.5791,
        "changePct": -2.61,
        "longPctEnd": 72.06,
        "avg": 2.5918,
        "startAt": "2026-08-31T00:00:00Z",
        "endAt": "2026-09-01T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 1.0279,
        "buyVol": 205832,
        "sellVol": 200247.66,
        "hourlyMax": 1.4247,
        "hourlyMin": 0.5915,
        "last": 1.0356,
        "hoursBuyDominant": 13,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 2.0668,
        "end": 1.8538,
        "changePct": -10.31,
        "longPctEnd": 64.96,
        "avg": 1.8883,
        "startAt": "2026-08-31T00:00:00Z",
        "endAt": "2026-09-01T00:00:00Z",
        "partial": false
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-08-31T04:00:00Z",
            "rate": 0.00011967
          },
          {
            "at": "2026-08-31T08:00:00Z",
            "rate": 0.00013993
          },
          {
            "at": "2026-08-31T12:00:00Z",
            "rate": 0.00004809
          },
          {
            "at": "2026-08-31T16:00:00Z",
            "rate": 0.00007935
          },
          {
            "at": "2026-08-31T20:00:00Z",
            "rate": 0.00011336
          },
          {
            "at": "2026-09-01T00:00:00Z",
            "rate": 0.00002344
          }
        ],
        "avg": 0.00008731,
        "last": 0.00002344,
        "dayTotal": 0.00052384,
        "prev7dAvg": 0.00002091,
        "prev7dCount": 42,
        "annualizedPct": 19.12
      },
      "topAccountLongShort": {
        "start": 2.5753,
        "end": 2.6576,
        "changePct": 3.2,
        "longPctEnd": 72.66,
        "avg": 2.6193,
        "startAt": "2026-08-31T00:00:00Z",
        "endAt": "2026-09-01T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 92317.994,
        "end": 91772.063,
        "startUsd": 411932121,
        "endUsd": 408986529,
        "change": -545.931,
        "changePct": -0.591,
        "high": 98639.603,
        "low": 91739.159,
        "startAt": "2026-08-31T00:00:00Z",
        "endAt": "2026-09-01T00:00:00Z",
        "partial": false
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-08-31",
        "prevDate": "2026-08-28",
        "close": 99.43,
        "prev": 99.7,
        "changePct": -0.271,
        "logRet": -0.0027117642971511142,
        "sigmaPct": 0.307,
        "samples": 29,
        "change5dPct": 0.434
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-08-31",
        "prevDate": "2026-08-28",
        "close": 4.758,
        "prev": 4.72,
        "changeBp": 3.8,
        "sigmaBp": 4.13,
        "samples": 29,
        "change5dBp": 5.4
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-08-25",
        "releasedOn": "2026-08-28",
        "managedMoneyLong": 159819,
        "managedMoneyShort": 15072,
        "managedMoneyNet": 144747,
        "managedMoneyNetChange": 3099,
        "openInterest": 427957,
        "netPctOfOi": 33.8,
        "ageDays": 6
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": 0.02,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.44,
      "components": {
        "weightedZ": 0.0104,
        "agreement": 0.307,
        "strength": 0.013,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": -0.208,
          "z": -0.124,
          "contribution": -0.044
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": -3.66,
          "z": -1.281,
          "contribution": -0.164
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": -4.827,
          "z": -1.317,
          "contribution": -0.169
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 1.6916,
          "z": 1.007,
          "contribution": 0.161
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": -0.271,
          "z": 0.883,
          "contribution": 0.17
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": 3.8,
          "z": -0.92,
          "contribution": -0.118
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": -0.591,
          "z": 0.059,
          "contribution": 0.008
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 1.0279,
          "z": 0.558,
          "contribution": 0.071
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.0000664,
          "z": 1.66,
          "contribution": 0.106
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00008731,
          "z": -0.373,
          "contribution": -0.024
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -2.61,
          "z": 0.131,
          "contribution": 0.008
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 3.2,
          "z": 0.16,
          "contribution": 0.01
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-08-31",
        "trendScore": 0.02,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.44
      },
      "yesterday": {
        "date": "2026-08-28",
        "trendScore": -1.39,
        "label": "lean_bear",
        "labelZh": "偏空",
        "confidence": 0.85
      },
      "delta": 1.41
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.02（置信度 44%），前一交易日为「偏空」（-1.39）。黄金（XAUUSDT 永续）收于 $4,456.96，日涨跌 -0.21%，日内振幅 1.69%；3 日 -3.66%，5 日 -4.83%。日线 EMA10/EMA20 处于金叉状态（间距 +1.69%，2026-08-05 金叉，距今 18 个交易日）。宏观方面，美元指数 99.43（-0.27%），美债 10 年期收益率 4.758%（+3.8bp）。合约方面，永续持仓量 -0.59%，资金费率日均 +0.0087%（前 7 日 +0.0021%），主动买卖比 1.028。主要偏多因子：美元指数变化、日线 EMA 趋势；主要偏空因子：5 日（周）动量、3 日动量。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,456.96，UTC 2026-08-31 00:00 开盘 $4,462.03，较前一交易日（2026-08-28）收盘 $4,466.23 -0.21%",
            "highlight": "red"
          },
          {
            "text": "日内高 $4,476.81 / 低 $4,401.50，振幅 1.69%；30 日区间 $4,027.74 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -3.66%，5 日 -4.83%，30 日 +9.92%；30 个交易日日波动率 1.68%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $4,517.35 / EMA20 $4,441.95，间距 +1.69%（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 18 个交易日",
            "highlight": "green"
          },
          {
            "text": "美元指数 99.70 → 99.43（-0.27%），5 日 +0.43%",
            "highlight": "green"
          },
          {
            "text": "美国 10 年期国债收益率 4.720% → 4.758%（+3.8bp），5 日 +5.4bp",
            "highlight": "red"
          },
          {
            "text": "永续成交 40.6 万盎司（约 18.04 亿 USDT），近 5 个交易日成交量较前 5 日 +1.04%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 9.2 万 → 9.2 万盎司（-0.59%），名义价值约 4.09 亿美元",
            "highlight": "grey"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0087%，前 7 日均值 +0.0021%，年化约 +19.1%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 1.028（买 20.6 万 / 卖 20.0 万盎司），13/24 小时买方占优",
            "highlight": "green"
          },
          {
            "text": "全市场账户多空比 2.648 → 2.579（-2.61%）；大户账户多空比 2.575 → 2.658（+3.20%）",
            "highlight": "grey"
          },
          {
            "text": "CFTC 持仓报告（2026-08-25）：COMEX 黄金管理基金净多 144,747 手，周变化 +3,099 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）：$4,462.03 → $4,447.10，-0.34%，区间 $4,401.50 – $4,476.81，成交 16.1 万盎司（占全日 39.6%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,447.10 → $4,459.58，+0.28%，区间 $4,434.02 – $4,468.13，成交 7.7 万盎司（占全日 18.9%）",
            "highlight": "green"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,459.56 → $4,440.73，-0.42%，区间 $4,421.07 – $4,465.34，成交 12.9 万盎司（占全日 31.7%）",
            "highlight": "red"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,440.73 → $4,456.96，+0.36%，区间 $4,430.90 – $4,460.43，成交 3.9 万盎司（占全日 9.7%）",
            "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)",
      "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",
      "topAccountLongShort": "https://www.binance.com",
      "openInterest": "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
  }
}