{
  "record": {
    "id": "gold-2026-09-01",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-09-01",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-09-01 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「看空」，趋势分 -1.52（置信度 87%），前一交易日为「中性偏多」（+0.02）。黄金（XAUUSDT 永续）收于 $4,330.83，日涨跌 -2.83%，日内振幅 3.09%；3 日 -5.79%，5 日 -7.02%。日线 EMA10/EMA20 处于金叉状态（间距 +1.20%，2026-08-05 金叉，距今 19 个交易日）。宏观方面，美元指数 99.67（+0.24%），美债 10 年期收益率 4.796%（+3.8bp）。合约方面，永续持仓量 +52.65%，资金费率日均 +0.0189%（前 7 日 +0.0032%），主动买卖比 1.012。主要偏多因子：资金费率变化、大户多空比变化；主要偏空因子：当日涨跌、持仓量变化。",
    "label": "看空",
    "score": -1.52,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-09-01/",
    "sourceHref": "/data/gold-ai/2026-09-01.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.353Z"
  },
  "sourceSha256": "879a4ece29dca21721a8f06bd299300b05aa754a21046138c19e34368d5915ac",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-09-01",
    "window": {
      "start": "2026-09-01T00:00:00Z",
      "end": "2026-09-02T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.353Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4456.96,
      "high": 4465.89,
      "low": 4328,
      "close": 4330.83,
      "prevClose": 4456.96,
      "prevDate": "2026-08-31",
      "gapPct": 0,
      "change1dPct": -2.83,
      "change3dPct": -5.792,
      "change5dPct": -7.021,
      "change30dPct": 6.807,
      "amplitudePct": 3.094,
      "volumeXau": 628382.55,
      "quoteVolumeUsdt": 2751067004,
      "volume5dChangePct": -0.66,
      "realizedVolDailyPct": 1.681,
      "realizedVolSamples": 30,
      "logRet1d": -0.028707709720281548,
      "logRet3d": -0.05966646034763037,
      "logRet5d": -0.0727969056352748,
      "high30d": 4700.63,
      "low30d": 4027.74,
      "tradingDays30d": 22,
      "indexClose": 4327.07,
      "basisPct": 0.087,
      "emaTrend": {
        "ema10": 4483.44,
        "ema20": 4431.37,
        "gapPct": 1.2022,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 19,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4456.96,
        "high": 4465.89,
        "low": 4429.03,
        "close": 4444.49,
        "changePct": -0.28,
        "rangePct": 0.827,
        "volumeXau": 80944.88,
        "volumeSharePct": 12.9
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4444.51,
        "high": 4445.28,
        "low": 4370.02,
        "close": 4378.99,
        "changePct": -1.474,
        "rangePct": 1.693,
        "volumeXau": 185226.5,
        "volumeSharePct": 29.5
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4378.96,
        "high": 4382.37,
        "low": 4335,
        "close": 4347.9,
        "changePct": -0.709,
        "rangePct": 1.082,
        "volumeXau": 245230.09,
        "volumeSharePct": 39
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4347.91,
        "high": 4349.69,
        "low": 4328,
        "close": 4330.83,
        "changePct": -0.393,
        "rangePct": 0.499,
        "volumeXau": 116981.08,
        "volumeSharePct": 18.6
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 2.5791,
        "end": 5.0168,
        "changePct": 94.52,
        "longPctEnd": 83.38,
        "avg": 3.3065,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 1.0121,
        "buyVol": 316035.73,
        "sellVol": 312264.16,
        "hourlyMax": 1.3932,
        "hourlyMin": 0.8371,
        "last": 1.2335,
        "hoursBuyDominant": 16,
        "hours": 24
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-09-01T04:00:00Z",
            "rate": 0.00007403
          },
          {
            "at": "2026-09-01T08:00:00Z",
            "rate": 0.0001204
          },
          {
            "at": "2026-09-01T12:00:00Z",
            "rate": 0.00015216
          },
          {
            "at": "2026-09-01T16:00:00Z",
            "rate": 0.00014966
          },
          {
            "at": "2026-09-01T20:00:00Z",
            "rate": 0.00027112
          },
          {
            "at": "2026-09-02T00:00:00Z",
            "rate": 0.00036472
          }
        ],
        "avg": 0.00018868,
        "last": 0.00036472,
        "dayTotal": 0.00113209,
        "prev7dAvg": 0.00003196,
        "prev7dCount": 42,
        "annualizedPct": 41.32
      },
      "topAccountLongShort": {
        "start": 2.6576,
        "end": 5.6007,
        "changePct": 110.74,
        "longPctEnd": 84.85,
        "avg": 3.5645,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 1.8538,
        "end": 1.8245,
        "changePct": -1.58,
        "longPctEnd": 64.6,
        "avg": 1.8419,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 91772.063,
        "end": 140089.388,
        "startUsd": 408986529,
        "endUsd": 606711730,
        "change": 48317.325,
        "changePct": 52.649,
        "high": 140089.388,
        "low": 91650.182,
        "startAt": "2026-09-01T00:00:00Z",
        "endAt": "2026-09-02T00:00:00Z",
        "partial": false
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-09-01",
        "prevDate": "2026-08-31",
        "close": 99.67,
        "prev": 99.43,
        "changePct": 0.241,
        "logRet": 0.0024108285469582724,
        "sigmaPct": 0.306,
        "samples": 29,
        "change5dPct": 0.758
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-09-01",
        "prevDate": "2026-08-31",
        "close": 4.796,
        "prev": 4.758,
        "changeBp": 3.8,
        "sigmaBp": 4.15,
        "samples": 29,
        "change5dBp": 15.7
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-08-25",
        "releasedOn": "2026-08-28",
        "managedMoneyLong": 159819,
        "managedMoneyShort": 15072,
        "managedMoneyNet": 144747,
        "managedMoneyNetChange": 3099,
        "openInterest": 427957,
        "netPctOfOi": 33.8,
        "ageDays": 7
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": -1.52,
      "label": "bear",
      "labelZh": "看空",
      "confidence": 0.87,
      "components": {
        "weightedZ": -0.9471,
        "agreement": 0.708,
        "strength": 1,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": -2.83,
          "z": -1.708,
          "contribution": -0.601
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": -5.792,
          "z": -2.049,
          "contribution": -0.262
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": -7.021,
          "z": -1.937,
          "contribution": -0.248
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 1.2022,
          "z": 0.715,
          "contribution": 0.114
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": 0.241,
          "z": -0.788,
          "contribution": -0.151
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": 3.8,
          "z": -0.916,
          "contribution": -0.117
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": 52.649,
          "z": -3,
          "contribution": -0.384
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 1.0121,
          "z": 0.242,
          "contribution": 0.031
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.00015672,
          "z": 3,
          "contribution": 0.192
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00018868,
          "z": -1.387,
          "contribution": -0.089
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 94.52,
          "z": -3,
          "contribution": -0.192
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 110.74,
          "z": 3,
          "contribution": 0.192
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-01",
        "trendScore": -1.52,
        "label": "bear",
        "labelZh": "看空",
        "confidence": 0.87
      },
      "yesterday": {
        "date": "2026-08-31",
        "trendScore": 0.02,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.44
      },
      "delta": -1.54
    },
    "dataSummary": "系统研判「看空」，趋势分 -1.52（置信度 87%），前一交易日为「中性偏多」（+0.02）。黄金（XAUUSDT 永续）收于 $4,330.83，日涨跌 -2.83%，日内振幅 3.09%；3 日 -5.79%，5 日 -7.02%。日线 EMA10/EMA20 处于金叉状态（间距 +1.20%，2026-08-05 金叉，距今 19 个交易日）。宏观方面，美元指数 99.67（+0.24%），美债 10 年期收益率 4.796%（+3.8bp）。合约方面，永续持仓量 +52.65%，资金费率日均 +0.0189%（前 7 日 +0.0032%），主动买卖比 1.012。主要偏多因子：资金费率变化、大户多空比变化；主要偏空因子：当日涨跌、持仓量变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,330.83，UTC 2026-09-01 00:00 开盘 $4,456.96，较前一交易日（2026-08-31）收盘 $4,456.96 -2.83%",
            "highlight": "red"
          },
          {
            "text": "日内高 $4,465.89 / 低 $4,328.00，振幅 3.09%；30 日区间 $4,027.74 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -5.79%，5 日 -7.02%，30 日 +6.81%；30 个交易日日波动率 1.68%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $4,483.44 / EMA20 $4,431.37，间距 +1.20%（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 19 个交易日",
            "highlight": "green"
          },
          {
            "text": "美元指数 99.43 → 99.67（+0.24%），5 日 +0.76%",
            "highlight": "red"
          },
          {
            "text": "美国 10 年期国债收益率 4.758% → 4.796%（+3.8bp），5 日 +15.7bp",
            "highlight": "red"
          },
          {
            "text": "永续成交 62.8 万盎司（约 27.51 亿 USDT），近 5 个交易日成交量较前 5 日 -0.66%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 9.2 万 → 14.0 万盎司（+52.65%），名义价值约 6.07 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0189%，前 7 日均值 +0.0032%，年化约 +41.3%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 1.012（买 31.6 万 / 卖 31.2 万盎司），16/24 小时买方占优",
            "highlight": "green"
          },
          {
            "text": "全市场账户多空比 2.579 → 5.017（+94.52%）；大户账户多空比 2.658 → 5.601（+110.74%）",
            "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）：$4,456.96 → $4,444.49，-0.28%，区间 $4,429.03 – $4,465.89，成交 8.1 万盎司（占全日 12.9%）",
            "highlight": "red"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,444.51 → $4,378.99，-1.47%，区间 $4,370.02 – $4,445.28，成交 18.5 万盎司（占全日 29.5%）",
            "highlight": "red"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,378.96 → $4,347.90，-0.71%，区间 $4,335.00 – $4,382.37，成交 24.5 万盎司（占全日 39%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,347.91 → $4,330.83，-0.39%，区间 $4,328.00 – $4,349.69，成交 11.7 万盎司（占全日 18.6%）",
            "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",
      "funding": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "topPositionLongShort": "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
  }
}