{
  "record": {
    "id": "gold-2026-09-02",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-09-02",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-09-02 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 -0.31（置信度 51%），前一交易日为「看空」（-1.52）。黄金（XAUUSDT 永续）收于 $4,390.40，日涨跌 +1.38%，日内振幅 2.63%；3 日 -1.70%，5 日 -5.10%。日线 EMA10/EMA20 处于金叉状态（间距 +0.89%，2026-08-05 金叉，距今 20 个交易日）。宏观方面，美元指数 99.56（-0.11%），美债 10 年期收益率 4.796%（0.0bp）。合约方面，永续持仓量 -20.93%，资金费率日均 +0.0091%（前 7 日 +0.0059%），主动买卖比 0.907。主要偏多因子：当日涨跌、散户多空比变化；主要偏空因子：持仓量变化、主动买卖比。",
    "label": "中性偏空",
    "score": -0.31,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-09-02/",
    "sourceHref": "/data/gold-ai/2026-09-02.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.355Z"
  },
  "sourceSha256": "a798deb05a39c2a55a8f401fcbf7253c7f4635652bae3c5deb5986eac7780f78",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-09-02",
    "window": {
      "start": "2026-09-02T00:00:00Z",
      "end": "2026-09-03T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.355Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4330.84,
      "high": 4401.9,
      "low": 4288,
      "close": 4390.4,
      "prevClose": 4330.83,
      "prevDate": "2026-09-01",
      "gapPct": 0,
      "change1dPct": 1.375,
      "change3dPct": -1.698,
      "change5dPct": -5.098,
      "change30dPct": 8.129,
      "amplitudePct": 2.63,
      "volumeXau": 737699.66,
      "quoteVolumeUsdt": 3202827014,
      "volume5dChangePct": 22.57,
      "realizedVolDailyPct": 1.759,
      "realizedVolSamples": 30,
      "logRet1d": 0.013661129552132657,
      "logRet3d": -0.01712431320641477,
      "logRet5d": -0.05232842718447019,
      "high30d": 4700.63,
      "low30d": 4050.45,
      "tradingDays30d": 22,
      "indexClose": 4387.73,
      "basisPct": 0.061,
      "emaTrend": {
        "ema10": 4466.52,
        "ema20": 4427.47,
        "gapPct": 0.8895,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 20,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4330.84,
        "high": 4342.7,
        "low": 4288,
        "close": 4325.06,
        "changePct": -0.133,
        "rangePct": 1.263,
        "volumeXau": 249386.41,
        "volumeSharePct": 33.8
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4325.06,
        "high": 4339.96,
        "low": 4306.66,
        "close": 4337.3,
        "changePct": 0.283,
        "rangePct": 0.77,
        "volumeXau": 181439.65,
        "volumeSharePct": 24.6
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4337.29,
        "high": 4401.9,
        "low": 4332.5,
        "close": 4382.43,
        "changePct": 1.041,
        "rangePct": 1.6,
        "volumeXau": 255323.12,
        "volumeSharePct": 34.6
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4382.43,
        "high": 4397.51,
        "low": 4374.77,
        "close": 4390.4,
        "changePct": 0.182,
        "rangePct": 0.519,
        "volumeXau": 51550.49,
        "volumeSharePct": 7
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 5.0168,
        "end": 2.9588,
        "changePct": -41.02,
        "longPctEnd": 74.74,
        "avg": 3.9353,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9071,
        "buyVol": 350833.23,
        "sellVol": 386772.72,
        "hourlyMax": 1.3593,
        "hourlyMin": 0.5803,
        "last": 1.0347,
        "hoursBuyDominant": 10,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 1.8245,
        "end": 2.0858,
        "changePct": 14.32,
        "longPctEnd": 67.59,
        "avg": 1.9692,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 140089.388,
        "end": 110769.742,
        "startUsd": 606711730,
        "endUsd": 486315721,
        "change": -29319.646,
        "changePct": -20.929,
        "high": 142186.222,
        "low": 110405.63,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 5.6007,
        "end": 3.2052,
        "changePct": -42.77,
        "longPctEnd": 76.22,
        "avg": 4.3786,
        "startAt": "2026-09-02T00:00:00Z",
        "endAt": "2026-09-03T00:00:00Z",
        "partial": false
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-09-02T04:00:00Z",
            "rate": 0.00014988
          },
          {
            "at": "2026-09-02T08:00:00Z",
            "rate": 0.00014763
          },
          {
            "at": "2026-09-02T12:00:00Z",
            "rate": 0.00008436
          },
          {
            "at": "2026-09-02T16:00:00Z",
            "rate": 0.00001921
          },
          {
            "at": "2026-09-02T20:00:00Z",
            "rate": 0.00009108
          },
          {
            "at": "2026-09-03T00:00:00Z",
            "rate": 0.00005377
          }
        ],
        "avg": 0.00009099,
        "last": 0.00005377,
        "dayTotal": 0.00054593,
        "prev7dAvg": 0.00005892,
        "prev7dCount": 42,
        "annualizedPct": 19.93
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-09-02",
        "prevDate": "2026-09-01",
        "close": 99.56,
        "prev": 99.67,
        "changePct": -0.11,
        "logRet": -0.0011042576307611466,
        "sigmaPct": 0.311,
        "samples": 29,
        "change5dPct": 0.393
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-09-02",
        "prevDate": "2026-09-01",
        "close": 4.796,
        "prev": 4.796,
        "changeBp": 0,
        "sigmaBp": 4.17,
        "samples": 29,
        "change5dBp": 13.2
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-08-25",
        "releasedOn": "2026-08-28",
        "managedMoneyLong": 159819,
        "managedMoneyShort": 15072,
        "managedMoneyNet": 144747,
        "managedMoneyNetChange": 3099,
        "openInterest": 427957,
        "netPctOfOi": 33.8,
        "ageDays": 8
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": -0.31,
      "label": "neutral_lean_bear",
      "labelZh": "中性偏空",
      "confidence": 0.51,
      "components": {
        "weightedZ": -0.1911,
        "agreement": 0.341,
        "strength": 0.207,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": 1.375,
          "z": 0.777,
          "contribution": 0.274
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": -1.698,
          "z": -0.562,
          "contribution": -0.072
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": -5.098,
          "z": -1.33,
          "contribution": -0.17
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 0.8895,
          "z": 0.506,
          "contribution": 0.081
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": -0.11,
          "z": 0.355,
          "contribution": 0.068
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": 0,
          "z": 0,
          "contribution": 0
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": -20.929,
          "z": -2.093,
          "contribution": -0.268
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 0.9071,
          "z": -1.858,
          "contribution": -0.238
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.00003207,
          "z": 0.802,
          "contribution": 0.051
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00009099,
          "z": -0.41,
          "contribution": -0.026
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -41.02,
          "z": 2.051,
          "contribution": 0.131
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -42.77,
          "z": -2.139,
          "contribution": -0.137
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-02",
        "trendScore": -0.31,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.51
      },
      "yesterday": {
        "date": "2026-09-01",
        "trendScore": -1.52,
        "label": "bear",
        "labelZh": "看空",
        "confidence": 0.87
      },
      "delta": 1.21
    },
    "dataSummary": "系统研判「中性偏空」，趋势分 -0.31（置信度 51%），前一交易日为「看空」（-1.52）。黄金（XAUUSDT 永续）收于 $4,390.40，日涨跌 +1.38%，日内振幅 2.63%；3 日 -1.70%，5 日 -5.10%。日线 EMA10/EMA20 处于金叉状态（间距 +0.89%，2026-08-05 金叉，距今 20 个交易日）。宏观方面，美元指数 99.56（-0.11%），美债 10 年期收益率 4.796%（0.0bp）。合约方面，永续持仓量 -20.93%，资金费率日均 +0.0091%（前 7 日 +0.0059%），主动买卖比 0.907。主要偏多因子：当日涨跌、散户多空比变化；主要偏空因子：持仓量变化、主动买卖比。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,390.40，UTC 2026-09-02 00:00 开盘 $4,330.84，较前一交易日（2026-09-01）收盘 $4,330.83 +1.38%",
            "highlight": "green"
          },
          {
            "text": "日内高 $4,401.90 / 低 $4,288.00，振幅 2.63%；30 日区间 $4,050.45 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -1.70%，5 日 -5.10%，30 日 +8.13%；30 个交易日日波动率 1.76%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $4,466.52 / EMA20 $4,427.47，间距 +0.89%（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 20 个交易日",
            "highlight": "green"
          },
          {
            "text": "美元指数 99.67 → 99.56（-0.11%），5 日 +0.39%",
            "highlight": "green"
          },
          {
            "text": "美国 10 年期国债收益率 4.796% → 4.796%（0.0bp），5 日 +13.2bp",
            "highlight": "grey"
          },
          {
            "text": "永续成交 73.8 万盎司（约 32.03 亿 USDT），近 5 个交易日成交量较前 5 日 +22.57%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 14.0 万 → 11.1 万盎司（-20.93%），名义价值约 4.86 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0091%，前 7 日均值 +0.0059%，年化约 +19.9%",
            "highlight": "green"
          },
          {
            "text": "主动买卖比 24h 汇总 0.907（买 35.1 万 / 卖 38.7 万盎司），10/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 5.017 → 2.959（-41.02%）；大户账户多空比 5.601 → 3.205（-42.77%）",
            "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）：$4,330.84 → $4,325.06，-0.13%，区间 $4,288.00 – $4,342.70，成交 24.9 万盎司（占全日 33.8%）",
            "highlight": "red"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,325.06 → $4,337.30，+0.28%，区间 $4,306.66 – $4,339.96，成交 18.1 万盎司（占全日 24.6%）",
            "highlight": "green"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,337.29 → $4,382.43，+1.04%，区间 $4,332.50 – $4,401.90，成交 25.5 万盎司（占全日 34.6%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,382.43 → $4,390.40，+0.18%，区间 $4,374.77 – $4,397.51，成交 5.2 万盎司（占全日 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",
      "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
  }
}