{
  "record": {
    "id": "gold-2026-09-03",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-09-03",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-09-03 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「偏多」，趋势分 +0.51（置信度 61%），前一交易日为「中性偏空」（-0.31）。黄金（XAUUSDT 永续）收于 $4,483.87，日涨跌 +2.13%，日内振幅 2.91%；3 日 +0.60%，5 日 -2.46%。日线 EMA10/EMA20 处于金叉状态（间距 +0.82%，2026-08-05 金叉，距今 21 个交易日）。宏观方面，美元指数 99.00（-0.56%），美债 10 年期收益率 4.762%（-3.4bp）。合约方面，永续持仓量 -22.45%，资金费率日均 +0.0059%（前 7 日 +0.0068%），主动买卖比 0.974。主要偏多因子：当日涨跌、美元指数变化；主要偏空因子：持仓量变化、大户多空比变化。",
    "label": "偏多",
    "score": 0.51,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-09-03/",
    "sourceHref": "/data/gold-ai/2026-09-03.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.358Z"
  },
  "sourceSha256": "521c9b36a9eae7596da283d2dc9e9d685ed674c383fa402de4b33d05def67bff",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-09-03",
    "window": {
      "start": "2026-09-03T00:00:00Z",
      "end": "2026-09-04T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.358Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4390.33,
      "high": 4514.81,
      "low": 4387.19,
      "close": 4483.87,
      "prevClose": 4390.4,
      "prevDate": "2026-09-02",
      "gapPct": -0.002,
      "change1dPct": 2.129,
      "change3dPct": 0.604,
      "change5dPct": -2.463,
      "change30dPct": 9.946,
      "amplitudePct": 2.907,
      "volumeXau": 594727.69,
      "quoteVolumeUsdt": 2651234896,
      "volume5dChangePct": 35.47,
      "realizedVolDailyPct": 1.762,
      "realizedVolSamples": 30,
      "logRet1d": 0.021066173708809907,
      "logRet3d": 0.006019593540660936,
      "logRet5d": -0.024939157086687928,
      "high30d": 4700.63,
      "low30d": 4076.02,
      "tradingDays30d": 22,
      "indexClose": 4480.67,
      "basisPct": 0.071,
      "emaTrend": {
        "ema10": 4469.68,
        "ema20": 4432.84,
        "gapPct": 0.8215,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 21,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4390.33,
        "high": 4444.44,
        "low": 4387.19,
        "close": 4435.62,
        "changePct": 1.032,
        "rangePct": 1.304,
        "volumeXau": 154224.27,
        "volumeSharePct": 25.9
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4435.61,
        "high": 4449.95,
        "low": 4423.06,
        "close": 4448.53,
        "changePct": 0.291,
        "rangePct": 0.606,
        "volumeXau": 117487.73,
        "volumeSharePct": 19.8
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4448.52,
        "high": 4514.81,
        "low": 4442.95,
        "close": 4491.19,
        "changePct": 0.959,
        "rangePct": 1.615,
        "volumeXau": 280396.48,
        "volumeSharePct": 47.1
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4491.19,
        "high": 4493.67,
        "low": 4474.5,
        "close": 4483.87,
        "changePct": -0.163,
        "rangePct": 0.427,
        "volumeXau": 42619.2,
        "volumeSharePct": 7.2
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 2.9588,
        "end": 2.0979,
        "changePct": -29.1,
        "longPctEnd": 67.72,
        "avg": 2.4007,
        "startAt": "2026-09-03T00:00:00Z",
        "endAt": "2026-09-04T00:00:00Z",
        "partial": false
      },
      "topPositionLongShort": {
        "start": 2.0858,
        "end": 1.9165,
        "changePct": -8.12,
        "longPctEnd": 65.71,
        "avg": 2.0084,
        "startAt": "2026-09-03T00:00:00Z",
        "endAt": "2026-09-04T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 110769.742,
        "end": 85896.143,
        "startUsd": 486315721,
        "endUsd": 385139834,
        "change": -24873.599,
        "changePct": -22.455,
        "high": 111233.783,
        "low": 85612.68,
        "startAt": "2026-09-03T00:00:00Z",
        "endAt": "2026-09-04T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 3.2052,
        "end": 2.1114,
        "changePct": -34.13,
        "longPctEnd": 67.86,
        "avg": 2.4732,
        "startAt": "2026-09-03T00:00:00Z",
        "endAt": "2026-09-04T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9743,
        "buyVol": 293422.04,
        "sellVol": 301160.94,
        "hourlyMax": 1.5472,
        "hourlyMin": 0.7374,
        "last": 1.2471,
        "hoursBuyDominant": 10,
        "hours": 24
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-09-03T04:00:00Z",
            "rate": 0.00002767
          },
          {
            "at": "2026-09-03T08:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-09-03T12:00:00Z",
            "rate": 0.00003392
          },
          {
            "at": "2026-09-03T16:00:00Z",
            "rate": 0.00007922
          },
          {
            "at": "2026-09-03T20:00:00Z",
            "rate": 0.00011587
          },
          {
            "at": "2026-09-04T00:00:00Z",
            "rate": 0.0000963
          }
        ],
        "avg": 0.00005883,
        "last": 0.0000963,
        "dayTotal": 0.00035298,
        "prev7dAvg": 0.00006752,
        "prev7dCount": 42,
        "annualizedPct": 12.88
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-09-03",
        "prevDate": "2026-09-02",
        "close": 99,
        "prev": 99.56,
        "changePct": -0.562,
        "logRet": -0.005640602842841889,
        "sigmaPct": 0.304,
        "samples": 29,
        "change5dPct": -0.161
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-09-03",
        "prevDate": "2026-09-02",
        "close": 4.762,
        "prev": 4.796,
        "changeBp": -3.4,
        "sigmaBp": 4.1,
        "samples": 29,
        "change5dBp": 9
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-08-25",
        "releasedOn": "2026-08-28",
        "managedMoneyLong": 159819,
        "managedMoneyShort": 15072,
        "managedMoneyNet": 144747,
        "managedMoneyNetChange": 3099,
        "openInterest": 427957,
        "netPctOfOi": 33.8,
        "ageDays": 9
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": 0.51,
      "label": "lean_bull",
      "labelZh": "偏多",
      "confidence": 0.61,
      "components": {
        "weightedZ": 0.3208,
        "agreement": 0.509,
        "strength": 0.34,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": 2.129,
          "z": 1.196,
          "contribution": 0.421
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": 0.604,
          "z": 0.197,
          "contribution": 0.025
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": -2.463,
          "z": -0.633,
          "contribution": -0.081
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 0.8215,
          "z": 0.466,
          "contribution": 0.075
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": -0.562,
          "z": 1.855,
          "contribution": 0.356
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": -3.4,
          "z": 0.829,
          "contribution": 0.106
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": -22.455,
          "z": -2.245,
          "contribution": -0.287
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 0.9743,
          "z": -0.514,
          "contribution": -0.066
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": -0.00000869,
          "z": -0.217,
          "contribution": -0.014
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00005883,
          "z": -0.088,
          "contribution": -0.006
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -29.1,
          "z": 1.455,
          "contribution": 0.093
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -34.13,
          "z": -1.706,
          "contribution": -0.109
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-03",
        "trendScore": 0.51,
        "label": "lean_bull",
        "labelZh": "偏多",
        "confidence": 0.61
      },
      "yesterday": {
        "date": "2026-09-02",
        "trendScore": -0.31,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.51
      },
      "delta": 0.82
    },
    "dataSummary": "系统研判「偏多」，趋势分 +0.51（置信度 61%），前一交易日为「中性偏空」（-0.31）。黄金（XAUUSDT 永续）收于 $4,483.87，日涨跌 +2.13%，日内振幅 2.91%；3 日 +0.60%，5 日 -2.46%。日线 EMA10/EMA20 处于金叉状态（间距 +0.82%，2026-08-05 金叉，距今 21 个交易日）。宏观方面，美元指数 99.00（-0.56%），美债 10 年期收益率 4.762%（-3.4bp）。合约方面，永续持仓量 -22.45%，资金费率日均 +0.0059%（前 7 日 +0.0068%），主动买卖比 0.974。主要偏多因子：当日涨跌、美元指数变化；主要偏空因子：持仓量变化、大户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,483.87，UTC 2026-09-03 00:00 开盘 $4,390.33，较前一交易日（2026-09-02）收盘 $4,390.40 +2.13%",
            "highlight": "green"
          },
          {
            "text": "日内高 $4,514.81 / 低 $4,387.19，振幅 2.91%；30 日区间 $4,076.02 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +0.60%，5 日 -2.46%，30 日 +9.95%；30 个交易日日波动率 1.76%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $4,469.68 / EMA20 $4,432.84，间距 +0.82%（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 21 个交易日",
            "highlight": "green"
          },
          {
            "text": "美元指数 99.56 → 99.00（-0.56%），5 日 -0.16%",
            "highlight": "green"
          },
          {
            "text": "美国 10 年期国债收益率 4.796% → 4.762%（-3.4bp），5 日 +9.0bp",
            "highlight": "green"
          },
          {
            "text": "永续成交 59.5 万盎司（约 26.51 亿 USDT），近 5 个交易日成交量较前 5 日 +35.47%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 11.1 万 → 8.6 万盎司（-22.45%），名义价值约 3.85 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0059%，前 7 日均值 +0.0068%，年化约 +12.9%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.974（买 29.3 万 / 卖 30.1 万盎司），10/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 2.959 → 2.098（-29.10%）；大户账户多空比 3.205 → 2.111（-34.13%）",
            "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）：$4,390.33 → $4,435.62，+1.03%，区间 $4,387.19 – $4,444.44，成交 15.4 万盎司（占全日 25.9%）",
            "highlight": "green"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,435.61 → $4,448.53，+0.29%，区间 $4,423.06 – $4,449.95，成交 11.7 万盎司（占全日 19.8%）",
            "highlight": "green"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,448.52 → $4,491.19，+0.96%，区间 $4,442.95 – $4,514.81，成交 28.0 万盎司（占全日 47.1%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,491.19 → $4,483.87，-0.16%，区间 $4,474.50 – $4,493.67，成交 4.3 万盎司（占全日 7.2%）",
            "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",
      "topPositionLongShort": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "topAccountLongShort": "https://www.binance.com",
      "taker": "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
  }
}