{
  "record": {
    "id": "gold-2026-09-07",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-09-07",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-09-07 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 +0.04（置信度 35%），前一交易日为「中性偏空」（-0.23）。黄金（XAUUSDT 永续）收于 $4,427.19，日涨跌 -0.18%，日内振幅 1.06%；3 日 +0.84%，5 日 -0.67%。日线 EMA10/EMA20 处于金叉状态（间距 +0.55%，2026-08-05 金叉，距今 23 个交易日）。合约方面，永续持仓量 +3.75%，资金费率日均 +0.0035%（前 7 日 +0.0071%），主动买卖比 1.037。主要偏多因子：主动买卖比、日线 EMA 趋势；主要偏空因子：资金费率变化、持仓量变化。当日部分数据缺失（dxy、us10y），相关因子未参与计算。",
    "label": "中性偏多",
    "score": 0.04,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-09-07/",
    "sourceHref": "/data/gold-ai/2026-09-07.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.363Z"
  },
  "sourceSha256": "8aade6efa5719b38a09173d0737b0a8b4c983b7468682c98f44b9f1423596997",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-09-07",
    "window": {
      "start": "2026-09-07T00:00:00Z",
      "end": "2026-09-08T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.363Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4426.66,
      "high": 4432.49,
      "low": 4385.3,
      "close": 4427.19,
      "prevClose": 4435.12,
      "prevDate": "2026-09-04",
      "gapPct": -0.191,
      "change1dPct": -0.179,
      "change3dPct": 0.838,
      "change5dPct": -0.668,
      "change30dPct": 1.68,
      "amplitudePct": 1.064,
      "volumeXau": 284176.92,
      "quoteVolumeUsdt": 1252910355,
      "volume5dChangePct": 14.25,
      "realizedVolDailyPct": 1.761,
      "realizedVolSamples": 30,
      "logRet1d": -0.0017896016087078496,
      "logRet3d": 0.008344732174594605,
      "logRet5d": -0.006701847993554091,
      "high30d": 4700.63,
      "low30d": 4288,
      "tradingDays30d": 21,
      "indexClose": 4424.19,
      "basisPct": 0.068,
      "emaTrend": {
        "ema10": 4456.81,
        "ema20": 4432.5,
        "gapPct": 0.5491,
        "state": "golden",
        "lastCross": "golden",
        "lastCrossDate": "2026-08-05",
        "barsSinceCross": 23,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4426.66,
        "high": 4432.49,
        "low": 4393.77,
        "close": 4397.96,
        "changePct": -0.648,
        "rangePct": 0.875,
        "volumeXau": 86872.3,
        "volumeSharePct": 30.6
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4397.79,
        "high": 4426.89,
        "low": 4385.3,
        "close": 4388.88,
        "changePct": -0.203,
        "rangePct": 0.946,
        "volumeXau": 107092.67,
        "volumeSharePct": 37.7
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4388.89,
        "high": 4422.4,
        "low": 4388.89,
        "close": 4411.31,
        "changePct": 0.511,
        "rangePct": 0.764,
        "volumeXau": 62694.34,
        "volumeSharePct": 22.1
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4411.32,
        "high": 4431.71,
        "low": 4407.22,
        "close": 4427.19,
        "changePct": 0.36,
        "rangePct": 0.555,
        "volumeXau": 27517.62,
        "volumeSharePct": 9.7
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 2.268,
        "end": 2.3523,
        "changePct": 3.72,
        "longPctEnd": 70.17,
        "avg": 2.3354,
        "startAt": "2026-09-07T00:00:00Z",
        "endAt": "2026-09-08T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 1.0371,
        "buyVol": 144623.39,
        "sellVol": 139451.22,
        "hourlyMax": 1.9175,
        "hourlyMin": 0.6806,
        "last": 1.2693,
        "hoursBuyDominant": 14,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 2.02,
        "end": 1.644,
        "changePct": -18.61,
        "longPctEnd": 62.18,
        "avg": 1.7192,
        "startAt": "2026-09-07T00:00:00Z",
        "endAt": "2026-09-08T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 2.375,
        "end": 2.5162,
        "changePct": 5.95,
        "longPctEnd": 71.56,
        "avg": 2.5017,
        "startAt": "2026-09-07T00:00:00Z",
        "endAt": "2026-09-08T00:00:00Z",
        "partial": false
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-09-07T04:00:00Z",
            "rate": 0.00004603
          },
          {
            "at": "2026-09-07T08:00:00Z",
            "rate": 0.00006102
          },
          {
            "at": "2026-09-07T12:00:00Z",
            "rate": 0.00008783
          },
          {
            "at": "2026-09-07T16:00:00Z",
            "rate": 0.00000762
          },
          {
            "at": "2026-09-07T20:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-09-08T00:00:00Z",
            "rate": 0.00000756
          }
        ],
        "avg": 0.00003501,
        "last": 0.00000756,
        "dayTotal": 0.00021006,
        "prev7dAvg": 0.00007078,
        "prev7dCount": 42,
        "annualizedPct": 7.67
      },
      "openInterest": {
        "start": 76516.081,
        "end": 79388.96,
        "startUsd": 338709910,
        "endUsd": 351476465,
        "change": 2872.879,
        "changePct": 3.755,
        "high": 83752.487,
        "low": 76494.431,
        "startAt": "2026-09-07T00:00:00Z",
        "endAt": "2026-09-08T00:00:00Z",
        "partial": false
      }
    },
    "macro": {
      "dxy": null,
      "us10y": null
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-09-01",
        "releasedOn": "2026-09-04",
        "managedMoneyLong": 149721,
        "managedMoneyShort": 12950,
        "managedMoneyNet": 136771,
        "managedMoneyNetChange": -7976,
        "openInterest": 415196,
        "netPctOfOi": 32.9,
        "ageDays": 6
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": 0.04,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.35,
      "components": {
        "weightedZ": 0.0264,
        "agreement": 0.163,
        "strength": 0.027,
        "coverage": 0.8
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": -0.179,
          "z": -0.102,
          "contribution": -0.045
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": 0.838,
          "z": 0.274,
          "contribution": 0.044
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": -0.668,
          "z": -0.17,
          "contribution": -0.027
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": 0.5491,
          "z": 0.312,
          "contribution": 0.062
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": false,
          "raw": null,
          "z": null,
          "contribution": null
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": false,
          "raw": null,
          "z": null,
          "contribution": null
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": 3.755,
          "z": -0.375,
          "contribution": -0.06
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 1.0371,
          "z": 0.742,
          "contribution": 0.119
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": -0.00003577,
          "z": -0.894,
          "contribution": -0.072
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00003501,
          "z": 0.15,
          "contribution": 0.012
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 3.72,
          "z": -0.186,
          "contribution": -0.015
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 5.95,
          "z": 0.297,
          "contribution": 0.024
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-07",
        "trendScore": 0.04,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.35
      },
      "yesterday": {
        "date": "2026-09-04",
        "trendScore": -0.23,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.49
      },
      "delta": 0.27
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.04（置信度 35%），前一交易日为「中性偏空」（-0.23）。黄金（XAUUSDT 永续）收于 $4,427.19，日涨跌 -0.18%，日内振幅 1.06%；3 日 +0.84%，5 日 -0.67%。日线 EMA10/EMA20 处于金叉状态（间距 +0.55%，2026-08-05 金叉，距今 23 个交易日）。合约方面，永续持仓量 +3.75%，资金费率日均 +0.0035%（前 7 日 +0.0071%），主动买卖比 1.037。主要偏多因子：主动买卖比、日线 EMA 趋势；主要偏空因子：资金费率变化、持仓量变化。当日部分数据缺失（dxy、us10y），相关因子未参与计算。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,427.19，UTC 2026-09-07 00:00 开盘 $4,426.66，较前一交易日（2026-09-04）收盘 $4,435.12 -0.18%",
            "highlight": "red"
          },
          {
            "text": "日内高 $4,432.49 / 低 $4,385.30，振幅 1.06%；30 日区间 $4,288.00 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +0.84%，5 日 -0.67%，30 日 +1.68%；30 个交易日日波动率 1.76%",
            "highlight": "grey"
          },
          {
            "text": "日线 EMA10 $4,456.81 / EMA20 $4,432.50，间距 +0.55%（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 23 个交易日",
            "highlight": "green"
          },
          {
            "text": "永续成交 28.4 万盎司（约 12.53 亿 USDT），近 5 个交易日成交量较前 5 日 +14.25%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 7.7 万 → 7.9 万盎司（+3.75%），名义价值约 3.51 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0035%，前 7 日均值 +0.0071%，年化约 +7.7%",
            "highlight": "red"
          },
          {
            "text": "主动买卖比 24h 汇总 1.037（买 14.5 万 / 卖 13.9 万盎司），14/24 小时买方占优",
            "highlight": "green"
          },
          {
            "text": "全市场账户多空比 2.268 → 2.352（+3.72%）；大户账户多空比 2.375 → 2.516（+5.95%）",
            "highlight": "grey"
          },
          {
            "text": "CFTC 持仓报告（2026-09-01）：COMEX 黄金管理基金净多 136,771 手，周变化 -7,976 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）：$4,426.66 → $4,397.96，-0.65%，区间 $4,393.77 – $4,432.49，成交 8.7 万盎司（占全日 30.6%）",
            "highlight": "red"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,397.79 → $4,388.88，-0.20%，区间 $4,385.30 – $4,426.89，成交 10.7 万盎司（占全日 37.7%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,388.89 → $4,411.31，+0.51%，区间 $4,388.89 – $4,422.40，成交 6.3 万盎司（占全日 22.1%）",
            "highlight": "green"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,411.32 → $4,427.19，+0.36%，区间 $4,407.22 – $4,431.71，成交 2.8 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",
      "topAccountLongShort": "https://www.binance.com",
      "funding": "https://www.binance.com",
      "openInterest": "https://www.binance.com",
      "cot": "https://publicreporting.cftc.gov/resource/72hh-3qpy.json (088691)"
    },
    "dataQuality": {
      "missing": [
        "dxy",
        "us10y"
      ],
      "warnings": [
        "DX-Y.NYB: no daily bar for 2026-09-07 (market holiday / not published) — factor dropped",
        "^TNX: no daily bar for 2026-09-07 (market holiday / not published) — factor dropped"
      ]
    }
  },
  "aiMetadata": {
    "model": "grok-4.7",
    "generatedAt": null
  }
}