{
  "record": {
    "id": "gold-2026-09-10",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-09-10",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-09-10 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「偏空」，趋势分 -1.33（置信度 84%），前一交易日为「中性偏空」（-0.13）。黄金（XAUUSDT 永续）收于 $4,319.26，日涨跌 -1.78%，日内振幅 2.80%；3 日 -2.44%，5 日 -3.67%。日线 EMA10/EMA20 处于死叉状态（间距 -0.05%，2026-09-10 当日死叉）。宏观方面，美元指数 99.09（+0.32%），美债 10 年期收益率 4.944%（+10.7bp）。合约方面，永续持仓量 +15.84%，资金费率日均 +0.0052%（前 7 日 +0.0039%），主动买卖比 0.986。主要偏多因子：大户多空比变化；主要偏空因子：当日涨跌、美债收益率变化。",
    "label": "偏空",
    "score": -1.33,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-09-10/",
    "sourceHref": "/data/gold-ai/2026-09-10.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.371Z"
  },
  "sourceSha256": "89c3fb0803bf15d0abc339c635ebe73ba4b456b26e32caf77a809ab01851e05b",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-09-10",
    "window": {
      "start": "2026-09-10T00:00:00Z",
      "end": "2026-09-11T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.371Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4397.72,
      "high": 4438.79,
      "low": 4315.55,
      "close": 4319.26,
      "prevClose": 4397.7,
      "prevDate": "2026-09-09",
      "gapPct": 0,
      "change1dPct": -1.784,
      "change3dPct": -2.438,
      "change5dPct": -3.671,
      "change30dPct": -1.302,
      "amplitudePct": 2.802,
      "volumeXau": 475379.96,
      "quoteVolumeUsdt": 2079612015,
      "volume5dChangePct": -32.28,
      "realizedVolDailyPct": 1.769,
      "realizedVolSamples": 30,
      "logRet1d": -0.017997585695121443,
      "logRet3d": -0.02468097999713251,
      "logRet5d": -0.03740242153134757,
      "high30d": 4700.63,
      "low30d": 4288,
      "tradingDays30d": 22,
      "indexClose": 4317.05,
      "basisPct": 0.051,
      "emaTrend": {
        "ema10": 4410.47,
        "ema20": 4412.58,
        "gapPct": -0.049,
        "state": "death",
        "lastCross": "death",
        "lastCrossDate": "2026-09-10",
        "barsSinceCross": 0,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4397.72,
        "high": 4435.24,
        "low": 4393.48,
        "close": 4435.23,
        "changePct": 0.853,
        "rangePct": 0.95,
        "volumeXau": 68305.45,
        "volumeSharePct": 14.4
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4435.24,
        "high": 4438.79,
        "low": 4378.34,
        "close": 4379.66,
        "changePct": -1.253,
        "rangePct": 1.363,
        "volumeXau": 110753.75,
        "volumeSharePct": 23.3
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4379.66,
        "high": 4382.86,
        "low": 4328.91,
        "close": 4357.71,
        "changePct": -0.501,
        "rangePct": 1.232,
        "volumeXau": 223706.37,
        "volumeSharePct": 47.1
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4357.7,
        "high": 4360.82,
        "low": 4315.55,
        "close": 4319.26,
        "changePct": -0.882,
        "rangePct": 1.039,
        "volumeXau": 72614.39,
        "volumeSharePct": 15.3
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 2.5224,
        "end": 3.3516,
        "changePct": 32.87,
        "longPctEnd": 77.02,
        "avg": 2.8562,
        "startAt": "2026-09-10T00:00:00Z",
        "endAt": "2026-09-11T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9855,
        "buyVol": 235920.32,
        "sellVol": 239393.09,
        "hourlyMax": 1.2223,
        "hourlyMin": 0.8281,
        "last": 0.8363,
        "hoursBuyDominant": 13,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 1.7339,
        "end": 2.0577,
        "changePct": 18.67,
        "longPctEnd": 67.3,
        "avg": 1.8596,
        "startAt": "2026-09-10T00:00:00Z",
        "endAt": "2026-09-11T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 80375.356,
        "end": 93108.151,
        "startUsd": 353461881,
        "endUsd": 402134175,
        "change": 12732.795,
        "changePct": 15.842,
        "high": 93108.151,
        "low": 79142.59,
        "startAt": "2026-09-10T00:00:00Z",
        "endAt": "2026-09-11T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 2.592,
        "end": 3.6339,
        "changePct": 40.2,
        "longPctEnd": 78.42,
        "avg": 2.9815,
        "startAt": "2026-09-10T00:00:00Z",
        "endAt": "2026-09-11T00:00:00Z",
        "partial": false
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-09-10T04:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-09-10T08:00:00Z",
            "rate": 0.00002462
          },
          {
            "at": "2026-09-10T12:00:00Z",
            "rate": 0.00006771
          },
          {
            "at": "2026-09-10T16:00:00Z",
            "rate": 0.00002843
          },
          {
            "at": "2026-09-10T20:00:00Z",
            "rate": 0.00010402
          },
          {
            "at": "2026-09-11T00:00:00Z",
            "rate": 0.00008803
          }
        ],
        "avg": 0.00005214,
        "last": 0.00008803,
        "dayTotal": 0.00031281,
        "prev7dAvg": 0.00003931,
        "prev7dCount": 42,
        "annualizedPct": 11.42
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-09-10",
        "prevDate": "2026-09-09",
        "close": 99.09,
        "prev": 98.77,
        "changePct": 0.324,
        "logRet": 0.003234610180746546,
        "sigmaPct": 0.309,
        "samples": 29,
        "change5dPct": -0.472
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-09-10",
        "prevDate": "2026-09-09",
        "close": 4.944,
        "prev": 4.837,
        "changeBp": 10.7,
        "sigmaBp": 4.01,
        "samples": 29,
        "change5dBp": 14.8
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-09-01",
        "releasedOn": "2026-09-04",
        "managedMoneyLong": 149721,
        "managedMoneyShort": 12950,
        "managedMoneyNet": 136771,
        "managedMoneyNetChange": -7976,
        "openInterest": 415196,
        "netPctOfOi": 32.9,
        "ageDays": 9
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": -1.33,
      "label": "lean_bear",
      "labelZh": "偏空",
      "confidence": 0.84,
      "components": {
        "weightedZ": -0.8291,
        "agreement": 0.707,
        "strength": 0.887,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": -1.784,
          "z": -1.017,
          "contribution": -0.358
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": -2.438,
          "z": -0.806,
          "contribution": -0.103
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": -3.671,
          "z": -0.946,
          "contribution": -0.121
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": -0.049,
          "z": -0.028,
          "contribution": -0.004
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": 0.324,
          "z": -1.047,
          "contribution": -0.201
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": 10.7,
          "z": -2.668,
          "contribution": -0.342
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": 15.842,
          "z": -1.584,
          "contribution": -0.203
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 0.9855,
          "z": -0.29,
          "contribution": -0.037
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": 0.00001283,
          "z": 0.321,
          "contribution": 0.021
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00005214,
          "z": -0.021,
          "contribution": -0.001
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 32.87,
          "z": -1.644,
          "contribution": -0.105
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": 40.2,
          "z": 2.01,
          "contribution": 0.129
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-10",
        "trendScore": -1.33,
        "label": "lean_bear",
        "labelZh": "偏空",
        "confidence": 0.84
      },
      "yesterday": {
        "date": "2026-09-09",
        "trendScore": -0.13,
        "label": "neutral_lean_bear",
        "labelZh": "中性偏空",
        "confidence": 0.45
      },
      "delta": -1.2
    },
    "dataSummary": "系统研判「偏空」，趋势分 -1.33（置信度 84%），前一交易日为「中性偏空」（-0.13）。黄金（XAUUSDT 永续）收于 $4,319.26，日涨跌 -1.78%，日内振幅 2.80%；3 日 -2.44%，5 日 -3.67%。日线 EMA10/EMA20 处于死叉状态（间距 -0.05%，2026-09-10 当日死叉）。宏观方面，美元指数 99.09（+0.32%），美债 10 年期收益率 4.944%（+10.7bp）。合约方面，永续持仓量 +15.84%，资金费率日均 +0.0052%（前 7 日 +0.0039%），主动买卖比 0.986。主要偏多因子：大户多空比变化；主要偏空因子：当日涨跌、美债收益率变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,319.26，UTC 2026-09-10 00:00 开盘 $4,397.72，较前一交易日（2026-09-09）收盘 $4,397.70 -1.78%",
            "highlight": "red"
          },
          {
            "text": "日内高 $4,438.79 / 低 $4,315.55，振幅 2.80%；30 日区间 $4,288.00 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 -2.44%，5 日 -3.67%，30 日 -1.30%；30 个交易日日波动率 1.77%",
            "highlight": "red"
          },
          {
            "text": "日线 EMA10 $4,410.47 / EMA20 $4,412.58，间距 -0.05%（占收盘价），死叉状态（EMA10 在 EMA20 下方）；最近一次交叉：2026-09-10 当日死叉",
            "highlight": "grey"
          },
          {
            "text": "美元指数 98.77 → 99.09（+0.32%），5 日 -0.47%",
            "highlight": "red"
          },
          {
            "text": "美国 10 年期国债收益率 4.837% → 4.944%（+10.7bp），5 日 +14.8bp",
            "highlight": "red"
          },
          {
            "text": "永续成交 47.5 万盎司（约 20.80 亿 USDT），近 5 个交易日成交量较前 5 日 -32.28%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 8.0 万 → 9.3 万盎司（+15.84%），名义价值约 4.02 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0052%，前 7 日均值 +0.0039%，年化约 +11.4%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.986（买 23.6 万 / 卖 23.9 万盎司），13/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 2.522 → 3.352（+32.87%）；大户账户多空比 2.592 → 3.634（+40.20%）",
            "highlight": "green"
          },
          {
            "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）：$4,397.72 → $4,435.23，+0.85%，区间 $4,393.48 – $4,435.24，成交 6.8 万盎司（占全日 14.4%）",
            "highlight": "green"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,435.24 → $4,379.66，-1.25%，区间 $4,378.34 – $4,438.79，成交 11.1 万盎司（占全日 23.3%）",
            "highlight": "red"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,379.66 → $4,357.71，-0.50%，区间 $4,328.91 – $4,382.86，成交 22.4 万盎司（占全日 47.1%），全日放量时段",
            "highlight": "red"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,357.70 → $4,319.26，-0.88%，区间 $4,315.55 – $4,360.82，成交 7.3 万盎司（占全日 15.3%）",
            "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",
      "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
  }
}