{
  "record": {
    "id": "gold-2026-09-17",
    "asset": "gold",
    "assetName": "黄金",
    "scope": "digital",
    "date": "2026-09-17",
    "dateLabel": "UTC交易日",
    "title": "黄金 · 2026-09-17 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 +0.37（置信度 56%），前一交易日为「偏空」（-0.88）。黄金（XAUUSDT 永续）收于 $4,352.37，日涨跌 +1.75%，日内振幅 2.67%；3 日 +1.39%，5 日 +0.77%。日线 EMA10/EMA20 处于死叉状态（间距 -0.56%，2026-09-10 死叉，距今 5 个交易日）。宏观方面，美元指数 100.22（-0.09%），美债 10 年期收益率 4.947%（-5.9bp）。合约方面，永续持仓量 -7.93%，资金费率日均 +0.0038%（前 7 日 +0.0051%），主动买卖比 0.934。主要偏多因子：当日涨跌、美债收益率变化；主要偏空因子：主动买卖比、大户多空比变化。",
    "label": "中性偏多",
    "score": 0.37,
    "version": "2026-09-25.gold.2",
    "href": "/zh/research/archive/gold-2026-09-17/",
    "sourceHref": "/data/gold-ai/2026-09-17.json",
    "currentHref": "/zh/gold/ai/",
    "capturedAt": "2026-10-05T13:28:08Z",
    "generatedAt": "2026-09-25T14:54:20.381Z"
  },
  "sourceSha256": "efdf0d43159bf6dae9e642bedaa1bdb1be485b82fca19401aeea8d90c26b2606",
  "document": {
    "schemaVersion": 1,
    "symbol": "XAU",
    "tradingDate": "2026-09-17",
    "window": {
      "start": "2026-09-17T00:00:00Z",
      "end": "2026-09-18T00:00:00Z",
      "timezone": "UTC"
    },
    "generatedAt": "2026-09-25T14:54:20.381Z",
    "market": {
      "venue": "Binance XAUUSDT 永续",
      "open": 4277.72,
      "high": 4387.02,
      "low": 4272.99,
      "close": 4352.37,
      "prevClose": 4277.72,
      "prevDate": "2026-09-16",
      "gapPct": 0,
      "change1dPct": 1.745,
      "change3dPct": 1.388,
      "change5dPct": 0.767,
      "change30dPct": 0.325,
      "amplitudePct": 2.666,
      "volumeXau": 590170.16,
      "quoteVolumeUsdt": 2562384333,
      "volume5dChangePct": 34.59,
      "realizedVolDailyPct": 1.581,
      "realizedVolSamples": 30,
      "logRet1d": 0.01730036694933744,
      "logRet3d": 0.01378365311755031,
      "logRet5d": 0.007636433035300108,
      "high30d": 4700.63,
      "low30d": 4243.81,
      "tradingDays30d": 22,
      "indexClose": 4349.82,
      "basisPct": 0.059,
      "emaTrend": {
        "ema10": 4349.31,
        "ema20": 4373.6,
        "gapPct": -0.5583,
        "state": "death",
        "lastCross": "death",
        "lastCrossDate": "2026-09-10",
        "barsSinceCross": 5,
        "barsUsed": 115
      }
    },
    "phases": [
      {
        "key": "asia",
        "nameZh": "亚洲时段",
        "hours": "00:00–06:00",
        "open": 4277.72,
        "high": 4323.21,
        "low": 4272.99,
        "close": 4310.06,
        "changePct": 0.756,
        "rangePct": 1.174,
        "volumeXau": 137181.78,
        "volumeSharePct": 23.2
      },
      {
        "key": "europe",
        "nameZh": "欧洲时段",
        "hours": "06:00–12:00",
        "open": 4310.06,
        "high": 4358.67,
        "low": 4310.06,
        "close": 4355.78,
        "changePct": 1.061,
        "rangePct": 1.128,
        "volumeXau": 158339.49,
        "volumeSharePct": 26.8
      },
      {
        "key": "us",
        "nameZh": "美洲时段",
        "hours": "12:00–18:00",
        "open": 4355.77,
        "high": 4387.02,
        "low": 4349.61,
        "close": 4367.87,
        "changePct": 0.278,
        "rangePct": 0.859,
        "volumeXau": 246087.64,
        "volumeSharePct": 41.7
      },
      {
        "key": "late",
        "nameZh": "美盘尾段",
        "hours": "18:00–24:00",
        "open": 4367.88,
        "high": 4372.14,
        "low": 4346.65,
        "close": 4352.37,
        "changePct": -0.355,
        "rangePct": 0.584,
        "volumeXau": 48561.24,
        "volumeSharePct": 8.2
      }
    ],
    "derivatives": {
      "retailLongShort": {
        "start": 3.7847,
        "end": 2.4941,
        "changePct": -34.1,
        "longPctEnd": 71.38,
        "avg": 2.978,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "taker": {
        "ratio": 0.9335,
        "buyVol": 284916.31,
        "sellVol": 305217.06,
        "hourlyMax": 1.7716,
        "hourlyMin": 0.6766,
        "last": 1.3174,
        "hoursBuyDominant": 10,
        "hours": 24
      },
      "topPositionLongShort": {
        "start": 1.8283,
        "end": 1.96,
        "changePct": 7.2,
        "longPctEnd": 66.22,
        "avg": 1.9127,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "openInterest": {
        "start": 116958.896,
        "end": 107684.828,
        "startUsd": 500270664,
        "endUsd": 468684215,
        "change": -9274.068,
        "changePct": -7.929,
        "high": 117163.054,
        "low": 91734.312,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "topAccountLongShort": {
        "start": 4.2411,
        "end": 2.5562,
        "changePct": -39.73,
        "longPctEnd": 71.88,
        "avg": 3.1381,
        "startAt": "2026-09-17T00:00:00Z",
        "endAt": "2026-09-18T00:00:00Z",
        "partial": false
      },
      "funding": {
        "intervalHours": 4,
        "settlements": [
          {
            "at": "2026-09-17T04:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-09-17T08:00:00Z",
            "rate": 0
          },
          {
            "at": "2026-09-17T12:00:00Z",
            "rate": 0.00000464
          },
          {
            "at": "2026-09-17T16:00:00Z",
            "rate": 0.0000115
          },
          {
            "at": "2026-09-17T20:00:00Z",
            "rate": 0.00010625
          },
          {
            "at": "2026-09-18T00:00:00Z",
            "rate": 0.00010512
          }
        ],
        "avg": 0.00003792,
        "last": 0.00010512,
        "dayTotal": 0.00022751,
        "prev7dAvg": 0.00005115,
        "prev7dCount": 42,
        "annualizedPct": 8.3
      }
    },
    "macro": {
      "dxy": {
        "symbol": "DX-Y.NYB",
        "date": "2026-09-17",
        "prevDate": "2026-09-16",
        "close": 100.22,
        "prev": 100.31,
        "changePct": -0.09,
        "logRet": -0.0008975848449674595,
        "sigmaPct": 0.314,
        "samples": 29,
        "change5dPct": 1.14
      },
      "us10y": {
        "symbol": "^TNX",
        "date": "2026-09-17",
        "prevDate": "2026-09-16",
        "close": 4.947,
        "prev": 5.006,
        "changeBp": -5.9,
        "sigmaBp": 3.78,
        "samples": 29,
        "change5dBp": 0.3
      }
    },
    "positioning": {
      "cot": {
        "reportDate": "2026-09-08",
        "releasedOn": "2026-09-11",
        "managedMoneyLong": 145804,
        "managedMoneyShort": 10832,
        "managedMoneyNet": 134972,
        "managedMoneyNetChange": -1799,
        "openInterest": 411227,
        "netPctOfOi": 32.8,
        "ageDays": 9
      }
    },
    "score": {
      "configVersion": "2026-09-25.gold.2",
      "trendScore": 0.37,
      "label": "neutral_lean_bull",
      "labelZh": "中性偏多",
      "confidence": 0.56,
      "components": {
        "weightedZ": 0.2326,
        "agreement": 0.437,
        "strength": 0.247,
        "coverage": 1
      },
      "factors": [
        {
          "key": "ret1d",
          "group": "price",
          "nameZh": "当日涨跌",
          "weight": 0.22,
          "available": true,
          "raw": 1.745,
          "z": 1.094,
          "contribution": 0.385
        },
        {
          "key": "mom3d",
          "group": "price",
          "nameZh": "3 日动量",
          "weight": 0.08,
          "available": true,
          "raw": 1.388,
          "z": 0.503,
          "contribution": 0.064
        },
        {
          "key": "mom5d",
          "group": "price",
          "nameZh": "5 日（周）动量",
          "weight": 0.08,
          "available": true,
          "raw": 0.767,
          "z": 0.216,
          "contribution": 0.028
        },
        {
          "key": "emaTrend",
          "group": "price",
          "nameZh": "日线 EMA 趋势",
          "weight": 0.1,
          "available": true,
          "raw": -0.5583,
          "z": -0.353,
          "contribution": -0.056
        },
        {
          "key": "dxy",
          "group": "macro",
          "nameZh": "美元指数变化",
          "weight": 0.12,
          "available": true,
          "raw": -0.09,
          "z": 0.286,
          "contribution": 0.055
        },
        {
          "key": "us10y",
          "group": "macro",
          "nameZh": "美债收益率变化",
          "weight": 0.08,
          "available": true,
          "raw": -5.9,
          "z": 1.561,
          "contribution": 0.2
        },
        {
          "key": "oiChange",
          "group": "positioning",
          "nameZh": "持仓量变化",
          "weight": 0.08,
          "available": true,
          "raw": -7.929,
          "z": -0.793,
          "contribution": -0.102
        },
        {
          "key": "taker",
          "group": "positioning",
          "nameZh": "主动买卖比",
          "weight": 0.08,
          "available": true,
          "raw": 0.9335,
          "z": -1.33,
          "contribution": -0.17
        },
        {
          "key": "fundingChange",
          "group": "positioning",
          "nameZh": "资金费率变化",
          "weight": 0.04,
          "available": true,
          "raw": -0.00001323,
          "z": -0.331,
          "contribution": -0.021
        },
        {
          "key": "fundingLevel",
          "group": "positioning",
          "nameZh": "资金费率拥挤度",
          "weight": 0.04,
          "available": true,
          "raw": 0.00003792,
          "z": 0.121,
          "contribution": 0.008
        },
        {
          "key": "retailLs",
          "group": "positioning",
          "nameZh": "散户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -34.1,
          "z": 1.705,
          "contribution": 0.109
        },
        {
          "key": "topLs",
          "group": "positioning",
          "nameZh": "大户多空比变化",
          "weight": 0.04,
          "available": true,
          "raw": -39.73,
          "z": -1.986,
          "contribution": -0.127
        }
      ]
    },
    "trendComparison": {
      "today": {
        "date": "2026-09-17",
        "trendScore": 0.37,
        "label": "neutral_lean_bull",
        "labelZh": "中性偏多",
        "confidence": 0.56
      },
      "yesterday": {
        "date": "2026-09-16",
        "trendScore": -0.88,
        "label": "lean_bear",
        "labelZh": "偏空",
        "confidence": 0.63
      },
      "delta": 1.25
    },
    "dataSummary": "系统研判「中性偏多」，趋势分 +0.37（置信度 56%），前一交易日为「偏空」（-0.88）。黄金（XAUUSDT 永续）收于 $4,352.37，日涨跌 +1.75%，日内振幅 2.67%；3 日 +1.39%，5 日 +0.77%。日线 EMA10/EMA20 处于死叉状态（间距 -0.56%，2026-09-10 死叉，距今 5 个交易日）。宏观方面，美元指数 100.22（-0.09%），美债 10 年期收益率 4.947%（-5.9bp）。合约方面，永续持仓量 -7.93%，资金费率日均 +0.0038%（前 7 日 +0.0051%），主动买卖比 0.934。主要偏多因子：当日涨跌、美债收益率变化；主要偏空因子：主动买卖比、大户多空比变化。",
    "dataBlocks": [
      {
        "title": "关键数据",
        "items": [
          {
            "text": "收盘 $4,352.37，UTC 2026-09-17 00:00 开盘 $4,277.72，较前一交易日（2026-09-16）收盘 $4,277.72 +1.75%",
            "highlight": "green"
          },
          {
            "text": "日内高 $4,387.02 / 低 $4,272.99，振幅 2.67%；30 日区间 $4,243.81 – $4,700.63",
            "highlight": "grey"
          },
          {
            "text": "动量：3 日 +1.39%，5 日 +0.77%，30 日 +0.33%；30 个交易日日波动率 1.58%",
            "highlight": "green"
          },
          {
            "text": "日线 EMA10 $4,349.31 / EMA20 $4,373.60，间距 -0.56%（占收盘价），死叉状态（EMA10 在 EMA20 下方）；最近一次交叉：2026-09-10 死叉，距今 5 个交易日",
            "highlight": "red"
          },
          {
            "text": "美元指数 100.31 → 100.22（-0.09%），5 日 +1.14%",
            "highlight": "green"
          },
          {
            "text": "美国 10 年期国债收益率 5.006% → 4.947%（-5.9bp），5 日 +0.3bp",
            "highlight": "green"
          },
          {
            "text": "永续成交 59.0 万盎司（约 25.62 亿 USDT），近 5 个交易日成交量较前 5 日 +34.59%",
            "highlight": "grey"
          },
          {
            "text": "永续持仓量 11.7 万 → 10.8 万盎司（-7.93%），名义价值约 4.69 亿美元",
            "highlight": "red"
          },
          {
            "text": "资金费率（每 4 小时结算）日均 +0.0038%，前 7 日均值 +0.0051%，年化约 +8.3%",
            "highlight": "grey"
          },
          {
            "text": "主动买卖比 24h 汇总 0.934（买 28.5 万 / 卖 30.5 万盎司），10/24 小时买方占优",
            "highlight": "red"
          },
          {
            "text": "全市场账户多空比 3.785 → 2.494（-34.10%）；大户账户多空比 4.241 → 2.556（-39.73%）",
            "highlight": "grey"
          },
          {
            "text": "CFTC 持仓报告（2026-09-08）：COMEX 黄金管理基金净多 134,972 手，周变化 -1,799 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）：$4,277.72 → $4,310.06，+0.76%，区间 $4,272.99 – $4,323.21，成交 13.7 万盎司（占全日 23.2%）",
            "highlight": "green"
          },
          {
            "text": "欧洲时段（UTC 06:00–12:00）：$4,310.06 → $4,355.78，+1.06%，区间 $4,310.06 – $4,358.67，成交 15.8 万盎司（占全日 26.8%）",
            "highlight": "green"
          },
          {
            "text": "美洲时段（UTC 12:00–18:00）：$4,355.77 → $4,367.87，+0.28%，区间 $4,349.61 – $4,387.02，成交 24.6 万盎司（占全日 41.7%），全日放量时段",
            "highlight": "green"
          },
          {
            "text": "美盘尾段（UTC 18:00–24:00）：$4,367.88 → $4,352.37，-0.35%，区间 $4,346.65 – $4,372.14，成交 4.9 万盎司（占全日 8.2%）",
            "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",
      "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
  }
}