{ "a500_price_levels": { "active_levels": [], "deepest_level": null, "level_state": "DATA_INSUFFICIENT", "price": null, "quote_source": "CHINA_GALAXY_AMAZINGDATA", "source_time": null, "status": "DATA_INSUFFICIENT", "thresholds": [ 1.17, 1.11 ], "trading_authority": "NONE" }, "ai_transformative": { "action_authority": "NONE", "completed_at": "2026-10-10T01:05:51.951Z", "dimension_count": 7, "lifecycle": "SHADOW_NOT_CALIBRATED", "missing_or_no_live_evidence": [ "capability", "automation" ], "missing_or_no_live_evidence_count": 2, "regime": "DATA_INSUFFICIENT_FOR_REGIME", "regime_eligible": false, "reused_partial_count": 5, "status": "DATA_INSUFFICIENT", "trading_authority": "NONE", "vote_authority": "NONE" }, "assets": { "A500": { "analysis_eligible": false, "broker_iopv": null, "broker_price": null, "broker_state": "UNAVAILABLE_OR_STALE", "code": "563360", "execution_data_health": "UNKNOWN", "execution_data_reason": null, "execution_eligibility": "EVIDENCE_ONLY_NO_TRADE", "label": "A500", "name": "A500ETF华泰柏瑞", "pct": null, "price": null, "price_status": "PASS_RESEARCH_SNAPSHOT", "primary_quote_source": "TENCENT_REALTIME_FALLBACK", "required_source_count": 2, "research_iopv": 1.1985, "research_iopv_source_time": "2026-10-09T07:04:00Z", "research_iopv_status": "SINA_ONLY_RESEARCH", "source_time": null, "trading_authority": "NONE", "valid_source_count": 1 }, "GOLD": { "analysis_eligible": false, "broker_iopv": null, "broker_price": null, "broker_state": "UNAVAILABLE_OR_STALE", "code": "518880", "execution_data_health": "BLOCK", "execution_data_reason": "BROKER_ROW_UNAVAILABLE_OR_STALE", "execution_eligibility": "EVIDENCE_ONLY_NO_TRADE", "label": "黄金", "name": "黄金ETF华安", "pct": null, "price": null, "price_status": "PASS_RESEARCH_SNAPSHOT", "primary_quote_source": "TENCENT_REALTIME_FALLBACK", "required_source_count": 2, "research_iopv": 8.5885, "research_iopv_source_time": "2026-10-09T07:04:00Z", "research_iopv_status": "SINA_ONLY_RESEARCH", "source_time": null, "trading_authority": "NONE", "valid_source_count": 1 } }, "authority": { "action": "NONE", "trading": "NONE", "vote": "NONE" }, "contract": { "external_network_collection": false, "model_invocation": "NONE", "presentation_only": true, "projection_role": "CANONICAL_DISPLAY_PROJECTION", "source_of_truth": false }, "drawdown": { "calibration": "RESEARCH_ONLY_NOT_CALIBRATED", "completed_at": "2026-10-09T13:10:17.194Z", "observations": [ { "as_of": "2026-10-09", "current": 1.199, "current_reference_levels_pct": [ 5.0, 10.0, 15.0 ], "drawdown_pct": -16.27094972067038, "history_window_first_date": "2024-10-15", "history_window_peak": 1.432, "key": "A500", "newly_crossed_reference_levels_pct": [], "proxy_code": "563360", "proxy_label": "华泰柏瑞中证A500ETF", "reference_level_eligibility": "RESEARCH_OBSERVATION_ONLY_NOT_CALIBRATED", "warning": "ETF_PROXY_NOT_UNDERLYING_INDEX;WINDOW_PEAK_NOT_ALL_TIME_PEAK;REFERENCE_LEVELS_NOT_CALIBRATED" }, { "as_of": "2026-10-09", "current": 8.62, "current_reference_levels_pct": [ 5.0, 10.0, 15.0, 20.0, 25.0 ], "drawdown_pct": -27.587365591397862, "history_window_first_date": "2024-02-08", "history_window_peak": 11.904, "key": "GOLD", "newly_crossed_reference_levels_pct": [], "proxy_code": "518880", "proxy_label": "黄金ETF华安", "reference_level_eligibility": "RESEARCH_OBSERVATION_ONLY_NOT_CALIBRATED", "warning": "ETF_PROXY_NOT_UNDERLYING_INDEX;WINDOW_PEAK_NOT_ALL_TIME_PEAK;REFERENCE_LEVELS_NOT_CALIBRATED" }, { "as_of": "2026-10-09", "current": 2.4, "current_reference_levels_pct": [], "drawdown_pct": 0.0, "history_window_first_date": "2024-02-08", "history_window_peak": 2.4, "key": "NASDAQ100", "newly_crossed_reference_levels_pct": [], "proxy_code": "513100", "proxy_label": "纳指ETF国泰", "reference_level_eligibility": "RESEARCH_OBSERVATION_ONLY_NOT_CALIBRATED", "warning": "ETF_PROXY_NOT_UNDERLYING_INDEX;WINDOW_PEAK_NOT_ALL_TIME_PEAK;REFERENCE_LEVELS_NOT_CALIBRATED" }, { "as_of": "2026-10-09", "current": 2.73, "current_reference_levels_pct": [], "drawdown_pct": -1.7278617710583144, "history_window_first_date": "2024-02-08", "history_window_peak": 2.778, "key": "SP500", "newly_crossed_reference_levels_pct": [], "proxy_code": "513500", "proxy_label": "标普500ETF博时", "reference_level_eligibility": "RESEARCH_OBSERVATION_ONLY_NOT_CALIBRATED", "warning": "ETF_PROXY_NOT_UNDERLYING_INDEX;WINDOW_PEAK_NOT_ALL_TIME_PEAK;REFERENCE_LEVELS_NOT_CALIBRATED" } ], "status": "PASS" }, "funding": { "accepted_count": 3, "completed_at": "2026-10-09T13:15:18.096Z", "observation_dates": { "EFFR": "2026-10-08", "SOFR": "2026-10-08", "TGCR": "2026-10-08" }, "rates_pct": { "EFFR": 3.88, "SOFR": 3.87, "TGCR": 3.85 }, "status": "PASS" }, "generated_at": "2026-10-10T12:50:04.883Z", "macro_forecast": { "accepted_at": "2026-10-06T15:38:36+00:00", "baseline_superiority_confirmed": false, "event_layer_complete_count": 86, "event_layer_missing_count": 0, "events": 170, "evidence_blockers": [ "execution_cost_latency_liquidity_missing", "historical_consensus_incomplete", "minute_event_coverage_incomplete", "oos_samples_missing", "pilot_baseline_superiority_not_confirmed" ], "feature_vintage_rows": 72432, "market_rows": 15064, "minute_event_count": 0, "oos_calibration_status": "NO_OOS_SAMPLES", "oos_samples": 0, "production_eligible": false, "status": "RESEARCH_STAGED", "trading_authority": "NONE" }, "qdii": { "completed_at": "2026-10-09T06:40:12.979Z", "decision": "DATA_INCOMPLETE_NO_BUY_CODE", "fair_value_status": "NOT_CALIBRATED_POINT_ESTIMATE_ONLY", "quote_count": 16, "rows": [ { "code": "159501", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 1.9156, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF嘉实", "premium_point_estimate_pct": 15.68177072457717, "price": 2.216, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "159513", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 1.7002, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳斯达克100ETF大成", "premium_point_estimate_pct": 12.516174567697934, "price": 1.913, "quote_source_time": "2026-10-09T06:40:06Z" }, { "code": "159612", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "SP500", "iopv": 1.9093, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "标普500ETF国泰", "premium_point_estimate_pct": 9.41182632378359, "price": 2.089, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "159632", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.3178, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳斯达克ETF华安", "premium_point_estimate_pct": 12.73621537665026, "price": 2.613, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "159655", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "SP500", "iopv": 1.8651, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "标普500ETF华夏", "premium_point_estimate_pct": 9.216663985845264, "price": 2.037, "quote_source_time": "2026-10-09T06:40:06Z" }, { "code": "159659", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.2041, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳斯达克100ETF招商", "premium_point_estimate_pct": 13.51572070232747, "price": 2.502, "quote_source_time": "2026-10-09T06:40:06Z" }, { "code": "159660", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.2284, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF汇添富", "premium_point_estimate_pct": 13.399748698617842, "price": 2.527, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "159696", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 1.8988, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF易方达", "premium_point_estimate_pct": 14.65135875289656, "price": 2.177, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "159941", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 1.5269, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF广发", "premium_point_estimate_pct": 15.921147422882974, "price": 1.77, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "513100", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.0393, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF国泰", "premium_point_estimate_pct": 17.687441769234535, "price": 2.4, "quote_source_time": "2026-10-09T06:40:09Z" }, { "code": "513110", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.3419, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF华泰柏瑞", "premium_point_estimate_pct": 12.643579999146004, "price": 2.638, "quote_source_time": "2026-10-09T06:40:08Z" }, { "code": "513300", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.536, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳斯达克ETF华夏", "premium_point_estimate_pct": 13.367507886435327, "price": 2.875, "quote_source_time": "2026-10-09T06:40:10Z" }, { "code": "513390", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 2.2893, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指100ETF博时", "premium_point_estimate_pct": 13.0039750141965, "price": 2.587, "quote_source_time": "2026-10-09T06:40:08Z" }, { "code": "513500", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "SP500", "iopv": 2.4337, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "标普500ETF博时", "premium_point_estimate_pct": 12.010518962896, "price": 2.726, "quote_source_time": "2026-10-09T06:40:10Z" }, { "code": "513650", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "SP500", "iopv": 1.8527, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "标普500ETF南方", "premium_point_estimate_pct": 9.03006423058239, "price": 2.02, "quote_source_time": "2026-10-09T06:40:08Z" }, { "code": "513870", "current_execution_data": false, "execution_eligibility": "STALE_OR_MISSING_EXECUTION_SNAPSHOT_NO_BUY", "index": "NASDAQ100", "iopv": 1.9425, "iopv_source": "SINA_FU_IOPV", "iopv_source_time": "2026-10-09T06:38:00Z", "missing": [ "CURRENT_RELEASE_PROVENANCE_UNVERIFIED" ], "name": "纳指ETF富国", "premium_point_estimate_pct": 13.153153153153152, "price": 2.198, "quote_source_time": "2026-10-09T06:40:09Z" } ], "status": "UNVERIFIED_CURRENT_RELEASE", "trading_authority": "NONE" }, "schema": "charlie-intelligence-display/v1", "source_health": { "ai_transformative": { "source_time": "2026-10-10T01:05:51.951Z", "status": "PRESENT" }, "drawdown": { "source_time": "2026-10-09T13:10:17.194Z", "status": "PRESENT" }, "funding": { "source_time": "2026-10-09T13:15:18.096Z", "status": "PRESENT" }, "macro_forecast": { "source_time": "2026-10-06T15:38:36+00:00", "status": "PRESENT" }, "market_context": { "source_time": "2026-10-10T12:49:04.854348Z", "status": "PRESENT" }, "market_shadow": { "source_time": "2026-10-09T07:05:50.327Z", "status": "PRESENT" }, "matrix": { "source_time": "2026-10-10T01:05:51.956Z", "status": "PRESENT" }, "qdii": { "source_time": "2026-10-09T06:40:12.979Z", "status": "PRESENT" }, "treasury_liquidity": { "source_time": "2026-10-09T13:15:19.729Z", "status": "PRESENT" } }, "state_sha256": "afbfbe38312368d6a36fd7a197e5a0faa48f6cfe97c3b34fa694a55c6242f64e", "system": { "completed_at": "2026-10-10T01:05:51.956Z", "data_completeness": "DEGRADED", "deployed_module_completeness": "DEGRADED", "execution_gate": "DATA_INCOMPLETE_NO_BUY_CODE", "full_v26_state_eligible": false, "overall_state": "NOT_CALIBRATED" }, "treasury_liquidity": { "completed_at": "2026-10-09T13:15:19.729Z", "curve_record_date": "2026-10-08", "interpretation": "RESEARCH_CONTEXT_ONLY", "status": "PASS", "tga_balance_millions_usd": 885783.0, "tga_record_date": "2026-10-07", "trading_authority": "NONE", "y10_pct": 5.22, "y2_pct": 4.75, "y30_pct": 5.6 }, "us_market": { "dow_cash": { "change": 423.31, "key": "gb_dji", "kind": "cash_index", "label": "道指现金指数", "pct": 0.83, "source_time": "2026-10-10 04:38:04", "value": 51654.9492 }, "es_futures": { "change": null, "key": "hf_ES", "kind": "futures", "label": "ES期货", "pct": null, "source_time": "2026-10-10 04:59:59", "value": 7866.45 }, "missing": [], "nasdaq_composite_cash": { "change": 172.8295, "key": "gb_ixic", "kind": "cash_index", "label": "纳指综合现金指数", "pct": 0.64, "source_time": "2026-10-10 05:30:00", "value": 27366.1698 }, "nq_futures": { "change": null, "key": "hf_NQ", "kind": "futures", "label": "NQ期货", "pct": null, "source_time": "2026-10-10 04:59:59", "value": 31137.575 }, "retrieved_at": "2026-10-10T12:49:04.854348Z", "scope_note": "NQ/ES are futures; gb_ixic is Nasdaq Composite, not Nasdaq-100. Do not relabel these instruments.", "source": "SINA_HQ_FIXED_ALLOWLIST", "status": "PASS", "trading_authority": "NONE" } }