diff --git a/backend/internal/handlers/stock.go b/backend/internal/handlers/stock.go
index 2be4e1a..45d2d68 100644
--- a/backend/internal/handlers/stock.go
+++ b/backend/internal/handlers/stock.go
@@ -65,6 +65,8 @@ func (h *StockHandler) Overview(c *gin.Context) {
 		return
 	}
 
+	baseWhere := "trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)"
+
 	var counts marketCounts
 	if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
 		Select(`
@@ -73,7 +75,7 @@ func (h *StockHandler) Overview(c *gin.Context) {
 			SUM(CASE WHEN change_pct < 0 THEN 1 ELSE 0 END) AS down,
 			SUM(CASE WHEN change_pct = 0 THEN 1 ELSE 0 END) AS flat
 		`).
-		Where("trade_date = ? AND symbol NOT IN ?", latestDate, indexSymbolsList()).
+		Where(baseWhere, latestDate, indexSymbolsList()).
 		Scan(&counts).Error; err != nil {
 		c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "统计涨跌失败"})
 		return
@@ -82,12 +84,12 @@ func (h *StockHandler) Overview(c *gin.Context) {
 	var avgChange float64
 	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
 		Select("COALESCE(AVG(change_pct), 0)").
-		Where("trade_date = ? AND symbol NOT IN ?", latestDate, indexSymbolsList()).
+		Where(baseWhere, latestDate, indexSymbolsList()).
 		Scan(&avgChange)
 
 	indices := h.topRows(ctx, latestDate, "symbol IN ?", indexSymbolsList(), 10, false)
-	gainers := h.topRows(ctx, latestDate, "symbol NOT IN ?", indexSymbolsList(), 10, true)
-	losers := h.topRows(ctx, latestDate, "symbol NOT IN ?", indexSymbolsList(), 10, false)
+	gainers := h.topRows(ctx, latestDate, "symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", indexSymbolsList(), 10, true)
+	losers := h.topRows(ctx, latestDate, "symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", indexSymbolsList(), 10, false)
 	turnover := h.topRowsByAmount(ctx, latestDate)
 
 	c.JSON(http.StatusOK, overviewResponse{
@@ -121,7 +123,7 @@ func (h *StockHandler) topRowsByAmount(ctx context.Context, tradeDate time.Time)
 	var rows []stockRow
 	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
 		Select("symbol, name, close, change_pct, amount").
-		Where("trade_date = ? AND symbol NOT IN ?", tradeDate, indexSymbolsList()).
+		Where("trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", tradeDate, indexSymbolsList()).
 		Order("amount DESC").
 		Limit(10).
 		Scan(&rows)
diff --git a/backend/internal/services/stock_sync.go b/backend/internal/services/stock_sync.go
index e6002c1..6e9809f 100644
--- a/backend/internal/services/stock_sync.go
+++ b/backend/internal/services/stock_sync.go
@@ -3,6 +3,7 @@ package services
 import (
 	"context"
 	"fmt"
+	"log"
 	"sync"
 	"time"
 
@@ -87,6 +88,9 @@ func (s *StockSyncService) doSync(ctx context.Context) (int, error) {
 		return 0, fmt.Errorf("no quotes returned")
 	}
 
+	log.Printf("[stock sync] fetched %d stock quotes from CN_Equity_A, %d index quotes, total %d",
+		len(stockQuotes), len(indexQuotes), len(quotes))
+
 	// 3. 归一化并写入 DB
 	records := make([]models.StockDailyQuote, 0, len(quotes))
 	for _, q := range quotes {