diff --git a/backend/internal/handlers/stock.go b/backend/internal/handlers/stock.go
index 5d05d71..2e367d8 100644
--- a/backend/internal/handlers/stock.go
+++ b/backend/internal/handlers/stock.go
@@ -156,18 +156,20 @@ func (h *StockHandler) TriggerSync(c *gin.Context) {
 }
 
 type debugStatsResponse struct {
-	TradeDate      string     `json:"trade_date"`
-	Total          int64      `json:"total"`
-	IndexCount     int64      `json:"index_count"`
-	SuspendedCount int64      `json:"suspended_count"`
-	UpByPrice      int64      `json:"up_by_price"`
-	DownByPrice    int64      `json:"down_by_price"`
-	FlatByPrice    int64      `json:"flat_by_price"`
-	UpByPct        int64      `json:"up_by_pct"`
-	DownByPct      int64      `json:"down_by_pct"`
-	FlatByPct      int64      `json:"flat_by_pct"`
-	FlatSamples    []stockRow `json:"flat_samples"`
-	BoundarySamples []stockRow `json:"boundary_samples"`
+	TradeDate          string     `json:"trade_date"`
+	Total              int64      `json:"total"`
+	IndexCount         int64      `json:"index_count"`
+	SuspendedCount     int64      `json:"suspended_count"`
+	UpByPrice          int64      `json:"up_by_price"`
+	DownByPrice        int64      `json:"down_by_price"`
+	FlatByPrice        int64      `json:"flat_by_price"`
+	UpByPct            int64      `json:"up_by_pct"`
+	DownByPct          int64      `json:"down_by_pct"`
+	FlatByPct          int64      `json:"flat_by_pct"`
+	FlatSamples        []stockRow `json:"flat_samples"`
+	BoundarySamples    []stockRow `json:"boundary_samples"`
+	UpBoundarySamples  []stockRow `json:"up_boundary_samples"`
+	DownBoundarySamples []stockRow `json:"down_boundary_samples"`
 }
 
 // DebugStats 返回最新交易日的详细统计与边界样本，便于对齐第三方口径。
@@ -230,6 +232,24 @@ func (h *StockHandler) DebugStats(c *gin.Context) {
 		Scan(&boundarySamples)
 	stats.BoundarySamples = boundarySamples
 
+	var upBoundarySamples []stockRow
+	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
+		Select("symbol, name, close, prev_close, change_pct").
+		Where("trade_date = ? AND symbol NOT IN ? AND close > prev_close", latestDate, idxList).
+		Order("change_pct ASC").
+		Limit(50).
+		Scan(&upBoundarySamples)
+	stats.UpBoundarySamples = upBoundarySamples
+
+	var downBoundarySamples []stockRow
+	h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
+		Select("symbol, name, close, prev_close, change_pct").
+		Where("trade_date = ? AND symbol NOT IN ? AND close < prev_close", latestDate, idxList).
+		Order("change_pct DESC").
+		Limit(50).
+		Scan(&downBoundarySamples)
+	stats.DownBoundarySamples = downBoundarySamples
+
 	c.JSON(http.StatusOK, gin.H{"success": true, "data": stats})
 }